Commit Graph

9 Commits

Author SHA1 Message Date
dependabot[bot] 05f00a2ffc chore(deps): Bump actions/cache from 5 to 6
Bumps [actions/cache](https://github.com/actions/cache) from 5 to 6.
- [Release notes](https://github.com/actions/cache/releases)
- [Changelog](https://github.com/actions/cache/blob/main/RELEASES.md)
- [Commits](https://github.com/actions/cache/compare/v5...v6)

---
updated-dependencies:
- dependency-name: actions/cache
  dependency-version: '6'
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
2026-06-29 06:09:23 +00:00
dependabot[bot] d74c5a8f84 chore(deps): Bump actions/setup-python from 5 to 6 (#23)
Bumps [actions/setup-python](https://github.com/actions/setup-python) from 5 to 6.
- [Release notes](https://github.com/actions/setup-python/releases)
- [Commits](https://github.com/actions/setup-python/compare/v5...v6)

---
updated-dependencies:
- dependency-name: actions/setup-python
  dependency-version: '6'
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2026-04-20 18:52:51 +02:00
dependabot[bot] 5fc9aa026c chore(deps): Bump actions/checkout from 4 to 6 (#25)
Bumps [actions/checkout](https://github.com/actions/checkout) from 4 to 6.
- [Release notes](https://github.com/actions/checkout/releases)
- [Changelog](https://github.com/actions/checkout/blob/main/CHANGELOG.md)
- [Commits](https://github.com/actions/checkout/compare/v4...v6)

---
updated-dependencies:
- dependency-name: actions/checkout
  dependency-version: '6'
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2026-04-20 18:52:45 +02:00
dependabot[bot] 743ff45976 chore(deps): Bump actions/cache from 4 to 5 (#10)
Bumps [actions/cache](https://github.com/actions/cache) from 4 to 5.
- [Release notes](https://github.com/actions/cache/releases)
- [Changelog](https://github.com/actions/cache/blob/main/RELEASES.md)
- [Commits](https://github.com/actions/cache/compare/v4...v5)

---
updated-dependencies:
- dependency-name: actions/cache
  dependency-version: '5'
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2026-04-18 09:09:26 +02:00
dependabot[bot] c468e9f00e chore(deps): Bump actions/upload-artifact from 4 to 7 (#8)
Bumps [actions/upload-artifact](https://github.com/actions/upload-artifact) from 4 to 7.
- [Release notes](https://github.com/actions/upload-artifact/releases)
- [Commits](https://github.com/actions/upload-artifact/compare/v4...v7)

---
updated-dependencies:
- dependency-name: actions/upload-artifact
  dependency-version: '7'
  dependency-type: direct:production
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2026-04-18 09:09:20 +02:00
TPTBusiness d8ab86d6cf fix(security): replace relative_to() with realpath+startswith for CodeQL sanitization
Path injection (#22, #28, #29, #30):
- Switch from Path.relative_to() to os.path.realpath() + str.startswith()
  in all four path-validation sites across finetune and rl UI data_loader.py
  and finetune app.py. CodeQL recognizes realpath+startswith as a path-
  traversal sanitizer and clears taint on the resulting Path object.
- Also simplify finetune/app.py: replace try/except relative_to block with
  the same realpath+startswith guard.

Missing workflow permissions (#32, #33, #34, #35):
- Add top-level permissions: contents: read to ci.yml, docs.yml, lint.yml,
  and security.yml. The docs deploy job already had pages: write and
  id-token: write set correctly on the job level.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-17 21:59:03 +02:00
TPTBusiness 652164b79e fix(ci): fix closed-source asset check false positives in security workflow
- Remove git_ignore_folder/RD-Agent_workspace symlink from tracking
  (local symlink pointing to results/rd_agent_workspace, not for VCS)
- Rewrite closed-source check to use precise patterns:
  - grep -F for exact prefix matching (no regex metacharacter issues)
  - results/: allow README.md and .gitkeep, block everything else
  - .env: match only .env and .env.* files, not paths containing "env"
    (previously matched kaggle_environment.yaml, env.py, etc.)
  - Add explicit check for committed data files (*.db, *.h5, *.parquet, *.log)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-16 07:47:24 +02:00
TPTBusiness 2cec08bc91 feat: add daily log rotation, llama health wait, factor auto-fixer, and README updates
- Add rdagent/log/daily_log.py: daily-rotating structured logs per command
  (fin_quant, strategies, evaluate, parallel) with loguru; all.log combined sink
- predix.py: route TeeWriter output to logs/YYYY-MM-DD/ instead of root dir;
  wrap quant() and evaluate() in daily_log.session() for start/stop/duration tracking
- rdagent/app/cli.py: fin_quant_cli waits for llama.cpp /health endpoint before
  starting pipeline (up to 300 s); daily_log integration for fin_quant,
  generate_strategies, eval_all, parallel commands
- scripts/predix_gen_strategies_real_bt.py: daily_log integration with
  per-strategy ACCEPTED/REJECTED entries and summary on completion
- rdagent/components/coder/factor_coder/auto_fixer.py: new module that patches
  common LLM-generated factor issues (min_periods, inf/NaN, groupby.transform,
  MultiIndex corrections)
- rdagent/components/coder/factor_coder/prompts.yaml: add critical rules for
  EURUSD 1-min intraday factors (min_periods, inf handling, groupby, date range)
- README.md: document --reasoning off and --n-gpu-layers 28 for llama-server;
  explain VRAM constraints when Ollama is running alongside llama.cpp
- .bandit.yml: suppress B615 (HuggingFace unsafe download) for RL benchmark files

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-16 07:20:08 +02:00
TPTBusiness b98c9cd572 feat: Add GitHub infrastructure, CI/CD pipelines, and examples
- Add GitHub issue templates (bug, feature, docs)
- Add pull request template with closed-source checklist
- Add CODEOWNERS for code review assignment
- Add CI/CD workflows (ci, lint, security, docs, release)
  - pytest + coverage with Python 3.10/3.11 matrix
  - Ruff + MyPy code quality checks
  - Bandit + safety security scanning
  - Sphinx docs + GitHub Pages deployment
  - Automated PyPI releases on tag push
- Add 6 comprehensive examples + Jupyter quickstart
  - 01_factor_discovery.py (LLM factor generation)
  - 02_factor_evolution.py (factor optimization)
  - 03_strategy_generation.py (IC-weighted combination)
  - 04_backtest_simple.py (strategy backtesting)
  - 05_model_training.py (XGBoost/LSTM training)
  - 06_rl_trading_agent.py (PPO/DQN/A2C agents)
  - notebooks/quickstart.ipynb (interactive tutorial)
- Restructure .gitignore with explicit closed-source sections
- Add CI/coverage/license badges to README
- Complete CLI docstrings for all 9 commands
- Add data_config.yaml for quant loop configuration
2026-04-11 21:40:18 +02:00