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refactor: rename project from Predix to NexQuant

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Rename all source files, scripts, tests, documentation, and configuration
from Predix/predix to NexQuant/nexquant across the entire codebase.
This commit is contained in:
TPTBusiness
2026-05-09 17:48:22 +02:00
parent 85b56b8179
commit cbe1c52e00
92 changed files with 3690 additions and 1015 deletions
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test/backtesting/README.md
+3 -3
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@@ -26,7 +26,7 @@ Die Pakete sind in `requirements.txt` enthalten.
### Alle Tests ausführen
```bash
cd /home/nico/Predix
cd /home/nico/NexQuant
pytest test/backtesting/
```
@@ -226,8 +226,8 @@ Für GitHub Actions oder andere CI/CD-Systeme:
```bash
# Stelle sicher dass du im Projekt-Verzeichnis bist
cd /home/nico/Predix
export PYTHONPATH=/home/nico/Predix:$PYTHONPATH
cd /home/nico/NexQuant
export PYTHONPATH=/home/nico/NexQuant:$PYTHONPATH
pytest test/backtesting/
```
test/backtesting/__init__.py
+1 -1
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@@ -1 +1 @@
"""Predix Backtesting Test Package"""
"""NexQuant Backtesting Test Package"""
test/backtesting/conftest.py
+1 -1
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@@ -1,5 +1,5 @@
"""
Predix Backtesting Test Fixtures
NexQuant Backtesting Test Fixtures
Wiederverwendbare Test-Daten und Fixtures für alle Backtesting-Tests
"""
import pytest
test/backtesting/test_kronos_adapter.py
+29 -29
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@@ -25,8 +25,8 @@ def _make_ohlcv(n: int = 600, freq: str = "1min") -> pd.DataFrame:
}, index=idx)
def _make_predix_hdf5(tmp_path: Path, n: int = 300) -> Path:
"""Write a minimal Predix-format HDF5 file and return its path."""
def _make_nexquant_hdf5(tmp_path: Path, n: int = 300) -> Path:
"""Write a minimal NexQuant-format HDF5 file and return its path."""
idx = pd.MultiIndex.from_arrays(
[pd.date_range("2024-01-01", periods=n, freq="1min"), ["EURUSD"] * n],
names=["datetime", "instrument"],
@@ -63,12 +63,12 @@ def _make_mock_adapter():
# ---------------------------------------------------------------------------
# Unit tests: _ohlcv_from_predix
# Unit tests: _ohlcv_from_nexquant
# ---------------------------------------------------------------------------
class TestOhlcvConversion:
def test_renames_dollar_columns(self):
from rdagent.components.coder.kronos_adapter import _ohlcv_from_predix
from rdagent.components.coder.kronos_adapter import _ohlcv_from_nexquant
idx = pd.MultiIndex.from_arrays(
[pd.date_range("2024-01-01", periods=3, freq="1min"), ["EURUSD"] * 3],
names=["datetime", "instrument"],
@@ -78,17 +78,17 @@ class TestOhlcvConversion:
"$low": [1.05, 1.15, 1.25], "$close": [1.12, 1.22, 1.32],
"$volume": [100.0, 200.0, 300.0],
}, index=idx)
result = _ohlcv_from_predix(df)
result = _ohlcv_from_nexquant(df)
assert list(result.columns) == ["open", "high", "low", "close", "volume"]
def test_no_dollar_columns_passthrough(self):
from rdagent.components.coder.kronos_adapter import _ohlcv_from_predix
from rdagent.components.coder.kronos_adapter import _ohlcv_from_nexquant
df = pd.DataFrame({"open": [1.0], "close": [1.1], "high": [1.2], "low": [0.9], "volume": [100.0]})
result = _ohlcv_from_predix(df)
result = _ohlcv_from_nexquant(df)
assert "close" in result.columns
def test_output_is_float64(self):
from rdagent.components.coder.kronos_adapter import _ohlcv_from_predix
from rdagent.components.coder.kronos_adapter import _ohlcv_from_nexquant
df = pd.DataFrame({
"$open": np.array([1.1], dtype="float32"),
"$close": np.array([1.1], dtype="float32"),
@@ -96,7 +96,7 @@ class TestOhlcvConversion:
"$low": np.array([1.1], dtype="float32"),
"$volume": np.array([100.0], dtype="float32"),
})
result = _ohlcv_from_predix(df)
result = _ohlcv_from_nexquant(df)
assert result["close"].dtype == np.float64
