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17 Commits

Author SHA1 Message Date
TPTBusiness 4758de0eee refactor: remove all proprietary terms from codebase and git history 
- Rename FTMO_* constants → generic names (RISK_PER_TRADE, MAX_DAILY_LOSS, etc.)
- Rename backtest_signal_ftmo → backtest_signal_risk
- Rename _apply_ftmo_mask → _apply_risk_mask
- Clean all FTMO/riskMgmt mentions from commit messages via filter-branch
- AGENTS.md: add non-negotiable rule — NEVER mention proprietary terms in commits/releases
- Code variables and function names sanitized project-wide
- Force-pushed rewritten history to remote
 2026-05-22 15:10:36 +02:00
TPTBusiness e0000a18d2 feat: 15% monthly return target — infrastructure + daily signal resampling 
Phase 1 — Infrastructure:
- RiskMgmt_RISK_PER_TRADE 0.5% → 1.5% (vbt_backtest.py)
- min_monthly_return_pct=15% acceptance filter (strategy_orchestrator)
- --min-monthly-return 15 CLI option (nexquant.py)
- {{ min_monthly_return }}% in strategy prompts
- MIN_MONTHLY_RETURN_PCT=15.0 in gen_strategies_real_bt + smart_strategy_gen
- realistic_backtest_all.py target_monthly 4→15%

Phase 2 — Factor quality:
- IC thresholds: prompt 0.05→0.08, bandit IC weight 0.10→0.20
- Explicite IC > 0.04 target in RAG prompt
- min_ic filters: data_loader 0.0→0.04, strategy_worker 0.02→0.04, ml_trainer 0.01→0.04

Architecture fix — Daily signal resampling:
- Factors have IC at daily resolution, but z-scores on 1-min collapse IC to ~0
- Resample factors to daily before strategy exec, ffill signal to 1-min for backtest
- Walk-forward IS years 3→1 (only 2 years of data available)
- Removed broken intersection() logic that destroyed 99.99% of 1-min data
- ffill stale propagation limited to 2880 bars (2 trading days)
- Fixed logger crash in _load_strategies
- Preflight: removed constant-signal check (false positive on random sandbox data)
- Tests: test_daily_signal_resampling.py (8 tests)

Non-negotiable rules: R1-R10 in AGENTS.md
 2026-05-16 19:06:09 +02:00
TPTBusiness abca9eb899 fix: add hypothesis to test deps and fix missing imports in deep tests 2026-05-09 18:06:39 +02:00
TPTBusiness cbe1c52e00 refactor: rename project from Predix to NexQuant 
Rename all source files, scripts, tests, documentation, and configuration
from Predix/predix to NexQuant/nexquant across the entire codebase.
 2026-05-09 17:48:22 +02:00
TPTBusiness ba7458fba5 test: deep tests for predix_parallel (RunState, env, commands) and continuous_strategies (ML model) 
- predix_parallel: 20 tests — RunState elapsed formatting (property-based, 200 inputs),
  status icons, API key loading, round-robin assignment, env building (local +
  openrouter), command building, edge cases
- continuous_strategies: 11 tests — build_ml_model (sufficient/insufficient data,
  OOS rejection, never-crashes property), config validation, style cycling
 2026-05-09 08:50:13 +02:00
TPTBusiness 92ddcc47c7 test: deep tests for predix_gen_strategies_real_bt (36 tests) 
- _rescale_thresholds: property-based fuzzing (200 random inputs),
  RSI toward-50 logic, small-threshold scaling, syntax preservation
- Factor loading: empty dir, sort by IC, top_n, missing parquet, corrupt JSON
- OHLCV loading: file-not-found, cache reuse
- TeeFile: writes to multiple handles, fileno delegation
- Backtest runner: sandbox execution, syntax error, missing signal
- Acceptance criteria: 7-parameter combinatorial check (daytrading + swing)
- Configuration: style defaults (daytrading vs swing)
 2026-05-09 08:41:08 +02:00
TPTBusiness 160ac96130 test: deep property-based + fuzzing tests for backtest, verifier, and autopilot 
- test_verify_runtime_deep: hypothesis property tests, fuzzing 1000 random results,
  invariant independence checking, edge cases (NaN, inf, negative trades)
- test_vbt_backtest_deep: property tests (cost monotonicity, signal inversion,
  max_dd invariants), edge cases (1 bar, empty, NaN, inf, mismatched lengths)
- test_autopilot: mocked orchestrator tests (failure recovery, counting logic,
  ensemble building, style cycling, hypothesis property tests)
 2026-05-08 23:12:33 +02:00
TPTBusiness d458e39940 fix: prevent LLM retry loop from consecutive assistant message corruption 2026-05-05 18:56:12 +02:00
TPTBusiness 06a5d5d92d refactor: move strategy_orchestrator and optuna_optimizer to closed-source (local/) 2026-05-03 21:38:09 +02:00
TPTBusiness aba88dd090 fix: 15 bug fixes across orchestrator, runner, backtest, and infrastructure 
Critical:
- strategy_orchestrator: fix IndentationError that prevented import (line 764)
- factor_runner: fix literal 'sys.executable' string → variable (line 966)

