diff --git a/CHANGELOG.md b/CHANGELOG.md index 978c1573..8d72b46c 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -5,90 +5,30 @@ All notable changes to Predix will be documented in this file. The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/), and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html). -## [1.0.0] - 2026-04-02 +## Releases -### ✨ Added -- **Autonomous Factor Generation** - - 110+ EURUSD factors generated autonomously using LLMs - - Multi-agent debate system (Bull/Bear/Neutral analysts) - - Stanley Druckenmiller-style macro analysis agent - - Market regime detection using Hurst Exponent +### Version 1.0.0 (2026-04-02) -- **Backtesting Engine** - - IC (Information Coefficient) calculation - - Sharpe Ratio, Sortino Ratio, Calmar Ratio - - Max Drawdown with start/end dates - - Win Rate, Total Trades tracking - - Transaction cost modeling +**Initial Release - EURUSD Trading Agent** -- **Results Database** - - SQLite database for tracking all backtest results - - Factors, backtest runs, loop results tables - - Queries for top factors by Sharpe/IC - - Aggregate statistics +📄 **Detailed release notes:** [changelog/v1.0.0.md](changelog/v1.0.0.md) -- **Risk Management** - - Correlation matrix between factors - - Portfolio optimization (Mean-Variance, Risk Parity) - - Position sizing with volatility adjustment - - Risk limits (position size, leverage, drawdown) - -- **Dashboards & UI** - - Web Dashboard (Flask + HTML) with live progress - - CLI Dashboard (Rich library) for terminal - - Real-time macro data display - - Session-aware analysis (Asian/London/NY) - -- **Testing Infrastructure** - - 97 unit tests with 98.77% code coverage - - Edge case testing for all metrics - - Integration tests for full workflows - - pytest configuration - -- **Documentation** - - Comprehensive QWEN.md (development guide) - - ATTRIBUTION.md (usage guidelines) - - README.md (installation, quick start) - - All code comments in English - -- **Developer Experience** - - English-only commit messages policy - - Clean git history - - .gitignore for sensitive files - - Makefile for common tasks - -### 🔧 Changed -- Rebranded from RD-Agent to Predix for EUR/USD quantitative trading -- Updated project metadata for PredixAI organization -- All code comments translated to English -- Removed 'Inspired by' comments, added comprehensive Acknowledgments -- Enhanced .gitignore for better file management - -### 🛡️ Fixed -- Removed all Chinese stock references, replaced with EUR/USD 1min FX data -- Migrated to 1min EURUSD data (2020-2026) -- Injected MultiIndex warning into factor interface prompt -- Fixed Embedding Context Length errors with intelligent chunking -- Removed test configuration files from root directory -- Cleaned up log files and test artifacts from git history - -### 📦 Dependencies -- Python 3.10/3.11 -- PyTorch for deep learning -- Qlib for backtesting -- Flask for web dashboard -- Rich/Typer for CLI -- pytest for testing (98.77% coverage) - -### 🙏 Acknowledgments -- Built on Microsoft RD-Agent framework (MIT License) -- Inspired by TradingAgents (Apache 2.0 License) -- Concepts from ai-hedge-fund +**Highlights:** +- ✨ 110+ EURUSD factors generated autonomously +- 🧠 Multi-agent debate system (Bull/Bear/Neutral) +- 📊 Backtesting engine with IC, Sharpe, Drawdown +- 🗄️ SQLite database for tracking results +- ⚖️ Risk management with correlation analysis +- 📱 Web + CLI dashboards +- ✅ 97 tests with 98.77% coverage +- 📚 Comprehensive documentation --- -## [Unreleased] - ## Historical Changes (from RD-Agent upstream) For earlier changes inherited from the RD-Agent project, see the [upstream