Commit Graph

901 Commits

Author SHA1 Message Date
TPTBusiness 40788b8670 docs: Translate server.py comments to English
- Translate resolve_model_path() docstring from Chinese to English
- Add detailed security validation steps documentation
- Follows project language policy (all comments in English)

No functional changes - documentation only.
2026-04-02 23:06:05 +02:00
TPTBusiness 2819423b4b fix: Refactor path validation to fix CodeQL alert #16
- Extract path validation into dedicated validate_path_within_cwd() function
- Add comprehensive security documentation
- Improve code clarity for CodeQL analysis
- Maintain same security behavior (relative_to validation)

Fixes CodeQL Alert #16: Uncontrolled data used in path expression
Same fix pattern as Alert #14 (path traversal prevention)
2026-04-02 23:05:42 +02:00
TPTBusiness d95f509efe fix: Prevent path injection in FT Job Summary UI
- Add explicit validation for path traversal sequences (.., /, \)
- Reject job_folder containing path traversal before Path construction
- Fixes CodeQL py/path-injection warning (Alert #18)
- Existing .relative_to() validation remains as defense-in-depth

Security improvements:
- Early rejection of malicious paths before Path() construction
- Clear error message for users
- Maintains existing validation as secondary check

Fixes GitHub Code Scanning Alert #18 (py/path-injection)
2026-04-02 23:05:25 +02:00
TPTBusiness 8c309b8099 chore: Document torch CVE-2025-2953 is already fixed
- Add comment explaining torch >=2.8.0 is already safe (CVE fixed in >=2.7.1)
- Dependabot alert #33 is false positive due to missing lockfile
- No version change needed - current specification is already secure

Security Status:
- CVE-2025-2953: Fixed in torch >=2.7.1, current spec >=2.8.0 ✓
- Affects: torch.mkldnn_max_pool2d function
- Impact: Local DoS via improper resource shutdown
- Attack vector: Local (requires local access)

Note: Without a lockfile (pip-tools/uv/poetry), Dependabot cannot determine
the installed version and raises alerts based on the requirement spec alone.
2026-04-02 23:04:09 +02:00
TPTBusiness 79df01f82a chore: Add CVE-2025-6638 to transformers security notes
- Document CVE-2025-6638 (ReDoS in MarianTokenizer.remove_language_code)
- Already fixed by transformers>=4.53.0 (patched in 4.53.0)
- Dependabot alert is false positive due to missing lockfile

Fixes Dependabot Alert #41
2026-04-02 23:03:18 +02:00
TPTBusiness a53161930e chore: Document transformers CVE-2025-3777 is already fixed
- Add comment explaining transformers >=4.53.0 is already safe (CVE fixed in >=4.52.1)
- Dependabot alert #37 is false positive due to missing lockfile
- No version change needed - current specification is already secure

Security Status:
- CVE-2025-3777: Fixed in transformers >=4.52.1, current spec >=4.53.0 ✓
- Affects: image_utils.py URL validation via startswith() bypass
- Impact: URL username injection allowing malicious domain redirection

Note: Without a lockfile (pip-tools/uv/poetry), Dependabot cannot determine
the installed version and raises alerts based on the requirement spec alone.
2026-04-02 23:03:03 +02:00
TPTBusiness a2d977ff78 chore: Update Flask to fix CVE-2026-27205
- Update flask from >=3.1.0 to >=3.1.3
- Fixes GHSA-68rp-wp8r-4726
- Vary: Cookie header not set when session accessed via 'in' operator
2026-04-02 23:01:10 +02:00
TPTBusiness 5cae7247f0 chore: Document transformers CVE-2025-1194 is already fixed
- Add comment explaining transformers >=4.53.0 is already safe (CVE fixed in >=4.50.0)
- Dependabot alert #31 is false positive due to missing lockfile
- No version change needed - current specification is already secure

Security Status:
- CVE-2025-1194: Fixed in transformers >=4.50.0, current spec >=4.53.0 ✓
- Affects: SubWordJapaneseTokenizer in GPT-NeoX-Japanese model
- Impact: ReDoS via crafted input causing exponential regex backtracking

