74d5a8234e
feat: Integrate critical features into fin_quant workflow (P0+P1)
...
Connect Protection Manager, Results Database, model_loader, and Technical
Indicators to the main fin_quant trading loop.
P0 - CRITICAL INTEGRATIONS:
1. PROTECTION MANAGER in factor_runner.py
- Automatic protection check after every backtest
- Factors with >15% drawdown are rejected
- Cooldown, stoploss guard, low performance filters active
- Error handling: workflow continues if protection fails
2. RESULTS DATABASE in quant.py
- Auto-save experiment results to SQLite after each loop
- Stores: IC, Sharpe, Max DD, Annualized Return, Win Rate
- Queryable via ResultsDatabase API
- Error handling: warning logged, workflow continues
P1 - IMPORTANT INTEGRATIONS:
3. MODEL LOADER in model_coder.py
- Loads models/local/ as baseline reference for LLM
- Transformer, TCN, PatchTST, CNN+LSTM now used as starting point
- LLM can improve upon existing models instead of from scratch
4. TECHNICAL INDICATORS in factor_coder.py
- RSI, MACD, Bollinger Bands, CCI, ATR available to LLM
- Import paths and usage examples in prompts
- Better factor generation with professional indicators
TESTS (32 new, ALL PASS):
- 23 integration tests in test/qlib/test_fin_quant_integration.py
- 9 enhanced integration tests in test/integration/test_all_features.py
- All 183 tests pass (122 backtesting + 29 qlib + 32 new)
Modified files:
- rdagent/app/qlib_rd_loop/quant.py: Results Database integration
- rdagent/scenarios/qlib/developer/factor_runner.py: Protection Manager
- rdagent/scenarios/qlib/developer/model_coder.py: model_loader baseline
- rdagent/scenarios/qlib/developer/factor_coder.py: Technical indicators
- test/qlib/test_fin_quant_integration.py: NEW - 23 integration tests
- test/integration/test_all_features.py: 9 enhanced tests
2026-04-03 14:10:44 +02:00
TPTBusiness