gavindiaz/NexQuant
1
0
Fork 0
mirror of https://github.com/NicolasBohn/NexQuant.git synced 2026-07-29 08:27:43 +00:00
Code Issues Packages Projects Releases Wiki Activity
1,388 Commits 21 Branches 34 Tags
4e4c782fd52b37865cfd2f1f46342d4ce2bca1ba
Commit Graph

1388 Commits

This Branch
This Branch
All Branches
Author SHA1 Message Date
TPTBusiness 4e4c782fd5 feat: run Kronos on CPU to avoid GPU conflict with llama-server 2026-05-05 15:29:01 +02:00
TPTBusiness d51a4edf0b chore: release v1.5.0 — manual release, update manifest and AGENTS.md 2026-05-05 15:10:47 +02:00
dependabot[bot] 008a16c512 chore(deps): Bump axios from 1.15.0 to 1.15.2 in /web (#55) 
Bumps [axios](https://github.com/axios/axios) from 1.15.0 to 1.15.2.
- [Release notes](https://github.com/axios/axios/releases)
- [Changelog](https://github.com/axios/axios/blob/v1.x/CHANGELOG.md)
- [Commits](https://github.com/axios/axios/compare/v1.15.0...v1.15.2)

---
updated-dependencies:
- dependency-name: axios
  dependency-version: 1.15.2
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
v1.5.0 		2026-05-05 07:22:00 +02:00
TPTBusiness d8e95aa988 fix: sync release manifest to v1.4.3 (was diverged at 0.8.0) 2026-05-05 07:21:34 +02:00
TPTBusiness 1b93ae2c99 fix: relax WF default test (wf_oos_sharpe_mean not present when 0 windows) 2026-05-05 06:44:04 +02:00
github-actions[bot] 318d1c1caa chore(master): release 0.8.0 (#49) 
Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
 2026-05-04 22:32:05 +02:00
dependabot[bot] 5a63024ed5 chore(deps): Update gymnasium requirement from >=0.29.0 to >=0.29.1 (#51) 
Updates the requirements on [gymnasium](https://github.com/Farama-Foundation/Gymnasium) to permit the latest version.
- [Release notes](https://github.com/Farama-Foundation/Gymnasium/releases)
- [Commits](https://github.com/Farama-Foundation/Gymnasium/compare/v0.29.0...v0.29.1)

---
updated-dependencies:
- dependency-name: gymnasium
  dependency-version: 0.29.1
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
 2026-05-04 22:32:02 +02:00
dependabot[bot] 710957fc4e chore(deps): Update beautifulsoup4 requirement from >=4.12.0 to >=4.14.3 (#50) 
Updates the requirements on [beautifulsoup4](https://www.crummy.com/software/BeautifulSoup/bs4/) to permit the latest version.

---
updated-dependencies:
- dependency-name: beautifulsoup4
  dependency-version: 4.14.3
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
 2026-05-04 22:31:48 +02:00
dependabot[bot] c94f5c6cc7 chore(deps): Update optuna requirement from >=3.5.0 to >=3.6.2 (#52) 
Updates the requirements on [optuna](https://github.com/optuna/optuna) to permit the latest version.
- [Release notes](https://github.com/optuna/optuna/releases)
- [Commits](https://github.com/optuna/optuna/compare/v3.5.0...v3.6.2)

---
updated-dependencies:
- dependency-name: optuna
  dependency-version: 3.6.2
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
 2026-05-04 22:31:44 +02:00
dependabot[bot] f933c0f1a2 chore(deps): Update streamlit requirement from >=1.47 to >=1.57.0 (#53) 
Updates the requirements on [streamlit](https://github.com/streamlit/streamlit) to permit the latest version.
- [Release notes](https://github.com/streamlit/streamlit/releases)
- [Commits](https://github.com/streamlit/streamlit/compare/1.47.0...1.57.0)

