- vbt_backtest: unify risk_* → riskmgmt_* field names in _apply_risk_mask
- results_db: case-insensitive column existence check
- test_ftmo_oos: update test assertions to match renamed fields
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
- strategy_orchestrator.py: remove unreachable dead 'if not factor_values' after early return
- strategy_orchestrator.py: eliminate duplicate OHLVC load in evaluate_strategy
- env.py: escape single-quotes in Docker entry to prevent shell injection (CWE-78)
- env.py: replace mutable default args with None pattern in DockerEnv subclasses
- factor_runner.py: move pandarallel.initialize() from import-time to lazy init
- quant.py: guard against empty orch_factors, move strategy_name before try block
- quant_proposal.py: fix __init__ return type Tuple[dict,bool] -> None
- strategy_orchestrator.py: remove dead rdagent_logger import shadowed by getLogger
- factor.py: replace unusual 'not x is None' with idiomatic 'x is not None'
- workflow/loop.py: withdraw_loop(0) raises RuntimeError instead of looking for folder -1
- workflow/tracking.py: replace crash-prone AssertionError with logger.warning + skip
- factor_from_report.py: fix misleading comment about loop_n/step_n dual use
Wrapped in try/except
ImportError with standard logging fallback. The rdagent.log
module chain fails when predix.py is imported as a module
in the CI test environment (kronos CLI tests).
- Path injection (B614): centralized safe_resolve_path in core/utils.py,
refactored 6 UI modules to use it with safe_root validation
- B701: added explicit autoescape=select_autoescape() to Jinja2
Environment() calls in 3 files
- B101: replaced assert statements with proper if/raise patterns in
12+ files (partial)
- B112: added logger.warning() to bare except:continue blocks in
5 files
- ds_trace.py: resolve() user-provided save path and use Path.name for filenames
to prevent directory traversal in the local workspace save UI
- rl/finetune UI data_loaders: nosec B614 where paths are already validated
against safe_root via realpath() before use
- Temp paths (/tmp/sample, /tmp/full, /tmp/mock/*, /tmp/predix_loop.pid,
/tmp/autorl_output): nosec B108 — fixed Docker volume mount points or
single-process admin files, not user-writable attack surface
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Converted conda commands in _update_bin_path, _sync_conda_cache_with_real_envs,
_prepare_conda_env, and FTCondaEnv.prepare() to list args. Replaced pipe-based
grep with pure Python parsing. LocalEnv.Popen retains shell=True with nosec
since entry is an internal command string set by LocalEnvConf, not user input.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
eval() on trainer stdout output replaced with ast.literal_eval() which only
parses Python literals and cannot execute arbitrary code.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
B608: Bandit flags any f-string containing "select" as potential SQL
injection. All four cases (app.py, ds_trace.py, llm_st.py, merge.py)
are Streamlit UI labels or log messages — not database queries.
B701: Jinja2 autoescape=False warnings in coder.py and utils.py are
false positives — these render Python code and plain-text templates,
not HTML. Enabling autoescape would corrupt the rendered code.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- submit.py: eval(json_str) → ast.literal_eval(json_str) for safe
Python-literal parsing without arbitrary code execution
- info.py: add timeout=30 to both requests.get() calls to prevent
indefinite hangs on unresponsive GitHub API
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- factor.py: check_output([python_bin, path]) instead of shell string
- env.py QlibCondaEnv: all four conda commands use list args
Shell=True with a constructed string allows shell injection if
python_bin or path contain shell metacharacters.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
The metric parameter was passed directly into an f-string SQL query.
Add explicit validation against _ALLOWED_METRICS before use, raising
ValueError on unknown values. Raises ValueError on injection attempt
instead of silently accepting arbitrary column names.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
The previous "fix" introduced pd.read_pickle(encoding="utf-8", "/path")
which is a SyntaxError (positional argument after keyword argument).
pd.read_pickle() has no encoding parameter.
Replace with correct # nosec B301 comment — pickle is safe here because
the files are written by the Kaggle preprocessing pipeline in a sandboxed
container and never sourced from user input.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Replace f-string SQL queries with whitelist validation:
- Table name must be in _ALLOWED_TABLES
- Column name must be alphanumeric+underscore
- Column type must be in _ALLOWED_COL_TYPES
- Use pragma_table_info() for existence check instead of SELECT f-string
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- Switch log rotation from midnight-only ("00:00") to size-based:
per-command logs: 50 MB, all.log: 100 MB (with gz compression)
- Shorten retention from 30/60 days to 7 days
- Cap llm_calls.jsonl entries to 500 chars per field to prevent
GB-scale files from long-running loops
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
TPTBusiness