3 Commits

Author	SHA1	Message	Date
TPTBusiness	c78ecd3b6a	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	df61b90464	feat(strategy): Continuous optimization with Optuna parameter injection ... - Optuna now runs for ALL strategies (accepted AND rejected) - Fix critical bug: Optuna parameters are now injected into LLM-generated code via regex patching (entry_thresh, exit_thresh, window, signal_window) Previously all 30 trials executed identical code producing the same Sharpe - Add continuous optimization loop (--max-iterations) for repeated strategy generation and optimization cycles - Improve prompt v5 with better IC-inversion examples and realistic code templates - Expand Optuna search space: zscore_window, signal_bias, max_hold_bars - CLI: add --continuous, --max-iterations, --optuna-trials flags - Show best strategy with optimized parameters in summary output	2026-04-12 20:06:13 +02:00
TPTBusiness	ab3748fbfe	feat: Strategy Generator working with local LLM (P0-P4) ... Integrated strategy generation into fin_quant loop: - Fixed LLM code extraction from JSON responses - Fixed factor loading (MultiIndex parquet handling) - Fixed return calculation (realistic proxy) - Fixed max drawdown (NaN/inf handling) - Added llama.cpp --reasoning off support - Strategy orchestrator with LLM + evaluation - Optuna optimizer integration 100% acceptance rate on test run (2/2 strategies). Total changes: +2006 lines, -129 lines across 8 files. Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>	2026-04-09 12:55:04 +02:00