Commit Graph

2 Commits

Author SHA1 Message Date
TPTBusiness 6ba2bc0c8f feat: Strategy Worker module with 41 tests (P1 complete)
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
TPTBusiness 11d96ec3bd feat: Data Loader module with tests (P0 complete)
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