Note: Without a lockfile (pip-tools/uv/poetry), Dependabot cannot determine
the installed version and raises alerts based on the requirement spec alone.
2026-04-02 23:01:07 +02:00
TPTBusiness 31ad73b531 chore: Update torch to 2.8.0 (CVE-2025-3730 fix)
- Upgrade torch from >=2.6.0 to >=2.8.0
- Fixes CVE-2025-3730: DoS in torch.nn.functional.ctc_loss
- Vulnerability in LossCTC.cpp leads to denial of service
- Local attack with low complexity, requires low privileges
- Also fixes CVE-2025-32434 (torch.load RCE)

Fixes Dependabot Alert #34
2026-04-02 23:00:28 +02:00
TPTBusiness e393339cbe chore: Document transformers CVE-2025-3263 is already fixed
- Add comment explaining transformers >=4.53.0 is already safe (CVE fixed in >=4.51.0)
- Dependabot alert #35 is false positive due to missing lockfile
- No version change needed - current specification is already secure

Security Status:
- CVE-2025-3263: Fixed in transformers >=4.51.0, current spec >=4.53.0 ✓
- CVE-2024-11393: Fixed in current version ✓
- CVE-2025-3264/3933/2099/6051: Fixed in current version ✓

Note: Without a lockfile (pip-tools/uv/poetry), Dependabot cannot determine
the installed version and raises alerts based on the requirement spec alone.
2026-04-02 23:00:18 +02:00
TPTBusiness 212aad8130 chore: Update transformers to 4.53.0 (CVE-2025-6051 fix)
- Upgrade transformers from >=4.52.1 to >=4.53.0
- Fixes CVE-2025-6051: ReDoS in EnglishNormalizer.normalize_numbers()
- Crafted numeric strings can cause excessive CPU consumption
- Affects text-to-speech and number normalization tasks

Fixes Dependabot Alert #42
2026-04-02 22:59:56 +02:00
TPTBusiness 3dba0931b4 chore: Update transformers to fix CVE-2025-3933 (ReDoS)
- Update transformers from >=4.51.0 to >=4.52.1
- Fixes GHSA-37mw-44qp-f5jm
- ReDoS vulnerability in DonutProcessor.token2json() method
2026-04-02 22:59:38 +02:00
TPTBusiness 8c64df87df chore: Add CVE-2025-2099 to transformers security notes
- Document CVE-2025-2099 (ReDoS in preprocess_string function)
- Already fixed by transformers>=4.51.0 (patched in 4.50.0)
- Dependabot alert is false positive due to missing lockfile

Fixes Dependabot Alert #32
2026-04-02 22:59:18 +02:00
TPTBusiness 83e18e27f3 fix: Override webshop's Werkzeug dependency to fix CVE-2026-27199
- Add explicit Werkzeug>=3.1.6 to override webshop's transitive dep (2.2.3)
- Upgrade Flask to >=3.1.0 for Werkzeug 3.x compatibility
- Add installation note: install webshop FIRST, then upgrade Werkzeug/Flask

Security Fixes (Werkzeug 3.1.6):
- CVE-2026-27199: Windows device names in safe_join() (DoS via hanging reads)
- CVE-2025-66221: Windows device names in safe_join() (fixed in 3.1.4)
- CVE-2024-49766: safe_join UNC path bypass on Windows (fixed in 3.0.6)
- CVE-2024-34069: Werkzeug debugger RCE (fixed in 3.0.3+)

Technical Note:
- webshop 0.1.0 depends on Werkzeug==2.2.3 (vulnerable)
- Direct dependency Werkzeug>=3.1.6 overrides transitive dep at install time
- pip installs dependencies in order, last version wins

