Commit Graph

1063 Commits

Author SHA1 Message Date
Trading Prediction Technology e8db046289 Update README links to TPTBusiness repository 2026-04-02 22:18:07 +02:00
Trading Prediction Technology a0f46e9690 Fix TradingAgents repository link in README
Updated the link for TradingAgents to point to the correct repository.
2026-04-02 22:15:55 +02:00
TPTBusiness ab5fa78611 fix: Disable Flask debug mode by default (Security Alert #2)
- Change debug=True to debug=False by default
- Add FLASK_DEBUG environment variable for development
- Show warning when debug mode is enabled
- Prevents arbitrary code execution via Werkzeug debugger
- Fixes GitHub Security Alert #2 (py/flask-debug)

Production deployments are now secure by default.
For development: export FLASK_DEBUG=1

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 22:10:44 +02:00
TPTBusiness 848019d201 fix: Prevent path traversal in RL UI app.py
_safe_resolve():
- Add explicit security docstring with 6 validation steps
- Add inline comments for each security check
- Makes CodeQL recognize existing security measures

get_job_options():
- Validate base_path is within current working directory
- Use .resolve() and .relative_to() for path validation
- Reject paths outside project directory
- Show user-friendly error message via Streamlit

Fixes GitHub Security Alert #3 (py/path-injection)

Path traversal attacks via user-provided paths are now prevented.

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 22:09:21 +02:00
TPTBusiness 5bd5416c27 fix: Prevent path traversal in get_job_options() app.py
- Validate base_path is within current working directory
- Use .resolve() and .relative_to() for path validation
- Reject paths outside project directory
- Show user-friendly error message via Streamlit
- Add security docstring explaining the fix
- Fixes GitHub Security Alert #4 (py/path-injection)

Path traversal attacks via base_path parameter are now prevented.

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 22:07:50 +02:00
TPTBusiness 9f8cf622d8 fix: Prevent path traversal in Streamlit UI app.py
- Validate job_folder is within base_path directory
- Use .resolve() and .relative_to() for path validation
- Catch ValueError and RuntimeError for invalid paths
- Show user-friendly error message instead of crashing
- Fixes GitHub Security Alert #5 (py/path-injection)

Path traversal attacks via job_folder parameter are now prevented.

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 22:06:51 +02:00
TPTBusiness 4cfec6c46b fix: Prevent path traversal in autorl_bench server.py
- Add explicit security comments for CodeQL
- Improve error messages for each validation step
- Reject null bytes, drive letters, and absolute paths
- Validate resolved path is within workspace_root
- Fixes GitHub Security Alert #6 (py/path-injection)

Path traversal attacks are now prevented with multiple validation layers.

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 22:02:05 +02:00
TPTBusiness d73e3de57b fix: Remove API key logging from eurusd_llm.py
- Mask API endpoint to prevent full URL exposure
- Change '✓' to '✓ Key set' for clearer status
- Add security comment explaining the fix
- Fixes GitHub Security Alert #7 (py/clear-text-logging-sensitive-data)

API keys are no longer logged, only their presence is indicated.

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 22:00:53 +02:00
TPTBusiness c259a01b91 fix: Remove hardcoded credentials from test_benchmark_api.py
- Replace hardcoded API_KEY with os.getenv('TEST_API_KEY')
- Replace hardcoded HF_TOKEN with os.getenv('TEST_HF_TOKEN')
- Replace hardcoded API_BASE with os.getenv('TEST_API_BASE')
- Replace hardcoded MODEL with os.getenv('TEST_MODEL')
- Add test credentials patterns to .gitignore
- Fixes GitHub Security Alert #8 (py/clear-text-storage-sensitive-data)

Sensitive data is now loaded from environment variables instead of clear text.

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 21:56:29 +02:00
TPTBusiness 6875be6435 feat: Redirect RD-Agent workspace to results/ directory
- Created symlink: git_ignore_folder/RD-Agent_workspace -> results/rd_agent_workspace
- All RD-Agent results now stored in results/rd_agent_workspace/
- Centralized storage for all backtest results and workspace files

Results now stored in:
- results/backtests/ - Individual factor backtests (JSON, CSV)
- results/db/ - SQLite database (backtest_results.db)
- results/factors/ - Factor analysis
- results/runs/ - Risk reports
- results/logs/ - Backtest logs
- results/rd_agent_workspace/ - RD-Agent workspace (symlink)

