4133d62760
feat: Optuna Parameter Optimizer with 60 tests (P3 complete)
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RiskMgmt-compliant parameter optimization:
- Entry/Exit thresholds
- Rolling windows
- Stop Loss (max 2%), Take Profit (2x-3x SL)
- Trailing stop parameters
- Objective: Sharpe × |IC| × √trades
- RiskMgmt penalties for DD > 10%, SL > 2%
- TPESampler + MedianPruner
- 30 trials default
60 tests passing.
2026-04-09 08:56:52 +02:00
bef1d77ee0
feat: Strategy Orchestrator with 30 tests (P2 complete)
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Parallel strategy generation with:
- Multi-Process Pool (4-8 workers)
- File-based LLM Semaphore (max 2 llama.cpp calls)
- Random factor selection for diversity
- SHA-256 deduplication
- Progress tracking every 10 strategies
- Graceful shutdown handling
30 tests passing.
2026-04-09 08:44:10 +02:00
6ba2bc0c8f
feat: Strategy Worker module with 41 tests (P1 complete)
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Created rdagent/scenarios/qlib/local/strategy_worker.py (closed source):
- LLMStrategyGenerator: llama.cpp API calls with retry
- BacktestEngine: isolated subprocess with risk management
- AcceptanceGate: RiskMgmt-compliant validation
- StrategySaver: JSON + metadata persistence
- StrategyWorker: full workflow orchestration
41 tests passing in test/local/test_strategy_worker.py
RiskMgmt rules enforced: SL 2%, max DD 10%, daily loss 5%
2026-04-09 08:28:35 +02:00
11d96ec3bd
feat: Data Loader module with tests (P0 complete)
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Created rdagent/scenarios/qlib/local/data_loader.py:
- OHLCV loading with thread-safe caching
- Factor metadata loading (sorted by IC)
- Factor time-series loading with alignment
- Feature matrix builder
- Randomized factor selection for diverse strategies
- 11 tests passing
Note: data_loader.py is in local/ (closed source)
Test file is public to validate interface.
2026-04-09 08:15:49 +02:00
TPTBusiness