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
732361bb90
fix(security): resolve path-injection, B701, B101, B112 Bandit alerts
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- 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
2026-05-01 13:42:59 +02:00
760961d5e7
feat: Add complete ML pipeline with graceful degradation (closed source)
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NEW ARCHITECTURE:
┌─────────────────────────────────────────────────┐
│ Phase 1: Factor Generation (Open Source) │
│ - Generate factors with LLM v3 prompt │
│ - Backtest each factor in Qlib Docker │
│ - Save to results/factors/ with code + desc │
│ - Continue until 5000+ valid factors │
└─────────────────────────────────────────────────┘
↓
┌─────────────────────────────────────────────────┐
│ Phase 2: ML Training (Closed Source - Local) │
│ - Load top 50 factors │
│ - Train LightGBM model │
│ - Validate (IC, Sharpe) │
│ - Save to results/models/ │
└─────────────────────────────────────────────────┘
↓
┌─────────────────────────────────────────────────┐
│ Phase 3: Portfolio Optimization (Closed Source) │
│ - Select uncorrelated factors (max corr 0.3) │
│ - Optimize weights by IC │
│ - Backtest portfolio │
│ - Save to results/portfolios/ │
└─────────────────────────────────────────────────┘
↓
┌─────────────────────────────────────────────────┐
│ Phase 4: Strategy Generation (Closed Source) │
│ - Generate trading rules │
│ - Add risk management │
│ - Save to results/strategies/ │
└─────────────────────────────────────────────────┘
↓
┌─────────────────────────────────────────────────┐
│ Phase 5: Iterative Improvement (Closed Source) │
│ - Use ML results as feedback │
│ - Generate better factors │
│ - Loop back to Phase 1 │
└─────────────────────────────────────────────────┘
FILES CREATED (Closed Source - NOT in Git):
- rdagent/scenarios/qlib/local/ml_trainer.py
- rdagent/scenarios/qlib/local/portfolio_optimizer.py
- rdagent/scenarios/qlib/local/quant_loop_advanced.py
- rdagent/scenarios/qlib/local/__init__.py
FILES MODIFIED (Open Source - in Git):
- rdagent/scenarios/qlib/quant_loop_factory.py
- .gitignore (added local/ exclusion)
GRACEFUL DEGRADATION:
- If local/ components don't exist → Standard loop
- If < 5000 factors → Standard loop
- If LightGBM not installed → Falls back
- Open source users get FULLY FUNCTIONAL system
USAGE:
# Standard (always works):
rdagent fin_quant
# Advanced (automatic if local components exist + 5000+ factors):
# Same command - factory auto-selects appropriate loop
2026-04-04 23:09:29 +02:00
TPTBusiness