---
updated-dependencies:
- dependency-name: streamlit
  dependency-version: 1.57.0
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
 2026-05-04 22:31:41 +02:00
TPTBusiness e412eb0f32 docs: add closed-source test policy; remove closed-source test imports 2026-05-04 22:31:11 +02:00
TPTBusiness 2cdedc9948 test: add 9 tests (verifier edge cases, factor loader, stability, MTF, save strategy) — 641 total 2026-05-04 22:19:49 +02:00
TPTBusiness 439bc7872a test: add 10 tests (continuous gen, strategy builder, live trader, factor integration) — 632 total 2026-05-04 22:11:39 +02:00
TPTBusiness bff706d3e1 fix: update WF test for new default (wf_rolling=True) 2026-05-04 22:04:05 +02:00
TPTBusiness 55b2f22ad0 test: add 15 tests (WF details, optuna, preflight, signal validation, IC bounds) — 622 total 2026-05-04 21:56:28 +02:00
TPTBusiness 56bd719a9c test: add 15 tests (perf bounds, chaining, multi-index, metric bounds, factor runner edges) — 607 total 2026-05-04 21:43:18 +02:00
TPTBusiness 4f92bbd916 test: add 16 headform tests (docker mocks, spread, rollover, regression, cross-system) — 592 total 2026-05-04 21:39:27 +02:00
TPTBusiness 7e2e28542b test: add 7 robustness tests (slippage, latency, MC-reshuffle, OOS, weekend gaps) — 576 total 2026-05-04 21:06:53 +02:00
TPTBusiness bc744d5f51 fix: skip Kronos factor on GPUs < 20GB to avoid CUDA OOM (shared with llama-server) 2026-05-04 20:31:11 +02:00
TPTBusiness 8be73eae9a feat: enable walk-forward OOS validation by default in backtest_signal_ftmo 2026-05-04 18:43:17 +02:00
TPTBusiness bbf127013e test: add 15 deepest tests (property-based, metamorphic, fuzzing, stress) — 569 total 2026-05-04 18:31:28 +02:00
TPTBusiness 8bf75ccfa6 test: add 14 tests for final untested modules (runtime_info, repo_utils, json_loader) — 554 total 2026-05-04 18:21:31 +02:00
TPTBusiness f4962bde81 fix(security): replace os.path.realpath with pathlib.resolve in safe_resolve_path to fix path-injection alerts 2026-05-04 18:05:09 +02:00
TPTBusiness 70ad304a37 test: add 23 open-source tests (CLI, backtest edge cases, core utils, protections, env, log) — 540 total 2026-05-03 23:13:55 +02:00
TPTBusiness 8409451ac4 feat: continuous strategy generator (WF, MTF, stability, ML models, auto-ensemble) 2026-05-03 22:42:29 +02:00
TPTBusiness 982b902b1a feat: optimize strategy generator (cache OHLCV, min_sharpe 1.5, predix generate-strategies CLI) 2026-05-03 21:58:07 +02:00
TPTBusiness cc265d6045 refactor: move strategy_orchestrator and optuna_optimizer to closed-source (local/) 2026-05-03 21:38:09 +02:00
TPTBusiness 1e7d4b76a0 docs: update license section from MIT to AGPL-3.0 2026-05-03 21:20:41 +02:00
TPTBusiness 1606546496 feat: add runtime backtest verification (10 invariant checks in <1ms) + 489 tests + README docs 2026-05-03 14:00:49 +02:00
TPTBusiness 4fd43f34c0 test: add 8 cross-implementation validation tests (IC/Sharpe/MaxDD cross-check, buy-and-hold equality, IC invariance) — closes 5% gap, 477 total 2026-05-03 13:53:43 +02:00
TPTBusiness 4ed7023e63 test: add 10 ground-truth verification tests (hand-computed metrics, mathematical invariants, trend directions) — 469 total 2026-05-03 13:47:35 +02:00
TPTBusiness a437191ed1 test: add 13 final tests (walk-forward, dedup, e2e, edge-cases, cross-check, legacy-vs-new) — 459 total, 0 failures 2026-05-03 13:37:33 +02:00
TPTBusiness 6ed8cb165d test: add 28 deep-detail tests (look-ahead shift, alignment, safe_float, trade_pnl, MC p-value) — 446 total, 0 failures 2026-05-03 12:35:39 +02:00
TPTBusiness fcd477f1d2 fix: correct MaxDD to equity curve in strategy_builder; test: add 8 cross-validation tests for metric correctness 2026-05-03 12:28:09 +02:00
TPTBusiness 83b5ba8671 fix: correct Sharpe/MaxDD/WinRate in direct factor eval (was computing on raw factor, now on strategy returns) 2026-05-03 12:17:27 +02:00
TPTBusiness 14eddbfe05 test: add 31 tests for remaining modules (log, loader, doc_reader, scripts, fx_validator) — 410 total, 0 failures 2026-05-03 12:00:54 +02:00
TPTBusiness 81154b882e test: add 16 tests for eurusd, rl env, and all 379 tests now pass (0 failures) 2026-05-03 11:39:24 +02:00
TPTBusiness 8b512777d7 chore: update pre-commit test count to ~360 2026-05-03 11:32:11 +02:00
TPTBusiness 62acc6af6a test: add 42 tests for remaining modules (conf, kb, interactor, fmt, llm_utils, graph) 2026-05-03 11:31:28 +02:00
TPTBusiness d87f2101e5 chore: update pre-commit test count to ~315 2026-05-03 11:25:11 +02:00
TPTBusiness 84972c3611 test: add 28 tests for LLM components, RL indicators, and model evaluators 2026-05-03 11:24:28 +02:00
TPTBusiness 39675dc197 test: add 39 tests for fx_config, utils, predix_full_eval, exceptions, and log 2026-05-03 11:18:27 +02:00
TPTBusiness 3c196c79dc test: add 4 tests for QuantTrace and QlibQuantHypothesis 2026-05-03 11:14:33 +02:00
TPTBusiness b87b965937 test: add 24 tests for factor/model scenarios and experiments 2026-05-03 11:12:23 +02:00
TPTBusiness e87f177e6b test: add 33 tests for app config, strategy builder, and quant scenario 2026-05-03 11:09:55 +02:00
TPTBusiness b6a01ba3b8 test: expand pre-commit to run qlib+backtesting unit tests (160+ tests) 2026-05-03 11:05:39 +02:00
github-actions[bot] 273f3067b6 chore(master): release 1.4.2 (#48) 
Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
 2026-05-03 11:02:32 +02:00
TPTBusiness c6c2aab05b test: add 129 tests for critical untested code (core, CoSTEER, factor_coder, model_coder, qlib pipeline) 2026-05-03 10:59:24 +02:00
TPTBusiness 1346cb3ccf fix: add missing sys import and fix undefined acc_rate in factor eval 2026-05-03 10:19:59 +02:00
github-actions[bot] 7d7baa5c28 chore(master): release 1.4.1 (#47) 
Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
 2026-05-03 09:39:56 +02:00