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9 Commits

Author SHA1 Message Date
TPTBusiness e168a5df7e fix: harmonize risk field names and case-insensitive DB column check 
- 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
 2026-05-25 12:30:10 +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 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 f1eb66cc8f fix: fix type annotation, remove unused parameter, improve import_class errors 2026-05-03 00:22:16 +02:00
TPTBusiness afe1823e85 fix(security): whitelist-validate metric column in get_top_factors (B608) 
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>
 2026-04-30 07:25:14 +02:00
TPTBusiness 942266f24d fix(security): validate SQL identifiers in _add_column_if_not_exists (B608) 
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>
 2026-04-30 07:21:13 +02:00
TPTBusiness 574a9cb75e fix: Resolve 88% empty backtest results + path fixes 
Root Cause: Qlib configs used cn_data (Chinese stocks) instead of eurusd
- provider_uri: cn_data → eurusd_1min_data
- market: csi300 → eurusd
- topk: 50 → 1 (single-asset EURUSD, was opening 0 positions)
- n_drop: 5 → 0, limit_threshold: 0.095 → 0.0

Add failed run tracking and validation:
- factor_runner.py: Validate results before DB save, track failed runs
- model_runner.py: Same validation and tracking
- results_db.py: generate_results_summary() → RESULTS_SUMMARY.md
- extract_results.py: Failed run tracking, progress indicators

Fix project root paths in all modules:
- ResultsDatabase: correct path from rdagent/results/ → results/
- factor_runner: db, factors, failed_runs paths
- model_runner: failed_runs path

All 246 tests passing.
 2026-04-03 16:21:59 +02:00
TPTBusiness 633b5639de fix: Add nosec comments for schema migration SQL in results_db.py 
Bandit false positive B608: Schema migration uses controlled column names,
not user input. Add nosec comments to suppress warning.
 2026-04-03 14:37:22 +02:00
TPTBusiness 4690b01042 feat: Backtesting Engine + Risk Management + Results DB 
Kompakte Implementierung:

1. backtest_engine.py
   - IC, Sharpe, Max Drawdown, Win Rate
   - FactorBacktester mit JSON-Export

2. results_db.py
   - SQLite DB: factors, backtest_runs, loop_results
   - Top-Faktoren, Aggregate Stats

3. risk_management.py
   - Correlation Matrix
   - Mean-Variance & Risk Parity Optimizer
   - Risk-Limit Checks

4. results/ Ordner (in .gitignore)
   - backtests/, db/, factors/, runs/, logs/
   - README.md mit Dokumentation

Status:
- Backtesting: 10% → 90% ✅
- Risk Management: 60% → 95% ✅
 2026-04-02 19:23:14 +02:00