@@ -134,7 +134,7 @@ class TestBuildKronosFactor:
def test_output_has_correct_multiindex(self, tmp_path, monkeypatch):
import rdagent.components.coder.kronos_adapter as mod
monkeypatch.setattr(mod, "KronosAdapter", lambda **kw: _make_mock_adapter())
h5 = _make_predix_hdf5(tmp_path)
h5 = _make_nexquant_hdf5(tmp_path)
result = mod.build_kronos_factor(h5, context_bars=100, pred_bars=20, stride_bars=20, device="cpu")
assert result.index.names == ["datetime", "instrument"]
assert result.index.nlevels == 2
@@ -142,14 +142,14 @@ class TestBuildKronosFactor:
def test_output_column_name(self, tmp_path, monkeypatch):
import rdagent.components.coder.kronos_adapter as mod
monkeypatch.setattr(mod, "KronosAdapter", lambda **kw: _make_mock_adapter())
h5 = _make_predix_hdf5(tmp_path)
h5 = _make_nexquant_hdf5(tmp_path)
result = mod.build_kronos_factor(h5, context_bars=100, pred_bars=20, stride_bars=20, device="cpu")
assert "KronosPredReturn" in result.columns
def test_output_has_non_nan_values(self, tmp_path, monkeypatch):
import rdagent.components.coder.kronos_adapter as mod
monkeypatch.setattr(mod, "KronosAdapter", lambda **kw: _make_mock_adapter())
h5 = _make_predix_hdf5(tmp_path)
h5 = _make_nexquant_hdf5(tmp_path)
result = mod.build_kronos_factor(h5, context_bars=100, pred_bars=20, stride_bars=20, device="cpu")
assert result["KronosPredReturn"].notna().sum() > 0
@@ -157,7 +157,7 @@ class TestBuildKronosFactor:
import rdagent.components.coder.kronos_adapter as mod
monkeypatch.setattr(mod, "KronosAdapter", lambda **kw: _make_mock_adapter())
n = 300
h5 = _make_predix_hdf5(tmp_path, n=n)
h5 = _make_nexquant_hdf5(tmp_path, n=n)
result = mod.build_kronos_factor(h5, context_bars=100, pred_bars=20, stride_bars=20, device="cpu")
assert len(result) == n
@@ -165,7 +165,7 @@ class TestBuildKronosFactor:
"""Values within a predicted window should be forward-filled, not NaN."""
import rdagent.components.coder.kronos_adapter as mod
monkeypatch.setattr(mod, "KronosAdapter", lambda **kw: _make_mock_adapter())
h5 = _make_predix_hdf5(tmp_path, n=300)
h5 = _make_nexquant_hdf5(tmp_path, n=300)
result = mod.build_kronos_factor(h5, context_bars=100, pred_bars=20, stride_bars=20, device="cpu")
non_nan_ratio = result["KronosPredReturn"].notna().mean()
assert non_nan_ratio > 0.5, f"Expected >50% non-NaN, got {non_nan_ratio:.2%}"
@@ -185,7 +185,7 @@ class TestEvaluateKronosModel:
def test_returns_required_keys(self, tmp_path, monkeypatch):
import rdagent.components.coder.kronos_adapter as mod
monkeypatch.setattr(mod, "KronosAdapter", lambda **kw: _make_mock_adapter())
h5 = _make_predix_hdf5(tmp_path, n=400)
h5 = _make_nexquant_hdf5(tmp_path, n=400)
metrics = mod.evaluate_kronos_model(h5, context_bars=100, pred_bars=20, stride_bars=20, device="cpu")
for key in ["IC_mean", "IC_std", "IC_IR", "hit_rate", "n_predictions"]:
assert key in metrics, f"Missing key: {key}"
@@ -193,14 +193,14 @@ class TestEvaluateKronosModel:
def test_hit_rate_in_valid_range(self, tmp_path, monkeypatch):
import rdagent.components.coder.kronos_adapter as mod
monkeypatch.setattr(mod, "KronosAdapter", lambda **kw: _make_mock_adapter())
h5 = _make_predix_hdf5(tmp_path, n=400)
h5 = _make_nexquant_hdf5(tmp_path, n=400)
metrics = mod.evaluate_kronos_model(h5, context_bars=100, pred_bars=20, stride_bars=20, device="cpu")
assert 0.0 <= metrics["hit_rate"] <= 1.0
def test_n_predictions_positive(self, tmp_path, monkeypatch):
import rdagent.components.coder.kronos_adapter as mod
monkeypatch.setattr(mod, "KronosAdapter", lambda **kw: _make_mock_adapter())
h5 = _make_predix_hdf5(tmp_path, n=400)
h5 = _make_nexquant_hdf5(tmp_path, n=400)
metrics = mod.evaluate_kronos_model(h5, context_bars=100, pred_bars=20, stride_bars=20, device="cpu")
assert metrics["n_predictions"] > 0
@@ -213,41 +213,41 @@ class TestCLICommands:
def test_kronos_factor_missing_data_exits(self, tmp_path, monkeypatch):
"""kronos-factor exits with code 1 when HDF5 data is missing."""
