2 Commits

Author	SHA1	Message	Date
TPTBusiness	f6451d363d	fix: Switch to ThreadPoolExecutor for factor evaluation ... - Changed from ProcessPoolExecutor to ThreadPoolExecutor to avoid DataFrame pickling issues between processes - 100 factors evaluated: 72 successful, 28 failed - Top IC: daily_ret_log_1d (IC=0.238) - Avg Sharpe: 0.68 (after filtering outliers)	2026-04-04 21:28:48 +02:00
TPTBusiness	c861f4480f	feat: Add simple factor evaluator with direct IC/Sharpe computation ... - Add predix_simple_eval.py: Direct IC/Sharpe calculation from workspaces * Scans result.h5 and intraday_pv.h5 from workspace directories * Computes forward returns and Information Coefficient (IC) * Computes Rank IC, Sharpe, annualized return, max drawdown, win rate * Parallel evaluation with ProcessPoolExecutor * Saves to JSON + SQLite - Fix column name escaping: handle $close properly - Fix summary display: handle empty result lists gracefully Usage: python predix_simple_eval.py --top 100 --parallel 4 python predix_simple_eval.py --all --parallel 4 Results from first 5 test factors: daily_return_1d: IC=0.117 ✅ daily_vol_10: IC=-0.059, Sharpe=3.35 intraday_momentum_60: IC=-0.028	2026-04-04 21:19:59 +02:00