Commit Graph

1382 Commits

Author SHA1 Message Date
dependabot[bot] f98ef71693 chore(deps): Update gymnasium requirement from >=0.29.0 to >=0.29.1 (#51)
Updates the requirements on [gymnasium](https://github.com/Farama-Foundation/Gymnasium) to permit the latest version.
- [Release notes](https://github.com/Farama-Foundation/Gymnasium/releases)
- [Commits](https://github.com/Farama-Foundation/Gymnasium/compare/v0.29.0...v0.29.1)

---
updated-dependencies:
- dependency-name: gymnasium
  dependency-version: 0.29.1
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2026-05-04 22:32:02 +02:00
dependabot[bot] 54718b1663 chore(deps): Update beautifulsoup4 requirement from >=4.12.0 to >=4.14.3 (#50)
Updates the requirements on [beautifulsoup4](https://www.crummy.com/software/BeautifulSoup/bs4/) to permit the latest version.

---
updated-dependencies:
- dependency-name: beautifulsoup4
  dependency-version: 4.14.3
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2026-05-04 22:31:48 +02:00
dependabot[bot] ce86eb8a8a chore(deps): Update optuna requirement from >=3.5.0 to >=3.6.2 (#52)
Updates the requirements on [optuna](https://github.com/optuna/optuna) to permit the latest version.
- [Release notes](https://github.com/optuna/optuna/releases)
- [Commits](https://github.com/optuna/optuna/compare/v3.5.0...v3.6.2)

---
updated-dependencies:
- dependency-name: optuna
  dependency-version: 3.6.2
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2026-05-04 22:31:44 +02:00
dependabot[bot] 8cce616434 chore(deps): Update streamlit requirement from >=1.47 to >=1.57.0 (#53)
Updates the requirements on [streamlit](https://github.com/streamlit/streamlit) to permit the latest version.
- [Release notes](https://github.com/streamlit/streamlit/releases)
- [Commits](https://github.com/streamlit/streamlit/compare/1.47.0...1.57.0)