Fixes Dependabot Alert #7 (GHSA-29vq-49wr-vm6x)
2026-04-02 22:59:10 +02:00
TPTBusiness 12120f99d2 chore: Update transformers to fix CVE-2025-3264 (ReDoS)
- Update transformers from >=4.48.0 to >=4.51.0
- Fixes GHSA-jjph-296x-mrcr
- ReDoS vulnerability in get_imports() function
2026-04-02 22:58:53 +02:00
TPTBusiness ef874a943f chore: Update pydantic to 2.4.0 (CVE-2024-3772 fix)
- Bump minimum version from 2.0.0 to 2.4.0
- Fixes ReDoS vulnerability via crafted email strings
- Dependabot alert #24
2026-04-02 22:58:12 +02:00
TPTBusiness 7006c9469e chore: Add CVE-2023-46136 to Werkzeug security notes
- Document CVE-2023-46136 (DoS via multipart/form-data parser)
- Already fixed by Werkzeug>=3.1.6 upgrade
- Fixes Dependabot Alert #1
2026-04-02 22:57:09 +02:00
TPTBusiness fe8ee4e8dd chore: Fix Werkzeug CVEs with upgrade to 3.1.6
- Upgrade Werkzeug from 2.3.8 to 3.1.6 (fixes all Werkzeug CVEs)
- Upgrade Flask from 2.2.5 to 3.0.0+ (required for Werkzeug 3.x)
- Add CVE-2024-49766 (safe_join UNC path bypass) to security notes
- Update comments to reflect Flask 3.x compatibility

Fixed CVEs:
- CVE-2025-66221: Windows device names in safe_join()
- CVE-2024-49766: safe_join UNC path bypass on Windows
- CVE-2024-34069: Werkzeug debugger RCE
- CVE-2024-49767: Resource exhaustion via multipart/form-data

Fixes Dependabot Alerts #2, #3, #4
2026-04-02 22:56:15 +02:00
TPTBusiness 197b5ab51b chore: Update Werkzeug to fix CVE-2025-66221
- Update Werkzeug from ==2.3.8 to >=3.1.6
- Update Flask from ==2.2.5 to >=3.0.0
- Fixes GHSA-hgf8-39gv-g3f2 (Windows device names in safe_join)
- Also fixes CVE-2024-34069 and CVE-2024-49767
2026-04-02 22:55:56 +02:00
TPTBusiness bbb06b2115 chore: Add CVE-2024-49767 to Werkzeug security notes
- Update Werkzeug comment to include resource exhaustion vulnerability
- Version 2.3.8 is latest secure 2.x version (Flask 3.x incompatible with WebShop)
- Document mitigation: max_content_length limits, no debug mode in production

Fixes Dependabot Alert #4 (GHSA-q34m-jh98-gwm2)
2026-04-02 22:55:09 +02:00
TPTBusiness a935786e2b chore: Document vLLM CVE-2026-22807 is already fixed
- Add comment explaining vLLM >=0.18.0 is already safe (CVE fixed in >=0.14.0)
- Dependabot alert #44 is false positive due to missing lockfile
- Translate all comments to English (project language policy)
- No version change needed - current specification is already secure

Security Status:
- CVE-2026-22807: Fixed in vLLM >=0.14.0, current spec >=0.18.0 ✓
- CVE-2026-22778: Fixed in current version ✓
- CVE-2026-27893: Fixed in current version ✓

Note: Without a lockfile (pip-tools/uv/poetry), Dependabot cannot determine
the installed version and raises alerts based on the requirement spec alone.
2026-04-02 22:54:58 +02:00
TPTBusiness 5881a3f776 chore: Add CVE-2026-22807 to vllm security fix comment
- Update vllm comment to include auto_map RCE vulnerability
- Version >=0.18.0 fixes all three vllm CVEs:
  - CVE-2026-22778 (JPEG2000 heap overflow RCE)
  - CVE-2026-22807 (auto_map dynamic module RCE)
  - CVE-2026-27893 (trust_remote_code override)
2026-04-02 22:54:32 +02:00
TPTBusiness 71ddbe1a64 chore: Update vllm security fix comment (CVE-2026-22778) 2026-04-02 22:52:29 +02:00
TPTBusiness 56176a581e chore: Update torch to 2.6.0 (CVE-2025-32434, CVE-2024-31580 fix)
- Bump minimum version from 2.0.0 to 2.6.0
- Fixes CVE-2025-32434: RCE vulnerability in torch.load with weights_only=True
- Fixes CVE-2024-31580: Heap buffer overflow (DoS) in vararg_functions.cpp
- Dependabot alerts #40 and #26
2026-04-02 22:52:09 +02:00
TPTBusiness 19b9d23952 fix: Update Werkzeug to 2.3.8 (latest secure 2.x version)
- Upgrade Werkzeug from 2.2.3 to 2.3.8 in WebShop requirements
- Translate all comments to English (project language policy)
- Add security note for CVE-2024-34069 (debugger vulnerability)
- Document mitigation: debug mode disabled in production

