 TPTBusiness
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b95bbf5900
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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.
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2026-03-30 19:56:26 +02:00 |
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TPTBusiness
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44eeb01ec4
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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
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2026-03-28 11:26:37 +01:00 |
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TPTBusiness
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b39f2b7e46
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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
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2026-03-28 10:59:46 +01:00 |
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TPTBusiness
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79e2915823
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fix: inject MultiIndex warning into factor interface prompt (YAML valide)
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2026-03-24 14:02:06 +01:00 |
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TPTBusiness
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49004db027
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fix: inject correct MultiIndex template into factor prompt
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2026-03-24 13:57:42 +01:00 |
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TPTBusiness
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cf0f634c17
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fix: evaluator erkennt 15min als valid (nicht daily)
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2026-03-23 16:53:35 +01:00 |
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TPTBusiness
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6a9ccd5ddb
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fix: end-timestamp 23:45, weg, SZ-beispiele weg
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2026-03-23 15:42:52 +01:00 |
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TPTBusiness
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e9f6ac48d9
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fix: weg, Timestamps mit Uhrzeit, kein SZ-Beispiel
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2026-03-23 15:31:34 +01:00 |
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TPTBusiness
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3adc5bf75e
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fix: remove $factor from prompt, update example count to EURUSD
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2026-03-23 15:12:59 +01:00 |
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TPTBusiness
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b9007f754a
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fix: generate.py nutzt rdagent4qlib env für Qlib-Datenzugriff
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2026-03-23 14:04:03 +01:00 |
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TPTBusiness
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781779a1f8
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feat: FX feedback loop, EURUSD ticker examples, bars terminology
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2026-03-22 21:31:14 +01:00 |
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TPTBusiness
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0eae7d0aba
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feat: EURUSD walk-forward splits, bars terminology, README no $factor
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2026-03-22 21:28:01 +01:00 |
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TPTBusiness
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9a17b25d32
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feat: EURUSD model experiment setting + model simulator text patched
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2026-03-22 21:23:39 +01:00 |
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TPTBusiness
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b6cf6874db
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feat: EURUSD FX patches - prompts, factor spec, experiment settings
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2026-03-22 21:21:07 +01:00 |
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