---
updated-dependencies:
- dependency-name: streamlit
  dependency-version: 1.57.0
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2026-05-04 22:31:41 +02:00
TPTBusiness d55bd518d3 docs: add closed-source test policy; remove closed-source test imports 2026-05-04 22:31:11 +02:00
TPTBusiness f99acca6e0 test: add 9 tests (verifier edge cases, factor loader, stability, MTF, save strategy) — 641 total 2026-05-04 22:19:49 +02:00
TPTBusiness 49a2c34c5c test: add 10 tests (continuous gen, strategy builder, live trader, factor integration) — 632 total 2026-05-04 22:11:39 +02:00
TPTBusiness 71ceb9c809 fix: update WF test for new default (wf_rolling=True) 2026-05-04 22:04:05 +02:00
TPTBusiness 7f5acccfd9 test: add 15 tests (WF details, optuna, preflight, signal validation, IC bounds) — 622 total 2026-05-04 21:56:28 +02:00
TPTBusiness a459518dfa test: add 15 tests (perf bounds, chaining, multi-index, metric bounds, factor runner edges) — 607 total 2026-05-04 21:43:18 +02:00
TPTBusiness 41c231e418 test: add 16 headform tests (docker mocks, spread, rollover, regression, cross-system) — 592 total 2026-05-04 21:39:27 +02:00
TPTBusiness 5c93c786e7 test: add 7 robustness tests (slippage, latency, MC-reshuffle, OOS, weekend gaps) — 576 total 2026-05-04 21:06:53 +02:00
TPTBusiness 834cc686d1 fix: skip Kronos factor on GPUs < 20GB to avoid CUDA OOM (shared with llama-server) 2026-05-04 20:31:11 +02:00
TPTBusiness c0ec1b39e1 feat: enable walk-forward OOS validation by default in backtest_signal_riskmgmt 2026-05-04 18:43:17 +02:00
TPTBusiness f5e55d2dad test: add 15 deepest tests (property-based, metamorphic, fuzzing, stress) — 569 total 2026-05-04 18:31:28 +02:00
TPTBusiness b78b9dea8c test: add 14 tests for final untested modules (runtime_info, repo_utils, json_loader) — 554 total 2026-05-04 18:21:31 +02:00
TPTBusiness 58a7ece3a9 fix(security): replace os.path.realpath with pathlib.resolve in safe_resolve_path to fix path-injection alerts 2026-05-04 18:05:09 +02:00
TPTBusiness 02083409e0 test: add 23 open-source tests (CLI, backtest edge cases, core utils, protections, env, log) — 540 total 2026-05-03 23:13:55 +02:00
TPTBusiness 33f6daf1d2 feat: continuous strategy generator (WF, MTF, stability, ML models, auto-ensemble) 2026-05-03 22:42:29 +02:00
TPTBusiness 1827c50344 feat: optimize strategy generator (cache OHLCV, min_sharpe 1.5, predix generate-strategies CLI) 2026-05-03 21:58:07 +02:00
TPTBusiness 06a5d5d92d refactor: move strategy_orchestrator and optuna_optimizer to closed-source (local/) 2026-05-03 21:38:09 +02:00
TPTBusiness 7696a3aaa6 docs: update license section from MIT to AGPL-3.0 2026-05-03 21:20:41 +02:00
TPTBusiness 6d37f8956f feat: add runtime backtest verification (10 invariant checks in <1ms) + 489 tests + README docs 2026-05-03 14:00:49 +02:00
TPTBusiness 020bc11742 test: add 8 cross-implementation validation tests (IC/Sharpe/MaxDD cross-check, buy-and-hold equality, IC invariance) — closes 5% gap, 477 total 2026-05-03 13:53:43 +02:00
TPTBusiness 0f7eb908b4 test: add 10 ground-truth verification tests (hand-computed metrics, mathematical invariants, trend directions) — 469 total 2026-05-03 13:47:35 +02:00
TPTBusiness 4d8b389b47 test: add 13 final tests (walk-forward, dedup, e2e, edge-cases, cross-check, legacy-vs-new) — 459 total, 0 failures 2026-05-03 13:37:33 +02:00
TPTBusiness 72b9a735c9 test: add 28 deep-detail tests (look-ahead shift, alignment, safe_float, trade_pnl, MC p-value) — 446 total, 0 failures 2026-05-03 12:35:39 +02:00
TPTBusiness ce4a5b7b4f fix: correct MaxDD to equity curve in strategy_builder; test: add 8 cross-validation tests for metric correctness 2026-05-03 12:28:09 +02:00
TPTBusiness 037f7ba7d2 fix: correct Sharpe/MaxDD/WinRate in direct factor eval (was computing on raw factor, now on strategy returns) 2026-05-03 12:17:27 +02:00
TPTBusiness e31963713b test: add 31 tests for remaining modules (log, loader, doc_reader, scripts, fx_validator) — 410 total, 0 failures 2026-05-03 12:00:54 +02:00
TPTBusiness dc2a1a41f4 test: add 16 tests for eurusd, rl env, and all 379 tests now pass (0 failures) 2026-05-03 11:39:24 +02:00
TPTBusiness c3ff9d5e63 chore: update pre-commit test count to ~360 2026-05-03 11:32:11 +02:00
TPTBusiness 1a530440c1 test: add 42 tests for remaining modules (conf, kb, interactor, fmt, llm_utils, graph) 2026-05-03 11:31:28 +02:00
TPTBusiness b803d9fab5 chore: update pre-commit test count to ~315 2026-05-03 11:25:11 +02:00
TPTBusiness 13dbf27457 test: add 28 tests for LLM components, RL indicators, and model evaluators 2026-05-03 11:24:28 +02:00
TPTBusiness 49ebc19fd0 test: add 39 tests for fx_config, utils, predix_full_eval, exceptions, and log 2026-05-03 11:18:27 +02:00
TPTBusiness 58eb551898 test: add 4 tests for QuantTrace and QlibQuantHypothesis 2026-05-03 11:14:33 +02:00
TPTBusiness 2e18b7c104 test: add 24 tests for factor/model scenarios and experiments 2026-05-03 11:12:23 +02:00
TPTBusiness 28743eb043 test: add 33 tests for app config, strategy builder, and quant scenario 2026-05-03 11:09:55 +02:00
TPTBusiness f6f5531427 test: expand pre-commit to run qlib+backtesting unit tests (160+ tests) 2026-05-03 11:05:39 +02:00
github-actions[bot] bd9362e2f3 chore(master): release 1.4.2 (#48)
Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
2026-05-03 11:02:32 +02:00
TPTBusiness a4d4266295 test: add 129 tests for critical untested code (core, CoSTEER, factor_coder, model_coder, qlib pipeline) 2026-05-03 10:59:24 +02:00
TPTBusiness 8f2ed4185f fix: add missing sys import and fix undefined acc_rate in factor eval 2026-05-03 10:19:59 +02:00
github-actions[bot] 7f24af6f05 chore(master): release 1.4.1 (#47)
Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
2026-05-03 09:39:56 +02:00
TPTBusiness aba88dd090 fix: 15 bug fixes across orchestrator, runner, backtest, and infrastructure
Critical:
- strategy_orchestrator: fix IndentationError that prevented import (line 764)
- factor_runner: fix literal 'sys.executable' string → variable (line 966)