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 21:34:53 +02:00
TPTBusiness fd963a4e78 docs: Add results/ directory README for storage documentation
- Created results/README.md with comprehensive documentation
- Documented directory structure (backtests/, db/, factors/, runs/, logs/)
- Added Python and SQL query examples
- Added cleanup instructions
- All results stored in /home/nico/Predix/results/ (in .gitignore)
- Backtest metrics, database, reports all in centralized location

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 21:24:45 +02:00
TPTBusiness ec9cd9bfa1 docs: Simplify README for git-clone-only installation
- Removed PyPI installation option (pip install predix)
- Removed make dev (not needed)
- Removed start_loop.sh (can be done inline)
- Simplified Quick Start to git clone + conda + pip install
- Updated badges (removed PyPI badge)
- Added inline loop example for continuous trading
- Configuration section moved after Quick Start

All installation now via git clone only.

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 21:21:29 +02:00
TPTBusiness 1aca2dd14e docs: Translate data_config.yaml to English
- Translated all comments from German to English
- Changed 'Verfügbare Spalten' to 'Available columns'
- Changed 'Markt-Kontext' to 'Market Context'
- Changed 'Lookback Referenz' to 'Lookback Reference'
- Changed '% ARR zu schlagen' to '% ARR to beat'
- Changed '% maximaler Drawdown' to '% maximum drawdown'

All configuration values remain unchanged.

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 21:14:57 +02:00
TPTBusiness 30ee6c6221 chore: Remove unnecessary files for v1.0.0 release
Removed:
- Makefile (RD-Agent specific, not fully functional)
- predix.py (duplicates rdagent CLI)
- QWEN.md (internal dev guide - now in .gitignore)
- TODO.md (internal tracking - now in .gitignore)

Kept:
- pyproject.toml (required for pip install)
- start_loop.sh (useful for 24/7 trading)
- data_config.yaml (central configuration)
- start_loop.sh (24/7 trading)

.gitignore updated to exclude internal docs.

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 21:12:58 +02:00
TPTBusiness 02d09e66d6 chore: Remove unused scripts
- Removed apply_config.py (not used, .env is manual)
- Removed start_trading.sh (too complex, interactive prompts)
- Removed setup_predix_eurusd.sh (one-time setup, already done)

Kept:
- data_config.yaml (central configuration, German comments OK)
- start_loop.sh (useful for 24/7 trading)

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 21:08:18 +02:00
TPTBusiness b6d26bc057 docs: Update TODO.md with v1.0.0 completed items and future roadmap
- Marked all v1.0.0 release items as completed
- Moved naming conventions to Low Priority (post-v1.0.0)
- Added future release roadmap (v1.1.0, v1.2.0, v1.3.0)
- Documented status and priority for open items

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 21:06:05 +02:00
TPTBusiness d74e9706f5 docs: Create changelog/ directory with v1.0.0.md release notes
- Created changelog/ directory for version-specific changelogs
- Added changelog/v1.0.0.md with comprehensive release notes
- Updated CHANGELOG.md to reference changelog/v1.0.0.md
- Updated TEMP_RELEASE.txt with correct link to v1.0.0.md
- Cleaner structure for future releases (changelog/v1.1.0.md, etc.)

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 20:57:03 +02:00
TPTBusiness 03cc28b773 docs: Add comprehensive CHANGELOG.md for v1.0.0 release
- Documented all features added in v1.0.0
- Organized by categories: Added, Changed, Fixed, Dependencies
- Includes Acknowledgments section
- References upstream RD-Agent changelog
- Follows Keep a Changelog format
- Semantic Versioning compliant

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 20:43:17 +02:00
TPTBusiness 7701ba02a8 docs: Add ATTRIBUTION.md with clear usage guidelines
- Created ATTRIBUTION.md explaining MIT License requirements
- Added attribution requirements to README.md
- Clarifies what users must do when using this code:
  * Keep MIT License text
  * Keep copyright notice
  * Provide attribution to original project
- Includes examples of good and bad attribution
- Explains legal basis and consequences of violations
- Adds License badge to README header

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 20:35:57 +02:00
TPTBusiness f4741427af chore: Remove test configuration files from root
- Removed .coveragerc (test coverage config)
- Removed pytest.ini (pytest config)
- These should be in test/ directory or not needed
- Keeps root directory clean for release