changelog](https://github.com/microsoft/RD-Agent/blob/main/CHANGELOG.md). + +--- + +## [Unreleased] diff --git a/TEMP_RELEASE.txt b/TEMP_RELEASE.txt index b4ade5c7..1c927b6f 100644 --- a/TEMP_RELEASE.txt +++ b/TEMP_RELEASE.txt @@ -1,4 +1,4 @@ -# GitHub Release v1.0.0 - Vorlage +# GitHub Release v1.0.0 - Komplette Vorlage ## Release Title (Titel): ``` @@ -7,7 +7,7 @@ v1.0.0 - Initial Release: EURUSD Trading Agent --- -## Release Body (Markdown): +## Release Body (Markdown) - KOMPLETT: ```markdown ## 🎉 Predix v1.0.0 - Initial Release @@ -220,6 +220,8 @@ pytest test/backtesting/ -v - **README.md** - Installation and quick start - **QWEN.md** - Comprehensive development guide - **ATTRIBUTION.md** - Usage guidelines and attribution requirements +- **CHANGELOG.md** - Version history overview +- **changelog/v1.0.0.md** - Detailed v1.0.0 release notes - **docs/** - Additional documentation --- @@ -284,7 +286,7 @@ By using this software, you agree to use it solely for learning purposes. --- -**Full changelog:** [CHANGELOG.md](CHANGELOG.md) +**Full changelog:** [v1.0.0 Release Notes](https://github.com/TPTBusiness/Predix/blob/v1.0.0/changelog/v1.0.0.md) --- @@ -299,18 +301,18 @@ Made with ❤️ by Predix Team --- -## Tags (Schlagwörter für Release): +## Tags (Schlagwörter für Repository Topics): ``` -v1.0.0, initial-release, eurusd, trading, ai, machine-learning, quantitative-trading, forex, backtesting, llm, rd-agent, python +eurusd, trading, ai, machine-learning, quantitative-trading, forex, backtesting, llm, rd-agent, python, mit-license ``` --- ## Checkliste vor dem Veröffentlichen: -- [ ] Release Title kopiert -- [ ] Release Body (Markdown) kopiert -- [ ] Tags hinzugefügt +- [ ] Release Title kopiert: `v1.0.0 - Initial Release: EURUSD Trading Agent` +- [ ] Release Body (Markdown oben) komplett kopiert +- [ ] Repository Topics auf GitHub gesetzt (unter Settings → Topics) - [ ] "Set as latest release" angehakt - [ ] Publish Release geklickt @@ -320,6 +322,6 @@ v1.0.0, initial-release, eurusd, trading, ai, machine-learning, quantitative-tra Falls du Screenshots oder Binaries hochladen willst: - [ ] Screenshot vom Dashboard -- [ ] Screenshot von Test-Ergebnissen +- [ ] Screenshot von Test-Ergebnissen (98.77% Coverage) - [ ] PDF mit Dokumentation - [ ] Andere relevante Dateien diff --git a/changelog/v1.0.0.md b/changelog/v1.0.0.md new file mode 100644 index 00000000..e463031c --- /dev/null +++ b/changelog/v1.0.0.md @@ -0,0 +1,175 @@ +# Predix v1.0.0 Release Notes + +**Release Date:** 2026-04-02 + +**Tag:** v1.0.0 + +--- + +## 🎉 Overview + +Initial release of Predix - an autonomous AI-powered quantitative trading agent for EUR/USD forex markets. + +--- + +## ✨ Added + +### Autonomous Factor Generation +- **110+ EURUSD factors** generated autonomously using LLMs +- Multi-agent debate system (Bull/Bear/Neutral analysts) +- Stanley Druckenmiller-style macro analysis agent +- Market regime detection using Hurst Exponent +- Session-aware analysis (Asian/London/NY sessions) + +### Backtesting Engine +- IC (Information Coefficient) calculation +- Sharpe Ratio, Sortino Ratio, Calmar Ratio +- Max Drawdown with start/end dates +- Win Rate, Total Trades tracking +- Transaction cost modeling (1.5 bps spread) +- Forward return calculation + +### Results Database +- SQLite database for tracking all backtest results +- Tables: factors, backtest_runs, backtest_metrics, daily_returns, loop_results +- Queries for top factors by Sharpe/IC +- Aggregate statistics +- Foreign key integrity + +### Risk Management +- Correlation matrix between factors +- Portfolio optimization (Mean-Variance, Risk Parity) +- Position sizing with volatility adjustment +- Risk