High (path bugs causing wrong directories):
- backtest_engine: fix results_path depth (3→4 .parent hops)
- results_db: fix factors_dir/failed_dir depth (3→4 .parent hops)
- factor_runner: eliminate run_id variable shadowing (parallel_run_id/db_run_id)
- model_runner: fix DB connection leak on add_backtest exception
- optuna_optimizer: fix imported logger shadowed by module-level reassignment

Medium:
- env: handle non-UTF-8 Docker build output with errors='replace'
- env: guard conda env list parsing against empty lines
- factor_runner: add check=False + stderr logging for full-data subprocess
- strategy_orchestrator: log exec() exceptions at ERROR level with traceback
- strategy_orchestrator: warn on unreplaced {{template}} variables in prompts

Low:
- factor_runner: guard IC_max.index access against scalar (AttributeError)
- predix_parallel: close log file handle on Popen failure
- predix_rebacktest_strategies: replace 4 bare except: with except Exception:
2026-05-03 09:37:00 +02:00
TPTBusiness 28766c932e test: add regression tests for background task path and env bugs
- Verify parallel runner project_root is repo root, not scripts/
- Verify .env loading from correct path
- Verify API key distribution (single key, multi-key comma-separated)
- Verify CLI project_root depth (3 .parent hops, not 4)
- Verify start_loop uses sys.executable and child_proc, not pkill
- Verify parallel_cli does not hardcode model=local
- Verify all referenced scripts exist at resolved paths
2026-05-03 08:57:56 +02:00
TPTBusiness 574e9d6c08 fix: correct project root paths and subprocess handling in parallel runner and CLI
- predix_parallel.py: fix project_root from scripts/ to repo root (parent.parent)
- predix_parallel.py: fix .env loading path and API key distribution logic
- cli.py: fix project_root depth from 4 to 3 .parent hops (7 locations)
- cli.py start_loop: use sys.executable instead of hardcoded python
- cli.py start_loop: replace broad pkill with targeted child process management
- cli.py parallel: remove hardcoded model=local
2026-05-03 08:49:18 +02:00
TPTBusiness ce76da912a fix: also catch ValueError in mean_variance for dimension mismatch 2026-05-03 00:39:22 +02:00
TPTBusiness 02ac3f7aae test: add direct unit tests for _apply_riskmgmt_mask, safe_resolve_path, import_class, and _add_column_if_not_exists 2026-05-03 00:35:57 +02:00
TPTBusiness 39b49b1724 fix: filter NaN in max(), remove redundant ternary, handle non-finite vbt results 2026-05-03 00:25:58 +02:00