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4 Commits

Author SHA1 Message Date
TPTBusiness fceee44967 feat: Improved LLM prompt + Optuna integration (Step 3+5) 
Step 3 - LLM Prompt verbessert:
- Created prompts/strategy_generation_v2.yaml
- IC-guided factor selection instructions
- |IC| > 0.10: PRIORITIZE, |IC| > 0.05: USE, |IC| < 0.05: AVOID
- IC-weighted factor combinations
- Better examples with IC weights
- Added 'close' Series to available scope

Step 5 - Optuna-Optimierung aktiviert:
- Added use_optuna=True, optuna_trials=20 to __init__
- Integrated OptunaOptimizer in _generate_and_evaluate_single
- Added _prepare_factor_values method for Optuna
- Auto-optimizes accepted strategies with 20 trials
- Updates results if Optuna improves Sharpe

Test results (MomentumDivergenceZScore with forward-fill):
- Status: accepted
- Sharpe: 6.04
- Max DD: -1.57%
- Win Rate: 49.19%
- Ann Return: 21.88%
- Periods: 823,450 (2.27 years)

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
 2026-04-09 14:06:15 +02:00
TPTBusiness 108a63fd79 feat: Strategy Generator working with local LLM (P0-P4) 
Integrated strategy generation into fin_quant loop:
- Fixed LLM code extraction from JSON responses
- Fixed factor loading (MultiIndex parquet handling)
- Fixed return calculation (realistic proxy)
- Fixed max drawdown (NaN/inf handling)
- Added llama.cpp --reasoning off support
- Strategy orchestrator with LLM + evaluation
- Optuna optimizer integration

100% acceptance rate on test run (2/2 strategies).
Total changes: +2006 lines, -129 lines across 8 files.

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
 2026-04-09 12:55:04 +02:00
TPTBusiness 7e7e40b041 feat: Fix 1min data integration and centralize all prompts 
- Fix daily/1min contradiction in factor_experiment_loader prompts
- Rename daily_pv.h5 to intraday_pv.h5 (generate.py, utils.py, README)
- Fix FactorDatetimeDailyEvaluator to accept 1min bars as correct
- Add _write_run_log() to log every factor attempt to results/logs/
- Add _ensure_results_dirs() to create all result directories
- Extract all 44 prompt YAML files to prompts/ centralized directory
- Add prompts/INDEX.md for navigation

Tests: 93 passed
 2026-04-04 08:20:58 +02:00
TPTBusiness 18416da2c9 feat: Centralize all prompts in prompts/ directory 
New structure:
- prompts/standard_prompts.yaml: Default prompts (committed to Git)
- prompts/local/: Your improved prompts (NOT in Git!)
- prompts/README.md: Documentation
- rdagent/components/loader.py: Prompt loader with priority

Features:
- Loader checks prompts/local/ first (your better prompts)
- Falls back to standard_prompts.yaml if no local version
- Supports sections (system/user)
- Lists available prompts
- Test function included

.gitignore updated:
- prompts/local/ excluded (your proprietary prompts)
- *.local.yaml excluded
- *_private.yaml excluded

Usage:
  from rdagent.components.loader import load_prompt
  prompt = load_prompt('factor_discovery')  # Auto-loads your better version!
 2026-04-02 22:29:51 +02:00