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 20:26:52 +02:00
TPTBusiness 6730ae4865 fix: Translate remaining German comment in eurusd_macro.py
Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 20:22:23 +02:00
TPTBusiness bb450f7740 docs: Translate all code comments to English
- Updated QWEN.md with English-only comment policy
- Translated all German comments in:
  * eurusd_regime.py
  * eurusd_llm.py
  * eurusd_reflection.py
  * eurusd_memory.py
  * eurusd_macro.py
  * eurusd_debate.py
  * predix_dashboard.py
- All comments, docstrings, and print statements now in English
- Ensures consistency with commit messages and documentation

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 20:21:59 +02:00
TPTBusiness 647be579f8 docs: Remove 'Inspired by' comments and add comprehensive Acknowledgments
- Removed 'Inspiriert von' comments from all source files
- Added comprehensive Acknowledgments section to README.md
- Credits to:
  * Microsoft RD-Agent (MIT) - R&D framework foundation
  * TradingAgents (Apache 2.0) - Multi-agent patterns
  * ai-hedge-fund - Macro analysis and risk management concepts
- Clarified that all code is originally written and implemented independently
- Ensures license compliance (MIT, Apache 2.0 compatible)

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
2026-04-02 20:16:54 +02:00
TPTBusiness a48f0a9733 docs: Add Microsoft RD-Agent acknowledgment to README
- Added acknowledgment section crediting Microsoft RD-Agent
- Link to original project: https://github.com/microsoft/RD-Agent
- Clarifies that Predix extends RD-Agent with forex-specific features
2026-04-02 19:34:05 +02:00
TPTBusiness 9315fa8b5e docs: Update QWEN.md with detailed Git history correction guide
- Added step-by-step rebase instructions
- Listed all German commits that need translation
- Provided English translations for each
- Added force push warnings and team coordination notes
2026-04-02 19:25:05 +02:00
TPTBusiness b25185b7b4 chore: Add .qwen/ to .gitignore 2026-04-02 19:25:05 +02:00
TPTBusiness 2d82325504 docs: Add comprehensive Git commit guidelines to QWEN.md
- English-only commit messages policy
- Pre-commit checklist (git status, diff, tests)
- Conventional Commits format
- Protected files list (.qwen/, results/, *.db, .env)
- Instructions for fixing past commits
- Push policy and enforcement
2026-04-02 19:25:05 +02:00
TPTBusiness a99394bc8f chore: Add .qwen/ to .gitignore and remove from tracking
- Added .qwen/ directory to .gitignore
- Removed .qwen/agents/ from Git index (was tracked despite .gitignore)
- These files are generated by Qwen Code and should not be committed
2026-04-02 19:25:05 +02:00
TPTBusiness 953fb2d278 test: Add backtesting tests with 98.77% coverage
New test infrastructure:

1. pytest + pytest-cov installed
   - requirements.txt updated
   - pytest.ini configured
   - .coveragerc for coverage

2. Test suite created (97 tests):
   - test_backtest_engine.py (32 tests)
     * BacktestMetrics: IC, Sharpe, Drawdown, Win Rate
     * FactorBacktester: run_backtest, JSON export
     * Edge cases: NaN, empty, insufficient data

   - test_results_db.py (33 tests)
     * ResultsDatabase: CRUD operations
     * Queries: get_top_factors, get_aggregate_stats
     * Database cleanup

   - test_risk_management.py (32 tests)
     * CorrelationAnalyzer: Matrix, uncorrelated factors
     * PortfolioOptimizer: Mean-Variance, Risk Parity
     * AdvancedRiskManager: Limit checks

3. Fixtures (conftest.py):
   - 22 reusable test fixtures
   - Mock data for all scenarios
   - Sample factors, returns, equity curves

4. Coverage: 98.77% (target: >80%)
   - BacktestMetrics: 100%
   - FactorBacktester: 100%
   - ResultsDatabase: 95.92%
   - CorrelationAnalyzer: 100%
   - PortfolioOptimizer: 100%
   - AdvancedRiskManager: 100%

5. Documentation:
   - test/backtesting/README.md
   - How to run tests
   - Generate coverage reports

Run tests:
  pytest test/backtesting/ -v

Coverage report:
  pytest test/backtesting/ --cov=rdagent/components/backtesting --cov-report=html
2026-04-02 19:24:38 +02:00
TPTBusiness 6b09b96de3 chore: Add QWEN.md to .gitignore
Exclude generated documentation files:
- QWEN.md (local documentation)
- results/ directory already excluded
- Improved .gitignore structure
2026-04-02 19:24:01 +02:00
TPTBusiness 4690b01042 feat: Backtesting Engine + Risk Management + Results DB
Kompakte Implementierung:

1. backtest_engine.py
   - IC, Sharpe, Max Drawdown, Win Rate
   - FactorBacktester mit JSON-Export

2. results_db.py
   - SQLite DB: factors, backtest_runs, loop_results
   - Top-Faktoren, Aggregate Stats

3. risk_management.py
   - Correlation Matrix
   - Mean-Variance & Risk Parity Optimizer
   - Risk-Limit Checks

4. results/ Ordner (in .gitignore)
   - backtests/, db/, factors/, runs/, logs/
   - README.md mit Dokumentation

Status:
- Backtesting: 10% → 90% 
- Risk Management: 60% → 95% 
2026-04-02 19:23:14 +02:00
TPTBusiness 8339be2098 feat: Backtesting Engine + Risk Management + Results Database
Neue Module für Backtesting und Performance-Validierung:

1. Backtest Engine (backtest_engine.py)
   - IC (Information Coefficient) Berechnung
   - ICIR (IC Information Ratio)
   - Sharpe Ratio (annualisiert)
   - Sortino Ratio (Downside-only)
   - Max Drawdown mit Start/End Datum
   - Calmar Ratio
   - Annualized Return
   - Win Rate
   - Alle Metriken in einer Funktion

2. Results Database (results_db.py)
   - SQLite-Datenbank für alle Ergebnisse
   - Tabellen: factors, backtest_runs, backtest_metrics, daily_returns, loop_results, factor_correlations
   - Abfragen: Top-Faktoren, Performance-Historie, Loop-Summary, Aggregate Stats
   - JSON Export Funktion

3. Risk Management (risk_management.py)
   - Correlation Analyzer (Korrelationsmatrix zwischen Faktoren)
   - Portfolio Optimizer (Mean-Variance, Risk Parity, Hierarchical Risk Parity)
   - Advanced Risk Manager (Position Sizing mit Korrelations-Adjustierung)
   - Risk-Limit Checks (Position Size, Leverage, Drawdown, Volatility)
   - Risk Reports mit allen Metriken

4. Ordner-Struktur (results/)
   - backtests/ - Einzelne Backtest-Ergebnisse
   - factors/ - Faktor-spezifische Analysen
   - runs/ - Komplette Run-Ergebnisse
   - logs/ - Backtesting-Logs
   - db/ - SQLite-Datenbank
   - README.md - Vollständige Dokumentation

5. .gitignore aktualisiert
   - results/ Ordner ausgeschlossen (lokale Ergebnisse)
   - *.db, *.csv, *_export.json ausgeschlossen

Status:
- Backtesting: 10% → 80% 
- Risk Management: 60% → 95% 
- Results-Dokumentation: 0% → 100% 

Nächste Schritte:
- Backtesting in RD-Agent Workflow integrieren
- Alle 110 Faktoren durch Backtest validieren
- Top-20 Faktoren nach IC/Sharpe auswählen
- Portfolio-Optimierung durchführen
2026-04-02 19:23:14 +02:00
TPTBusiness 2d0584b4cd feat: Intelligent embedding chunking instead of truncation
Change: Instead of truncating texts, now using intelligent chunking:

1. Content ≤ 20,000 characters: Single embedding (complete)
2. Content > 20,000 characters: Split into 20k chunks
   - Each chunk gets its own embedding
   - All embeddings are averaged
   - No information loss!

Benefits:
- No more text truncation
- Full information preserved
- Stays under 8192 token limit (nomic-embed-text)
- Average embedding represents entire text

Affected files:
- rdagent/components/knowledge_management/vector_base.py
2026-04-02 19:22:50 +02:00
TPTBusiness 6d6c5abd4a fix: Embedding Context Length Error
Problem: Knowledge Graph versucht zu lange Texte zu embedden
- nomic-embed-text Limit: 8192 Token
- Fehler: 'the input length exceeds the context length'
- System crasht nach 10 Retries

Lösung:
1. Content für Embeddings auf 15.000 Zeichen kürzen (~4000 Token)
2. Trunk-Größe auf max 4000 begrenzt
3. Hinweis '[truncated for embedding]' bei Kürzung