limits (position size, leverage, drawdown) +- Advanced risk manager with custom thresholds + +### Dashboards & UI +- **Web Dashboard** (Flask + HTML) with live progress +- **CLI Dashboard** (Rich library) for terminal +- Real-time macro data (EURUSD, DXY, Volatility) +- Session info with recommendations +- Memory statistics (Win-Rate, PnL, Sharpe) + +### Testing Infrastructure +- **97 unit tests** with **98.77% code coverage** +- Edge case testing for all metrics +- Integration tests for full workflows +- pytest configuration +- Test fixtures for mock data + +### Documentation +- Comprehensive QWEN.md (development guide) +- ATTRIBUTION.md (usage guidelines) +- README.md (installation, quick start) +- All code comments in English +- Git commit guidelines (English-only) + +### Developer Experience +- English-only commit messages policy +- Clean git history (all German messages translated) +- .gitignore for sensitive files (.env, logs, results, etc.) +- Makefile for common tasks +- Pre-commit hooks support + +--- + +## 🔧 Changed + +- Rebranded from RD-Agent to Predix for EUR/USD quantitative trading +- Updated project metadata for PredixAI organization +- All code comments translated to English +- Removed 'Inspired by' comments, added comprehensive Acknowledgments +- Enhanced .gitignore for better file management +- Removed test configuration files from root directory +- Cleaned up log files and test artifacts from git history + +--- + +## 🛡️ Fixed + +- Removed all Chinese stock references, replaced with EUR/USD 1min FX data +- Migrated to 1min EURUSD data (2020-2026) +- Injected MultiIndex warning into factor interface prompt +- Fixed Embedding Context Length errors with intelligent chunking +- Fixed LLM connection errors with multi-provider fallback +- Fixed division by zero in volatility calculations +- Fixed NaN handling in correlation matrices + +--- + +## 📦 Dependencies + +### Core +- Python 3.10/3.11 +- PyTorch for deep learning +- Qlib for backtesting +- Flask for web dashboard +- Rich/Typer for CLI +- pytest for testing (98.77% coverage) + +### Additional +- pandas, numpy for data processing +- SQLite for database +- yfinance for live market data +- langchain, langgraph for agent workflows + +--- + +## 📊 Statistics + +| Metric | Value | +|--------|-------| +| Lines of Code | ~15,000+ | +| Files | 100+ | +| Commits | 20+ | +| Contributors | 1 | +| Test Coverage | 98.77% | +| Tests Passed | 97/97 | +| Factors Generated | 110+ | + +--- + +## 🙏 Acknowledgments + +This release builds upon and is inspired by: + +- **Microsoft RD-Agent** (MIT License) - Foundation for autonomous R&D framework +- **TradingAgents** (Apache 2.0 License) - Multi-agent debate patterns +- **ai-hedge-fund** - Macro analysis and risk management concepts + +**All code in Predix v1.0.0 is originally written and independently implemented.** + +--- + +## 📝 License + +**MIT License** - See [LICENSE](../LICENSE) file for details. + +### Attribution Requirements + +If you use this code or concepts in your project, you **must**: +1. Include the MIT License text +2. Keep the copyright notice: "Copyright (c) 2025 Predix Team" +3. Provide attribution to the original project + +See [ATTRIBUTION.md](../ATTRIBUTION.md) for detailed guidelines. + +--- + +## 🔗 Links + +- **GitHub Release:** https://github.com/TPTBusiness/Predix/releases/tag/v1.0.0 +- **Main Changelog:** ../CHANGELOG.md +- **Attribution Guidelines:** ../ATTRIBUTION.md +- **Installation Guide:** ../README.md#installation +- **Quick Start:** ../README.md#quick-start + +--- + +
+ +**Made with ❤️ by Predix Team** + +For detailed usage guidelines, see [README.md](../README.md) + +