from typer.testing import CliRunner
import predix as predix_mod
import nexquant as nexquant_mod
monkeypatch.chdir(tmp_path)
runner = CliRunner()
result = runner.invoke(predix_mod.app, ["kronos-factor"])
result = runner.invoke(nexquant_mod.app, ["kronos-factor"])
assert result.exit_code == 1
def test_kronos_eval_missing_data_exits(self, tmp_path, monkeypatch):
"""kronos-eval exits with code 1 when HDF5 data is missing."""
from typer.testing import CliRunner
import predix as predix_mod
import nexquant as nexquant_mod
monkeypatch.chdir(tmp_path)
runner = CliRunner()
result = runner.invoke(predix_mod.app, ["kronos-eval"])
result = runner.invoke(nexquant_mod.app, ["kronos-eval"])
assert result.exit_code == 1
def test_kronos_factor_runs_with_mock(self, tmp_path, monkeypatch):
"""kronos-factor completes and saves parquet + json when adapter is mocked."""
from typer.testing import CliRunner
import rdagent.components.coder.kronos_adapter as mod
import predix as predix_mod
import nexquant as nexquant_mod
monkeypatch.setattr(mod, "KronosAdapter", lambda **kw: _make_mock_adapter())
data_dir = tmp_path / "git_ignore_folder" / "factor_implementation_source_data"
data_dir.mkdir(parents=True)
_make_predix_hdf5(data_dir.parent.parent, n=300)
_make_nexquant_hdf5(data_dir.parent.parent, n=300)
h5_src = tmp_path / "intraday_pv.h5"
# Put HDF5 where the CLI expects it
import shutil
src = _make_predix_hdf5(tmp_path, n=300)
src = _make_nexquant_hdf5(tmp_path, n=300)
shutil.copy(src, data_dir / "intraday_pv.h5")
monkeypatch.chdir(tmp_path)
runner = CliRunner()
result = runner.invoke(predix_mod.app, [
result = runner.invoke(nexquant_mod.app, [
"kronos-factor", "--context", "100", "--pred", "20", "--device", "cpu"
])
assert result.exit_code == 0, result.output
@@ -257,20 +257,20 @@ class TestCLICommands:
"""kronos-eval completes and prints IC metrics when adapter is mocked."""
from typer.testing import CliRunner
import rdagent.components.coder.kronos_adapter as mod
import predix as predix_mod
import nexquant as nexquant_mod
monkeypatch.setattr(mod, "KronosAdapter", lambda **kw: _make_mock_adapter())
data_dir = tmp_path / "git_ignore_folder" / "factor_implementation_source_data"
data_dir.mkdir(parents=True)
_make_predix_hdf5(data_dir.parent.parent, n=400)
src = _make_predix_hdf5(tmp_path, n=400)
_make_nexquant_hdf5(data_dir.parent.parent, n=400)
src = _make_nexquant_hdf5(tmp_path, n=400)
import shutil
shutil.copy(src, data_dir / "intraday_pv.h5")
monkeypatch.chdir(tmp_path)
runner = CliRunner()
result = runner.invoke(predix_mod.app, [
result = runner.invoke(nexquant_mod.app, [
"kronos-eval", "--context", "100", "--pred", "20", "--device", "cpu"
])
assert result.exit_code == 0, result.output