3 Commits

Author	SHA1	Message	Date
TPTBusiness	74d5a8234e	feat: Integrate critical features into fin_quant workflow (P0+P1) ... Connect Protection Manager, Results Database, model_loader, and Technical Indicators to the main fin_quant trading loop. P0 - CRITICAL INTEGRATIONS: 1. PROTECTION MANAGER in factor_runner.py - Automatic protection check after every backtest - Factors with >15% drawdown are rejected - Cooldown, stoploss guard, low performance filters active - Error handling: workflow continues if protection fails 2. RESULTS DATABASE in quant.py - Auto-save experiment results to SQLite after each loop - Stores: IC, Sharpe, Max DD, Annualized Return, Win Rate - Queryable via ResultsDatabase API - Error handling: warning logged, workflow continues P1 - IMPORTANT INTEGRATIONS: 3. MODEL LOADER in model_coder.py - Loads models/local/ as baseline reference for LLM - Transformer, TCN, PatchTST, CNN+LSTM now used as starting point - LLM can improve upon existing models instead of from scratch 4. TECHNICAL INDICATORS in factor_coder.py - RSI, MACD, Bollinger Bands, CCI, ATR available to LLM - Import paths and usage examples in prompts - Better factor generation with professional indicators TESTS (32 new, ALL PASS): - 23 integration tests in test/qlib/test_fin_quant_integration.py - 9 enhanced integration tests in test/integration/test_all_features.py - All 183 tests pass (122 backtesting + 29 qlib + 32 new) Modified files: - rdagent/app/qlib_rd_loop/quant.py: Results Database integration - rdagent/scenarios/qlib/developer/factor_runner.py: Protection Manager - rdagent/scenarios/qlib/developer/model_coder.py: model_loader baseline - rdagent/scenarios/qlib/developer/factor_coder.py: Technical indicators - test/qlib/test_fin_quant_integration.py: NEW - 23 integration tests - test/integration/test_all_features.py: 9 enhanced tests	2026-04-03 14:10:44 +02:00
Xu Yang	fce241b9f9	feat: a unified CoSTEER to fit more scenarios (#491) ... * Use ExtendedBaseSettings to replace BaseSettings * update a more general way to pass the default setting * update all code * fix CI * fix CI * fix qlib scenario * fix CI * fix CI * fix CI & add data science interfaces * remove redundant code * abandon costeer knowledge base v1 --------- Co-authored-by: Xu Yang <xuyang1@microsoft.com> Co-authored-by: XianBW <36835909+XianBW@users.noreply.github.com>	2024-11-25 16:27:34 +08:00
Xu Yang	e0a24fb46f	Several update on the repo (see desc) (#76) ... * ignore result csv file * fix app scripts * rename taskgenerator to developer and generate to develop * fix a config bug in coder * fix a small bug in factor coder evaluators * remove a single logger in factor coder evaluators * fix a small bug in model coder main.py * rename Implementation to Workspace * move the prepare the inject_code into FBWorkspace to align all the behavior * fix a small bug in model feedback * remove debug lines for multi processing and simplify evaluators multi proc * add a copy function to workspace to freeze the workspace && add config prefix to speed up debugging * make hypothesisgen a abc class * use Qlib***Experiment * fix a small bug * rename Imp to Ws * rename sub_implementations to sub_workspace_list * fix a bug in feedback not presented as content in prompts * move proposal pys to proposal folder * reformat the folder * align factor and model qlib workspace and use template to handle the workspace * add a filter to evoagent to filter out false evo * align multi_proc_n into RDAGENT seeting * handle when runner gets empty experiment * fix logger merge remaining problems * fix black and isort automatically	2024-07-17 15:00:13 +08:00