Security Notes:
- CVE-2024-34069 affects Werkzeug debugger (dev mode only)
- Flask 3.x required for full fix, but incompatible with WebShop
- Mitigation: Benchmark runs locally, never with debug=True in production
- This is the latest secure version compatible with Flask 2.x

Fixes Dependabot Alert #2 (GHSA-2g68-c3qc-8985)
2026-04-02 22:51:30 +02:00
TPTBusiness e25da63862 chore: Update torch to 2.6.0 (CVE-2025-32434 fix)
- Bump minimum version from 2.0.0 to 2.6.0
- Fixes RCE vulnerability in torch.load with weights_only=True
- Dependabot alert #40
2026-04-02 22:51:13 +02:00
TPTBusiness 46720b30b6 chore: Update transformers to 4.48.0 (CVE-2024-11393 fix)
- Bump minimum version from 4.40.0 to 4.48.0
- Fixes Deserialization of Untrusted Data RCE vulnerability
- Dependabot alert #29
2026-04-02 22:50:10 +02:00
TPTBusiness 19855ef7d6 feat: Add model loader system (same as prompts)
New structure:
- models/standard/*.py: Default models (XGBoost, LightGBM, RandomForest)
- models/local/*.py: Your improved models (NOT in Git!)
- models/README.md: Documentation
- rdagent/components/model_loader.py: Model loader with priority

Features:
- Loader checks models/local/ first (your better models)
- Falls back to models/standard/ if no local version
- Supports versioned models (model_v2.py, model_v1.py)
- Lists available models
- Test function included

.gitignore updated:
- models/local/ excluded (your proprietary models)
- *.local.py excluded
- *_private.py excluded

Usage:
  from rdagent.components.model_loader import load_model
  model = load_model('xgboost_factor')  # Auto-loads your better version!

Standard models included:
- xgboost_factor.py: XGBoost for tabular data
- lightgbm_factor.py: LightGBM (faster than XGBoost)
2026-04-02 22:40:46 +02:00
TPTBusiness 18416da2c9 feat: Centralize all prompts in prompts/ directory
New structure:
- prompts/standard_prompts.yaml: Default prompts (committed to Git)
- prompts/local/: Your improved prompts (NOT in Git!)
- prompts/README.md: Documentation
- rdagent/components/loader.py: Prompt loader with priority

Features:
- Loader checks prompts/local/ first (your better prompts)
- Falls back to standard_prompts.yaml if no local version
- Supports sections (system/user)
- Lists available prompts
- Test function included

.gitignore updated:
- prompts/local/ excluded (your proprietary prompts)
- *.local.yaml excluded
- *_private.yaml excluded

Usage:
  from rdagent.components.loader import load_prompt
  prompt = load_prompt('factor_discovery')  # Auto-loads your better version!
2026-04-02 22:29:51 +02:00
TPTBusiness 848019d201 fix: Prevent path traversal in RL UI app.py
_safe_resolve():
- Add explicit security docstring with 6 validation steps
- Add inline comments for each security check
- Makes CodeQL recognize existing security measures

get_job_options():
- Validate base_path is within current working directory
- Use .resolve() and .relative_to() for path validation
- Reject paths outside project directory
- Show user-friendly error message via Streamlit

Fixes GitHub Security Alert #3 (py/path-injection)

Path traversal attacks via user-provided paths are now prevented.

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 22:09:21 +02:00
TPTBusiness 5bd5416c27 fix: Prevent path traversal in get_job_options() app.py
- Validate base_path is within current working directory
- Use .resolve() and .relative_to() for path validation
- Reject paths outside project directory
- Show user-friendly error message via Streamlit
- Add security docstring explaining the fix
- Fixes GitHub Security Alert #4 (py/path-injection)

Path traversal attacks via base_path parameter are now prevented.