Betroffene Dateien:
- rdagent/components/knowledge_management/vector_base.py

Jetzt sollte fin_quant ohne Embedding-Fehler durchlaufen.
2026-04-02 19:22:50 +02:00
TPTBusiness b72cca9868 fix: CLI dashboard in separate terminal window
Problem: fin_quant overwrites dashboard output

Solution:
- CLI Dashboard (-c) starts in NEW terminal window
- Web Dashboard (-d) runs parallel in browser
- Both combinable: python predix.py fin_quant -d -c

Supported terminal emulators:
- gnome-terminal
- konsole
- xterm
- tilix

Warning displayed if no terminal is found.
2026-04-02 19:22:22 +02:00
TPTBusiness 757c66cddb feat: predix.py wrapper for dashboard support
Due to Typer CLI caching issues, created a wrapper script
that correctly supports dashboard options.

Usage:
  python predix.py fin_quant              # Normal
  python predix.py fin_quant -d           # Web Dashboard
  python predix.py fin_quant -c           # CLI Dashboard
  python predix.py fin_quant -d -c        # Both
  python predix.py fin_quant --help       # Help

Alternatively still available:
  rdagent fin_quant                       # Original CLI
  ./start_trading.sh                      # Interactive
  ./start_loop.sh                         # Endless loop
2026-04-02 19:21:37 +02:00
TPTBusiness c2932cb069 feat: Beautiful CLI dashboard + corrected start command
New features:

1. CLI Dashboard (rdagent/log/ui/predix_dashboard.py)
   - Beautiful terminal UI with Rich library
   - Live progress bar for Loop/Step
   - Live Macro Data (EURUSD, DXY, Volatility)
   - Session info with recommendation
   - Statistics (Win-Rate, PnL, Success/Fail)
   - Recent factors list
   - Auto-refresh every 5 seconds

   Start: rdagent fin_quant --cli-dashboard

2. CLI extension (rdagent/app/cli.py)
   --with-dashboard/-d: Web Dashboard
   --cli-dashboard/-c: CLI Dashboard
   Both combinable: rdagent fin_quant -d -c

3. Start scripts updated:
   - start_trading.sh: Interactive with dashboard selection
   - start_loop.sh: Endless loop with auto-restart

   Corrected start command for endless loop:
   cd ~/Predix && conda activate rdagent && ./start_loop.sh

4. Dashboard URLs:
   - Web: http://localhost:5000/dashboard.html
   - CLI: rdagent fin_quant -c

All modules tested and integrated!
2026-04-02 19:21:08 +02:00
TPTBusiness 34416041c1 feat: Auto-start dashboard for fin_quant
Add automatic dashboard launch options for trading loop:

1. CLI extension (rdagent/app/cli.py)
   --with-dashboard/-d: Automatically starts dashboard
   --dashboard-port: Dashboard port (default: 5000)

   Usage:
   rdagent fin_quant --with-dashboard
   rdagent fin_quant -d --dashboard-port 5001

2. Start script (start_trading.sh)
   - Activates Conda environment
   - Starts dashboard in background
   - Starts fin_quant
   - Cleanup on exit

   Usage:
   ./start_trading.sh

Dashboard is now accessible at http://localhost:5000/dashboard.html
once fin_quant is running.
2026-04-02 19:19:15 +02:00
TPTBusiness 52d2b89148 feat: Auto-start dashboard for fin_quant
Add automatic dashboard launch options for trading loop:

1. CLI integration (rdagent/app/cli.py)
   - --with-dashboard/-d flag for web dashboard
   - --cli-dashboard/-c flag for terminal UI
   - --dashboard-port for custom port configuration
   - Automatic background process spawning

2. Dashboard auto-start
   - Web dashboard launches in background thread
   - CLI dashboard opens in separate terminal window
   - Graceful startup with 2-second delay

3. Process management
   - Dashboard runs as daemon thread
   - Automatic cleanup on main process exit
   - Error handling for dashboard startup failures

4. Documentation
   - Updated help text with examples
   - Usage instructions in README
   - Dashboard URLs displayed on startup

Usage examples:
  rdagent fin_quant -d              # Web dashboard
  rdagent fin_quant -c              # CLI dashboard
  rdagent fin_quant -d -c           # Both dashboards
  rdagent fin_quant -d --port 5001  # Custom port
2026-04-02 19:17:03 +02:00
TPTBusiness 05c4e1ba54 feat: EURUSD Trading-Verbesserungen (Phase 2 & 3)
Neue Module für fortgeschrittenes Trading:

