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
a8c23bd130
feat: Add AI Strategy Builder (StrategyCoSTEER) - Closed Source
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Open Source Changes:
- Add prompt loader functions for strategy prompts
- Add factor values persistence (parquet) in factor_runner.py
- Add CLI command: predix build-strategies-ai
- Integrate strategy building into QuantRDLoop (every 50 factors)
- Add StrategyBuilder design documentation
Closed Source Files (NOT committed, in local/):
- strategy_coster.py - Main CoSTEER loop for strategies
- strategy_evaluator.py - Walk-forward backtesting
- strategy_runner.py - Strategy execution
- strategy_discovery_v1.yaml - LLM prompts
Usage:
predix build-strategies-ai # Build from top 50 factors
predix build-strategies-ai -t 100 # Use top 100 factors
predix build-strategies-ai -l 10 # 10 improvement loops
The system:
1. Loads top factors with time-series values
2. LLM generates strategy hypotheses
3. LLM writes strategy code (entry/exit rules)
4. Backtests strategy with walk-forward validation
5. LLM gets feedback and improves
6. Repeats until profitable strategy found
2026-04-05 19:30:12 +02:00
TPTBusiness