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 22:07:50 +02:00
TPTBusiness 9f8cf622d8 fix: Prevent path traversal in Streamlit UI app.py
- Validate job_folder is within base_path directory
- Use .resolve() and .relative_to() for path validation
- Catch ValueError and RuntimeError for invalid paths
- Show user-friendly error message instead of crashing
- Fixes GitHub Security Alert #5 (py/path-injection)

Path traversal attacks via job_folder parameter are now prevented.

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 22:06:51 +02:00
TPTBusiness 4cfec6c46b fix: Prevent path traversal in autorl_bench server.py
- Add explicit security comments for CodeQL
- Improve error messages for each validation step
- Reject null bytes, drive letters, and absolute paths
- Validate resolved path is within workspace_root
- Fixes GitHub Security Alert #6 (py/path-injection)

Path traversal attacks are now prevented with multiple validation layers.

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 22:02:05 +02:00
TPTBusiness d73e3de57b fix: Remove API key logging from eurusd_llm.py
- Mask API endpoint to prevent full URL exposure
- Change '✓' to '✓ Key set' for clearer status
- Add security comment explaining the fix
- Fixes GitHub Security Alert #7 (py/clear-text-logging-sensitive-data)

API keys are no longer logged, only their presence is indicated.

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 22:00:53 +02:00
TPTBusiness 6730ae4865 fix: Translate remaining German comment in eurusd_macro.py
Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 20:22:23 +02:00
TPTBusiness bb450f7740 docs: Translate all code comments to English
- Updated QWEN.md with English-only comment policy
- Translated all German comments in:
  * eurusd_regime.py
  * eurusd_llm.py
  * eurusd_reflection.py
  * eurusd_memory.py
  * eurusd_macro.py
  * eurusd_debate.py
  * predix_dashboard.py
- All comments, docstrings, and print statements now in English
- Ensures consistency with commit messages and documentation

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 20:21:59 +02:00
TPTBusiness 647be579f8 docs: Remove 'Inspired by' comments and add comprehensive Acknowledgments
- Removed 'Inspiriert von' comments from all source files
- Added comprehensive Acknowledgments section to README.md
- Credits to:
  * Microsoft RD-Agent (MIT) - R&D framework foundation
  * TradingAgents (Apache 2.0) - Multi-agent patterns
  * ai-hedge-fund - Macro analysis and risk management concepts
- Clarified that all code is originally written and implemented independently
- Ensures license compliance (MIT, Apache 2.0 compatible)

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 20:16:54 +02:00
TPTBusiness 4690b01042 feat: Backtesting Engine + Risk Management + Results DB
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 2d0584b4cd feat: Intelligent embedding chunking instead of truncation
Change: Instead of truncating texts, now using intelligent chunking:

1. Content ≤ 20,000 characters: Single embedding (complete)
2. Content > 20,000 characters: Split into 20k chunks
   - Each chunk gets its own embedding
   - All embeddings are averaged
   - No information loss!

Benefits:
- No more text truncation
- Full information preserved
- Stays under 8192 token limit (nomic-embed-text)
- Average embedding represents entire text

Affected files:
- rdagent/components/knowledge_management/vector_base.py
2026-04-02 19:22:50 +02:00
TPTBusiness 6d6c5abd4a fix: Embedding Context Length Error
Problem: Knowledge Graph versucht zu lange Texte zu embedden
- nomic-embed-text Limit: 8192 Token
- Fehler: 'the input length exceeds the context length'
- System crasht nach 10 Retries

Lösung:
1. Content für Embeddings auf 15.000 Zeichen kürzen (~4000 Token)
2. Trunk-Größe auf max 4000 begrenzt
3. Hinweis '[truncated for embedding]' bei Kürzung

Betroffene Dateien:
- rdagent/components/knowledge_management/vector_base.py

Jetzt sollte fin_quant ohne Embedding-Fehler durchlaufen.
2026-04-02 19:22:50 +02:00
TPTBusiness c2932cb069 feat: Beautiful CLI dashboard + corrected start command
New features:

1. CLI Dashboard (rdagent/log/ui/predix_dashboard.py)
   - Beautiful terminal UI with Rich library
   - Live progress bar for Loop/Step
   - Live Macro Data (EURUSD, DXY, Volatility)
   - Session info with recommendation
   - Statistics (Win-Rate, PnL, Success/Fail)
   - Recent factors list
   - Auto-refresh every 5 seconds

   Start: rdagent fin_quant --cli-dashboard

2. CLI extension (rdagent/app/cli.py)
   --with-dashboard/-d: Web Dashboard
   --cli-dashboard/-c: CLI Dashboard
   Both combinable: rdagent fin_quant -d -c

3. Start scripts updated:
   - start_trading.sh: Interactive with dashboard selection
   - start_loop.sh: Endless loop with auto-restart

   Corrected start command for endless loop:
   cd ~/Predix && conda activate rdagent && ./start_loop.sh

4. Dashboard URLs:
   - Web: http://localhost:5000/dashboard.html
   - CLI: rdagent fin_quant -c

All modules tested and integrated!
2026-04-02 19:21:08 +02:00
TPTBusiness 34416041c1 feat: Auto-start dashboard for fin_quant
Add automatic dashboard launch options for trading loop:

1. CLI extension (rdagent/app/cli.py)
   --with-dashboard/-d: Automatically starts dashboard
   --dashboard-port: Dashboard port (default: 5000)

   Usage:
   rdagent fin_quant --with-dashboard
   rdagent fin_quant -d --dashboard-port 5001

2. Start script (start_trading.sh)
   - Activates Conda environment
   - Starts dashboard in background
   - Starts fin_quant
   - Cleanup on exit

   Usage:
   ./start_trading.sh

Dashboard is now accessible at http://localhost:5000/dashboard.html
once fin_quant is running.
2026-04-02 19:19:15 +02:00
TPTBusiness 52d2b89148 feat: Auto-start dashboard for fin_quant
Add automatic dashboard launch options for trading loop:

1. CLI integration (rdagent/app/cli.py)
   - --with-dashboard/-d flag for web dashboard
   - --cli-dashboard/-c flag for terminal UI
   - --dashboard-port for custom port configuration
   - Automatic background process spawning

2. Dashboard auto-start
   - Web dashboard launches in background thread
   - CLI dashboard opens in separate terminal window
   - Graceful startup with 2-second delay

3. Process management
   - Dashboard runs as daemon thread
   - Automatic cleanup on main process exit
   - Error handling for dashboard startup failures

4. Documentation
   - Updated help text with examples
   - Usage instructions in README
   - Dashboard URLs displayed on startup

Usage examples:
  rdagent fin_quant -d              # Web dashboard
  rdagent fin_quant -c              # CLI dashboard
  rdagent fin_quant -d -c           # Both dashboards
  rdagent fin_quant -d --port 5001  # Custom port
2026-04-02 19:17:03 +02:00
TPTBusiness 05c4e1ba54 feat: EURUSD Trading-Verbesserungen (Phase 2 & 3)
Neue Module für fortgeschrittenes Trading:

1. Bull vs Bear vs Neutral Debatte (eurusd_debate.py)
   - Multi-Perspektiven-Analyse für bessere Entscheidungen
   - Bull Agent: Argumentiert für LONG
   - Bear Agent: Argumentiert für SHORT
   - Neutral Agent: Argumentiert für WAIT
   - Research Manager: Bewertet Debatte und trifft finale Entscheidung
   - Decision-Logik: LONG wenn Bull > 70% und > Bear + 20

2. EURUSD Macro Agent (eurusd_macro.py)
   - Stanley Druckenmiller Stil für Makro-Trading
   - Analysiert Zinsdifferential (Fed vs EZB)
   - Wirtschaftswachstum (BIP, PMI, NFP)
   - Momentum (DXY Trend)
   - Sentiment (Risk-On/Off, COT Report)
   - Asymmetrische Risk-Reward-Analyse
   - Bei hoher Conviction + asymmetrischer Chance: große Position