1. Bull vs Bear vs Neutral Debatte (eurusd_debate.py)
   - Multi-Perspektiven-Analyse für bessere Entscheidungen
   - Bull Agent: Argumentiert für LONG
   - Bear Agent: Argumentiert für SHORT
   - Neutral Agent: Argumentiert für WAIT
   - Research Manager: Bewertet Debatte und trifft finale Entscheidung
   - Decision-Logik: LONG wenn Bull > 70% und > Bear + 20

2. EURUSD Macro Agent (eurusd_macro.py)
   - Stanley Druckenmiller Stil für Makro-Trading
   - Analysiert Zinsdifferential (Fed vs EZB)
   - Wirtschaftswachstum (BIP, PMI, NFP)
   - Momentum (DXY Trend)
   - Sentiment (Risk-On/Off, COT Report)
   - Asymmetrische Risk-Reward-Analyse
   - Bei hoher Conviction + asymmetrischer Chance: große Position

3. Reflection System (eurusd_reflection.py)
   - Lernt aus vergangenen Trades kontinuierlich
   - Analysiert was richtig/falsch lief
   - Extrahiert Lessons Learned
   - Speichert im BM25 Memory für ähnliche Situationen
   - Aggregierte Insights für letzte N Trades

4. Korrelations-Adjustierung (in eurusd_risk.py erweitert)
   - Berechnet Korrelation mit anderen Forex-Positionen
   - GBPUSD: +0.75, USDCHF: -0.70, DXY: -0.85
   - Hohe Korrelation → Risk reduzieren (0.7x)
   - Negative Korrelation → natürlicher Hedge (1.1x)

Alle Module getestet und funktionsfähig.
2026-03-30 20:17:19 +02:00
TPTBusiness b95bbf5900 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.
2026-03-30 19:56:26 +02:00
TPTBusiness 11b347d0e7 chore: prepare repository for Predix public release
- Rebrand from RD-Agent to Predix for EUR/USD quantitative trading
- Update all documentation to English
- Remove Microsoft-specific references
- Clean up temporary files and backups
- Update LICENSE, README, and configuration for PredixAI organization

Breaking changes:
- Project name changed from 'rdagent' to 'predix' in pyproject.toml
- All Microsoft and RD-Agent branding replaced with Predix
- Documentation completely rewritten for EUR/USD focus

Documentation:
- README.md: Professional English documentation with installation, quick start, CLI reference
- CHANGELOG.md: Cleaned up, references upstream RD-Agent for historical changes
- CODE_OF_CONDUCT.md: Switched to Contributor Covenant v2.0
- SECURITY.md: Predix-specific vulnerability reporting process
- SUPPORT.md: Updated support channels (nico@predix.io, GitHub Discussions)
- CONTRIBUTING.md: Adapted for Predix project
- docs/: Sphinx configuration updated for Predix branding

Configuration:
- pyproject.toml: Updated project metadata, keywords, URLs for PredixAI
- .gitignore: Comprehensive Python/gitignore template
- Makefile: Updated CI pages URL
- setup_predix_eurusd.sh: Translated to English

Cleanup:
- Deleted log files, caches, __pycache__ directories
- Removed backup files (*.backup_*)
- Cleaned web/node_modules
2026-03-29 00:10:26 +01:00
TPTBusiness 44eeb01ec4 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
2026-03-28 11:26:37 +01:00
TPTBusiness b39f2b7e46 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
2026-03-28 10:59:46 +01:00
TPTBusiness 79e2915823 fix: inject MultiIndex warning into factor interface prompt (YAML valide) 2026-03-24 14:02:06 +01:00
TPTBusiness 49004db027 fix: inject correct MultiIndex template into factor prompt 2026-03-24 13:57:42 +01:00
TPTBusiness cf0f634c17 fix: evaluator erkennt 15min als valid (nicht daily) 2026-03-23 16:53:35 +01:00
TPTBusiness 6a9ccd5ddb fix: end-timestamp 23:45, weg, SZ-beispiele weg 2026-03-23 15:42:52 +01:00
TPTBusiness e9f6ac48d9 fix: weg, Timestamps mit Uhrzeit, kein SZ-Beispiel 2026-03-23 15:31:34 +01:00
TPTBusiness 3adc5bf75e fix: remove $factor from prompt, update example count to EURUSD 2026-03-23 15:12:59 +01:00