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3 Commits

Author SHA1 Message Date
TPTBusiness 7582e55bb3 fix(auto-fixer): remove ddof from rolling() args, not only from std()/var() 
The LLM generates x.rolling(window=N, ddof=1).std() where ddof is passed
to rolling() instead of std() — pandas raises TypeError on any ddof in rolling().
Fix both forms: rolling(..., ddof=N) and rolling(...).std(ddof=N).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-04-26 08:53:40 +02:00
TPTBusiness 27803e8b85 fix(auto-fixer): add four new factor code fixes for common runtime errors 
- _fix_reset_index_groupby: replace groupby(level=N) on reset_index'd variables
  with groupby('instrument') — fixes ValueError: level > 0 only valid with MultiIndex
- _fix_groupby_mixed_levels: strip string level names from groupby(level=[int, 'str'])
  to fix AssertionError: Level 'date' not in index
- _fix_groupby_column_on_multiindex: convert groupby(['instrument','date']) on
  MultiIndex DataFrames to groupby(level=1) — fixes KeyError on column access
- _fix_rolling_ddof: remove unsupported ddof kwarg from rolling().std()/var()
- fix(proposal): apply history compression to factor_proposal.py (was causing
  131k-token prompts from QlibFactorHypothesis2Experiment; pycache had stale .pyc)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-04-26 08:51:59 +02:00
TPTBusiness c78ecd3b6a feat: add daily log rotation, llama health wait, factor auto-fixer, and README updates 
- Add rdagent/log/daily_log.py: daily-rotating structured logs per command
  (fin_quant, strategies, evaluate, parallel) with loguru; all.log combined sink
- predix.py: route TeeWriter output to logs/YYYY-MM-DD/ instead of root dir;
  wrap quant() and evaluate() in daily_log.session() for start/stop/duration tracking
- rdagent/app/cli.py: fin_quant_cli waits for llama.cpp /health endpoint before
  starting pipeline (up to 300 s); daily_log integration for fin_quant,
  generate_strategies, eval_all, parallel commands
- scripts/predix_gen_strategies_real_bt.py: daily_log integration with
  per-strategy ACCEPTED/REJECTED entries and summary on completion
- rdagent/components/coder/factor_coder/auto_fixer.py: new module that patches
  common LLM-generated factor issues (min_periods, inf/NaN, groupby.transform,
  MultiIndex corrections)
- rdagent/components/coder/factor_coder/prompts.yaml: add critical rules for
  EURUSD 1-min intraday factors (min_periods, inf handling, groupby, date range)
- README.md: document --reasoning off and --n-gpu-layers 28 for llama-server;
  explain VRAM constraints when Ollama is running alongside llama.cpp
- .bandit.yml: suppress B615 (HuggingFace unsafe download) for RL benchmark files

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-04-16 07:20:08 +02:00