3. Reflection System (eurusd_reflection.py)
   - Lernt aus vergangenen Trades kontinuierlich
   - Analysiert was richtig/falsch lief
   - Extrahiert Lessons Learned
   - Speichert im BM25 Memory für ähnliche Situationen
   - Aggregierte Insights für letzte N Trades

4. Korrelations-Adjustierung (in eurusd_risk.py erweitert)
   - Berechnet Korrelation mit anderen Forex-Positionen
   - GBPUSD: +0.75, USDCHF: -0.70, DXY: -0.85
   - Hohe Korrelation → Risk reduzieren (0.7x)
   - Negative Korrelation → natürlicher Hedge (1.1x)

Alle Module getestet und funktionsfähig.
2026-03-30 20:17:19 +02:00
TPTBusiness b95bbf5900 feat: EURUSD Trading-Verbesserungen implementiert (Phase 1)
Neue Module für quantitatives EURUSD-Trading:

1. Hurst Exponent Regime Detection (eurusd_regime.py)
   - Erkennt Marktregime: MEAN_REVERSION, NEUTRAL, TRENDING
   - R/S-Analyse für 1min EURUSD-Daten optimiert
   - Trading-Empfehlungen pro Regime

2. BM25 Memory-System (eurusd_memory.py)
   - Speichert vergangene Trades mit Situation/Ergebnis
   - Findet ähnliche Setups via BM25-Ähnlichkeit
   - Persistente JSON-Speicherung
   - Historische Win-Rate Analyse

3. Volatility-Adjusted Position Sizing (eurusd_risk.py)
   - ATR-basierte Volatilitätsmessung
   - Positionsgröße nach Volatilitäts-Percentile (0.4x-1.5x)
   - Regime-Adjustierung (MEAN_REVERSION/TRENDING/NEUTRAL)
   - Korrelations-Adjustierung für Forex-Paare

4. Multi-Provider LLM Fallback (eurusd_llm.py)
   - Automatische Fallback-Kette bei API-Ausfällen
   - Provider: Qwen3.5 → DeepSeek → Gemini → Ollama
   - Provider-Statistiken für Monitoring
   - JSON-Modus für strukturierte Outputs

Daten-Pipeline verbessert:
- 1-Minuten-Daten korrekt in Qlib integriert
- Prompts von 15min auf 1min aktualisiert
- generate.py für 1min EURUSD-Daten angepasst

Alle Module einzeln und im Integrationstest bestanden.
2026-03-30 19:56:26 +02:00
TPTBusiness 44eeb01ec4 fix: remove all Chinese stock references, replace with EURUSD 1min FX
- experiment/prompts.yaml: SH/SZ examples -> EURUSD, CSI300 -> EURUSD
- patches/qlib_experiment_prompts.yaml: complete EURUSD migration
- factor_experiment_loader/prompts.yaml: A-share -> EURUSD 1min intraday
- conf_*.yaml: benchmark SH000300 -> EURUSD, removed CSZFillNan/CSZScoreNorm
2026-03-28 11:26:37 +01:00
TPTBusiness b39f2b7e46 feat: migrate to 1min EURUSD data (2020-2026)
- data_config.yaml: frequency 15min -> 1min, path -> eurusd_1min_data
- patches/generate.py: updated qlib.init path and freq
- patches/eva_utils.py: updated intraday label to 1min
- all prompts/configs: replaced 15min references with 1min
- fx_validator config, trader, graph: 1min intraday trading context
2026-03-28 10:59:46 +01:00
TPTBusiness cddfc53ab0 feat: FX Multi-Agent Validator (TradingAgents-inspired) - Session/Macro/Bull-Bear/Trader 2026-03-22 21:57:03 +01:00
TPTBusiness 30c0a9166e chore: initial Predix state (RD-Agent fork + EURUSD setup) 2026-03-22 21:20:02 +01:00
BarryC ffb9491c47 feat: [AutoRL-Bench] Update DeepSearchQA split and translate task instructions to English (#1368)
* fix(alfworld): stop exposing react prompts to agents

* fix(deepsearchqa): use deterministic 100/800 split

* fix(deepsearchqa): switch default split to 100/200

* docs(autorl-bench): translate task instructions to english
2026-03-19 20:44:46 +08:00