aba88dd090
fix: 15 bug fixes across orchestrator, runner, backtest, and infrastructure
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Critical:
- strategy_orchestrator: fix IndentationError that prevented import (line 764)
- factor_runner: fix literal 'sys.executable' string → variable (line 966)
High (path bugs causing wrong directories):
- backtest_engine: fix results_path depth (3→4 .parent hops)
- results_db: fix factors_dir/failed_dir depth (3→4 .parent hops)
- factor_runner: eliminate run_id variable shadowing (parallel_run_id/db_run_id)
- model_runner: fix DB connection leak on add_backtest exception
- optuna_optimizer: fix imported logger shadowed by module-level reassignment
Medium:
- env: handle non-UTF-8 Docker build output with errors='replace'
- env: guard conda env list parsing against empty lines
- factor_runner: add check=False + stderr logging for full-data subprocess
- strategy_orchestrator: log exec() exceptions at ERROR level with traceback
- strategy_orchestrator: warn on unreplaced {{template}} variables in prompts
Low:
- factor_runner: guard IC_max.index access against scalar (AttributeError)
- predix_parallel: close log file handle on Popen failure
- predix_rebacktest_strategies: replace 4 bare except: with except Exception:
2026-05-03 09:37:00 +02:00
39b49b1724
fix: filter NaN in max(), remove redundant ternary, handle non-finite vbt results
2026-05-03 00:25:58 +02:00
22e638af86
feat: unified backtest engine, LLM error handling, strategy refactor
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- Add vbt_backtest.py as single source of truth for all metric formulas
(Sharpe, drawdown, IC, transaction costs) — backtest_engine.py and
strategy_orchestrator.py now delegate to it
- Add LLMUnavailableError to exception.py; rd_loop.py catches it at the
proposal stage and raises LoopResumeError to avoid corrupting trace
history with None hypotheses
- Guard record() against None exp/hypothesis so loop resets leave
trace.hist in a consistent state
- Refactor strategy_orchestrator and optuna_optimizer to use unified
backtest path; remove duplicate metric calculation code
- Add predix_rebacktest_unified.py script for offline re-evaluation
- Update tests and README
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com >
2026-04-17 22:52:07 +02:00
5ce86c824e
feat: Full system integration - RL + Protections + Backtesting + CLI
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Connect all Predix components into unified trading system:
INTEGRATION (ALL 295 TESTS PASS):
- RL Trading connected with Protection Manager
- RL Trading connected with Backtesting Engine
- CLI command 'rdagent rl_trading' added (train/backtest/live modes)
- Graceful fallback for users without stable-baselines3
OPEN SOURCE COMPATIBILITY:
- System works WITHOUT stable-baselines3 (momentum fallback)
- System works WITHOUT local models/prompts (uses standard)
- Clear warning messages when optional deps missing
- GitHub users get FULLY WORKING system
CLOSED SOURCE PROTECTION:
- models/local/, prompts/local/, .env stay local only
- .gitignore properly configured
- Our alpha (best models/prompts) remains private
DOCUMENTATION:
- QWEN.md: Open/closed source strategy
- QWEN.md: Development guidelines for AI assistant
- QWEN.md: Open source compatibility principle
- README.md: RL Trading CLI commands and examples
- requirements/rl.txt: Optional RL dependencies
Modified files:
- rdagent/app/cli.py: Added rl_trading command
- rdagent/components/backtesting/backtest_engine.py: RL backtest support
- rdagent/components/coder/rl/costeer.py: Protection Manager integration
- rdagent/components/coder/rl/__init__.py: Conditional imports + fallback
- rdagent/components/coder/rl/fallback.py: NEW - Simple momentum fallback
- requirements.txt: Optional RL deps commented
- requirements/rl.txt: NEW - Full RL dependencies
- test/integration/test_all_features.py: 7 new integration tests
- QWEN.md: Open source strategy + development guidelines
- README.md: RL Trading documentation
295 tests pass: 67 integration + 89 RL + 139 backtesting
2026-04-03 13:53:32 +02:00
4690b01042
feat: Backtesting Engine + Risk Management + Results DB
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Kompakte Implementierung:
1. backtest_engine.py
- IC, Sharpe, Max Drawdown, Win Rate
- FactorBacktester mit JSON-Export
2. results_db.py
- SQLite DB: factors, backtest_runs, loop_results
- Top-Faktoren, Aggregate Stats
3. risk_management.py
- Correlation Matrix
- Mean-Variance & Risk Parity Optimizer
- Risk-Limit Checks
4. results/ Ordner (in .gitignore)
- backtests/, db/, factors/, runs/, logs/
- README.md mit Dokumentation
Status:
- Backtesting: 10% → 90% ✅
- Risk Management: 60% → 95% ✅
2026-04-02 19:23:14 +02:00
TPTBusiness