7e7e40b041
feat: Fix 1min data integration and centralize all prompts
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- Fix daily/1min contradiction in factor_experiment_loader prompts
- Rename daily_pv.h5 to intraday_pv.h5 (generate.py, utils.py, README)
- Fix FactorDatetimeDailyEvaluator to accept 1min bars as correct
- Add _write_run_log() to log every factor attempt to results/logs/
- Add _ensure_results_dirs() to create all result directories
- Extract all 44 prompt YAML files to prompts/ centralized directory
- Add prompts/INDEX.md for navigation
Tests: 93 passed
2026-04-04 08:20:58 +02:00
b95bbf5900
feat: EURUSD Trading-Verbesserungen implementiert (Phase 1)
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Neue Module für quantitatives EURUSD-Trading:
1. Hurst Exponent Regime Detection (eurusd_regime.py)
- Erkennt Marktregime: MEAN_REVERSION, NEUTRAL, TRENDING
- R/S-Analyse für 1min EURUSD-Daten optimiert
- Trading-Empfehlungen pro Regime
2. BM25 Memory-System (eurusd_memory.py)
- Speichert vergangene Trades mit Situation/Ergebnis
- Findet ähnliche Setups via BM25-Ähnlichkeit
- Persistente JSON-Speicherung
- Historische Win-Rate Analyse
3. Volatility-Adjusted Position Sizing (eurusd_risk.py)
- ATR-basierte Volatilitätsmessung
- Positionsgröße nach Volatilitäts-Percentile (0.4x-1.5x)
- Regime-Adjustierung (MEAN_REVERSION/TRENDING/NEUTRAL)
- Korrelations-Adjustierung für Forex-Paare
4. Multi-Provider LLM Fallback (eurusd_llm.py)
- Automatische Fallback-Kette bei API-Ausfällen
- Provider: Qwen3.5 → DeepSeek → Gemini → Ollama
- Provider-Statistiken für Monitoring
- JSON-Modus für strukturierte Outputs
Daten-Pipeline verbessert:
- 1-Minuten-Daten korrekt in Qlib integriert
- Prompts von 15min auf 1min aktualisiert
- generate.py für 1min EURUSD-Daten angepasst
Alle Module einzeln und im Integrationstest bestanden.
2026-03-30 19:56:26 +02:00
44eeb01ec4
fix: remove all Chinese stock references, replace with EURUSD 1min FX
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- experiment/prompts.yaml: SH/SZ examples -> EURUSD, CSI300 -> EURUSD
- patches/qlib_experiment_prompts.yaml: complete EURUSD migration
- factor_experiment_loader/prompts.yaml: A-share -> EURUSD 1min intraday
- conf_*.yaml: benchmark SH000300 -> EURUSD, removed CSZFillNan/CSZScoreNorm
2026-03-28 11:26:37 +01:00
b39f2b7e46
feat: migrate to 1min EURUSD data (2020-2026)
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- data_config.yaml: frequency 15min -> 1min, path -> eurusd_1min_data
- patches/generate.py: updated qlib.init path and freq
- patches/eva_utils.py: updated intraday label to 1min
- all prompts/configs: replaced 15min references with 1min
- fx_validator config, trader, graph: 1min intraday trading context
2026-03-28 10:59:46 +01:00
79e2915823
fix: inject MultiIndex warning into factor interface prompt (YAML valide)
2026-03-24 14:02:06 +01:00
49004db027
fix: inject correct MultiIndex template into factor prompt
2026-03-24 13:57:42 +01:00
cf0f634c17
fix: evaluator erkennt 15min als valid (nicht daily)
2026-03-23 16:53:35 +01:00
6a9ccd5ddb
fix: end-timestamp 23:45, weg, SZ-beispiele weg
2026-03-23 15:42:52 +01:00
e9f6ac48d9
fix: weg, Timestamps mit Uhrzeit, kein SZ-Beispiel
2026-03-23 15:31:34 +01:00
3adc5bf75e
fix: remove $factor from prompt, update example count to EURUSD
2026-03-23 15:12:59 +01:00
b9007f754a
fix: generate.py nutzt rdagent4qlib env für Qlib-Datenzugriff
2026-03-23 14:04:03 +01:00
781779a1f8
feat: FX feedback loop, EURUSD ticker examples, bars terminology
2026-03-22 21:31:14 +01:00
0eae7d0aba
feat: EURUSD walk-forward splits, bars terminology, README no $factor
2026-03-22 21:28:01 +01:00
9a17b25d32
feat: EURUSD model experiment setting + model simulator text patched
2026-03-22 21:23:39 +01:00
b6cf6874db
feat: EURUSD FX patches - prompts, factor spec, experiment settings
2026-03-22 21:21:07 +01:00
TPTBusiness