Commit Graph

4 Commits

Author SHA1 Message Date
TPTBusiness 19c9b88b76 fix: Add critical column name rules to factor generation prompt
Added explicit rules to prevent KeyError failures:
- Column names must use $ prefix: $close, $open, $high, $low, $volume
- DO NOT use groupby() for simple calculations
- Examples of correct and incorrect code
- This should reduce retry cycles from 10-20 to 1-2 per factor

Expected speedup: ~8 factors/h → ~50+ factors/h
2026-04-10 21:42:27 +02:00
TPTBusiness 0acdfaa485 feat: Diverse factor selection + improved prompt v3
Factor Selection:
- Select by TYPE (momentum, divergence, volatility, session, etc.)
- Ensures variety: no more 20 return-based factors
- Priority: momentum > divergence > volatility > session > london > range > vwap > spread > return

Prompt v3:
- IC Sign instructions (negative IC factors should be INVERTED)
- Better examples showing +IC and -IC factor combinations
- Clear explanation: positive IC = HIGH→LONG, negative IC = HIGH→SHORT

Now selecting diverse factors:
- 2x momentum/divergence/session
- 2x divergence (KL divergence)
- 2x volatility
- 4x session/london
- 2x range
- 2x VWAP
- 2x spread
- 2x return
- 2x other

Test results show diverse factor combinations (session+momentum+volatility).
2026-04-09 16:37:38 +02:00
TPTBusiness 108a63fd79 feat: Strategy Generator working with local LLM (P0-P4)
Integrated strategy generation into fin_quant loop:
- Fixed LLM code extraction from JSON responses
- Fixed factor loading (MultiIndex parquet handling)
- Fixed return calculation (realistic proxy)
- Fixed max drawdown (NaN/inf handling)
- Added llama.cpp --reasoning off support
- Strategy orchestrator with LLM + evaluation
- Optuna optimizer integration

100% acceptance rate on test run (2/2 strategies).
Total changes: +2006 lines, -129 lines across 8 files.

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-09 12:55:04 +02:00
TPTBusiness 18416da2c9 feat: Centralize all prompts in prompts/ directory
New structure:
- prompts/standard_prompts.yaml: Default prompts (committed to Git)
- prompts/local/: Your improved prompts (NOT in Git!)
- prompts/README.md: Documentation
- rdagent/components/loader.py: Prompt loader with priority

Features:
- Loader checks prompts/local/ first (your better prompts)
- Falls back to standard_prompts.yaml if no local version
- Supports sections (system/user)
- Lists available prompts
- Test function included

.gitignore updated:
- prompts/local/ excluded (your proprietary prompts)
- *.local.yaml excluded
- *_private.yaml excluded

Usage:
  from rdagent.components.loader import load_prompt
  prompt = load_prompt('factor_discovery')  # Auto-loads your better version!
2026-04-02 22:29:51 +02:00