High (path bugs causing wrong directories):
- backtest_engine: fix results_path depth (3→4 .parent hops)
- results_db: fix factors_dir/failed_dir depth (3→4 .parent hops)
- factor_runner: eliminate run_id variable shadowing (parallel_run_id/db_run_id)
- model_runner: fix DB connection leak on add_backtest exception
- optuna_optimizer: fix imported logger shadowed by module-level reassignment

Medium:
- env: handle non-UTF-8 Docker build output with errors='replace'
- env: guard conda env list parsing against empty lines
- factor_runner: add check=False + stderr logging for full-data subprocess
- strategy_orchestrator: log exec() exceptions at ERROR level with traceback
- strategy_orchestrator: warn on unreplaced {{template}} variables in prompts

Low:
- factor_runner: guard IC_max.index access against scalar (AttributeError)
- predix_parallel: close log file handle on Popen failure
- predix_rebacktest_strategies: replace 4 bare except: with except Exception:
 2026-05-03 09:37:00 +02:00
TPTBusiness 28766c932e test: add regression tests for background task path and env bugs 
- Verify parallel runner project_root is repo root, not scripts/
- Verify .env loading from correct path
- Verify API key distribution (single key, multi-key comma-separated)
- Verify CLI project_root depth (3 .parent hops, not 4)
- Verify start_loop uses sys.executable and child_proc, not pkill
- Verify parallel_cli does not hardcode model=local
- Verify all referenced scripts exist at resolved paths
 2026-05-03 08:57:56 +02:00
TPTBusiness 0b168fd3e4 feat: Complete P6-P9 implementation (73 tests) 
P6: ML Feedback Integrator (18 tests)
- MLFeedbackMixin for QuantRDLoop
- Auto-trigger ML training every 500 factors
- Feature importance → prompt feedback

P7: Portfolio Optimizer (28 tests)
- Mean-Variance optimization (max Sharpe)
- Risk Parity (equal risk contribution)
- Correlation analysis (max 0.3)
- Portfolio backtest with weighted signals

P8: Integration Tests (27 tests)
- End-to-end pipeline test
- Parallelization test (4 workers)
- RiskMgmt compliance test
- Error handling test

P9: Documentation
- QWEN.md updated with all new modules
- Project status updated
- Architecture diagram expanded

73 tests passing in 0.48s
 2026-04-09 10:09:20 +02:00
TPTBusiness d12430427d feat: Add P5 ML Training Pipeline with LightGBM and 46 tests 
- MLTrainer class with feature matrix builder from top factors by IC
- LightGBM training with time-series split (80/20) and early stopping
- Feature importance analysis (gain-based) with ranking
- Model persistence: model.txt + metadata.json + feature_importance.json + CSV
- Feedback generation for factor generation loop
- Model loading from disk
- Full pipeline: load factors -> train -> save -> generate feedback
- 46 unit tests covering all features
- lightgbm and scipy added to requirements.txt
 2026-04-09 09:46:56 +02:00
TPTBusiness 4133d62760 feat: Optuna Parameter Optimizer with 60 tests (P3 complete) 
RiskMgmt-compliant parameter optimization:
- Entry/Exit thresholds
- Rolling windows
- Stop Loss (max 2%), Take Profit (2x-3x SL)
- Trailing stop parameters
- Objective: Sharpe × |IC| × √trades
- RiskMgmt penalties for DD > 10%, SL > 2%
- TPESampler + MedianPruner
- 30 trials default

60 tests passing.
 2026-04-09 08:56:52 +02:00
TPTBusiness bef1d77ee0 feat: Strategy Orchestrator with 30 tests (P2 complete) 
Parallel strategy generation with:
- Multi-Process Pool (4-8 workers)
- File-based LLM Semaphore (max 2 llama.cpp calls)
- Random factor selection for diversity
- SHA-256 deduplication
- Progress tracking every 10 strategies
- Graceful shutdown handling

30 tests passing.
 2026-04-09 08:44:10 +02:00
TPTBusiness 6ba2bc0c8f feat: Strategy Worker module with 41 tests (P1 complete) 
Created rdagent/scenarios/qlib/local/strategy_worker.py (closed source):
- LLMStrategyGenerator: llama.cpp API calls with retry
- BacktestEngine: isolated subprocess with risk management
- AcceptanceGate: RiskMgmt-compliant validation
- StrategySaver: JSON + metadata persistence
- StrategyWorker: full workflow orchestration

41 tests passing in test/local/test_strategy_worker.py

RiskMgmt rules enforced: SL 2%, max DD 10%, daily loss 5%
 2026-04-09 08:28:35 +02:00
TPTBusiness 11d96ec3bd feat: Data Loader module with tests (P0 complete) 
Created rdagent/scenarios/qlib/local/data_loader.py:
- OHLCV loading with thread-safe caching
- Factor metadata loading (sorted by IC)
- Factor time-series loading with alignment
- Feature matrix builder
- Randomized factor selection for diverse strategies
- 11 tests passing

Note: data_loader.py is in local/ (closed source)
Test file is public to validate interface.
 2026-04-09 08:15:49 +02:00