Commit Graph

5 Commits

Author SHA1 Message Date
TPTBusiness cbe1c52e00 refactor: rename project from Predix to NexQuant
Rename all source files, scripts, tests, documentation, and configuration
from Predix/predix to NexQuant/nexquant across the entire codebase.
2026-05-09 17:48:22 +02:00
TPTBusiness 6948b9c5e9 fix(strategy): Fix template variables, APIBackend import, and JSON extraction
- Fix {{ ic_values }} template variable not being replaced in prompts
- Fix APIBackend abstract class import (use factory from llm_utils)
- Add robust JSON extraction with python code block fallback
- Add response_format json_object to LLM payload
- Add detailed debug logging for LLM responses
- Simplify prompt variable replacement for readability

Files:
  rdagent/components/coder/strategy_orchestrator.py
  rdagent/components/prompt_loader.py
  rdagent/app/cli.py
  prompts/strategy_generation_v4.yaml
2026-04-12 14:47:25 +02:00
TPTBusiness a8c23bd130 feat: Add AI Strategy Builder (StrategyCoSTEER) - Closed Source
Open Source Changes:
- Add prompt loader functions for strategy prompts
- Add factor values persistence (parquet) in factor_runner.py
- Add CLI command: predix build-strategies-ai
- Integrate strategy building into QuantRDLoop (every 50 factors)
- Add StrategyBuilder design documentation

Closed Source Files (NOT committed, in local/):
- strategy_coster.py - Main CoSTEER loop for strategies
- strategy_evaluator.py - Walk-forward backtesting
- strategy_runner.py - Strategy execution
- strategy_discovery_v1.yaml - LLM prompts

Usage:
  predix build-strategies-ai              # Build from top 50 factors
  predix build-strategies-ai -t 100       # Use top 100 factors
  predix build-strategies-ai -l 10        # 10 improvement loops

The system:
1. Loads top factors with time-series values
2. LLM generates strategy hypotheses
3. LLM writes strategy code (entry/exit rules)
4. Backtests strategy with walk-forward validation
5. LLM gets feedback and improves
6. Repeats until profitable strategy found
2026-04-05 19:30:12 +02:00
TPTBusiness 86d415056e feat: Add improved local prompt with MultiIndex code examples (v3)
- Create prompts/local/factor_discovery_v3.yaml
- Add working MultiIndex code pattern (unstack/stack)
- Show WRONG patterns to avoid (KeyError fixes)
- Add volume warning (FX volume often 0)
- Update prompt_loader to check v3 first

This should fix ~540 code crashes caused by MultiIndex errors.

Also answers: What happens when fin_quant runs now?
1. LLM generates factor code using NEW v3 prompt (with examples)
2. Code is executed and validated
3. Qlib backtest runs in Docker
4. Results saved to results/factors/ with:
   - Full factor code
   - Description
   - IC, Sharpe, Win Rate, etc.
5. Results saved to SQLite database
2026-04-04 22:59:46 +02:00
TPTBusiness 9642a7711a fix: Rename loader.py to prompt_loader.py to fix module conflict
- rdagent/components/loader.py conflicted with rdagent/components/loader/ package
- Renamed to rdagent/components/prompt_loader.py
- Updated all import paths
- Fixes ModuleNotFoundError in trading loop
2026-04-03 08:04:04 +02:00