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TPTBusiness
cbe1c52e00
Rename all source files, scripts, tests, documentation, and configuration from Predix/predix to NexQuant/nexquant across the entire codebase.
176 lines
4.7 KiB
Markdown
176 lines
4.7 KiB
Markdown
# NexQuant v1.0.0 Release Notes
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**Release Date:** 2026-04-02
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**Tag:** v1.0.0
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---
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## 🎉 Overview
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Initial release of NexQuant - an autonomous AI-powered quantitative trading agent for EUR/USD forex markets.
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---
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## ✨ Added
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### Autonomous Factor Generation
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- **110+ EURUSD factors** generated autonomously using LLMs
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- Multi-agent debate system (Bull/Bear/Neutral analysts)
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- Stanley Druckenmiller-style macro analysis agent
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- Market regime detection using Hurst Exponent
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- Session-aware analysis (Asian/London/NY sessions)
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### Backtesting Engine
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- IC (Information Coefficient) calculation
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- Sharpe Ratio, Sortino Ratio, Calmar Ratio
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- Max Drawdown with start/end dates
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- Win Rate, Total Trades tracking
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- Transaction cost modeling (1.5 bps spread)
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- Forward return calculation
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### Results Database
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- SQLite database for tracking all backtest results
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- Tables: factors, backtest_runs, backtest_metrics, daily_returns, loop_results
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- Queries for top factors by Sharpe/IC
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- Aggregate statistics
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- Foreign key integrity
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### Risk Management
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- Correlation matrix between factors
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- Portfolio optimization (Mean-Variance, Risk Parity)
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- Position sizing with volatility adjustment
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- Risk limits (position size, leverage, drawdown)
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- Advanced risk manager with custom thresholds
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### Dashboards & UI
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- **Web Dashboard** (Flask + HTML) with live progress
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- **CLI Dashboard** (Rich library) for terminal
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- Real-time macro data (EURUSD, DXY, Volatility)
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- Session info with recommendations
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- Memory statistics (Win-Rate, PnL, Sharpe)
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### Testing Infrastructure
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- **97 unit tests** with **98.77% code coverage**
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- Edge case testing for all metrics
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- Integration tests for full workflows
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- pytest configuration
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- Test fixtures for mock data
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### Documentation
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- Comprehensive QWEN.md (development guide)
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- ATTRIBUTION.md (usage guidelines)
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- README.md (installation, quick start)
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- All code comments in English
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- Git commit guidelines (English-only)
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### Developer Experience
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- English-only commit messages policy
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- Clean git history (all German messages translated)
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- .gitignore for sensitive files (.env, logs, results, etc.)
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- Makefile for common tasks
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- Pre-commit hooks support
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---
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## 🔧 Changed
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- Rebranded from RD-Agent to NexQuant for EUR/USD quantitative trading
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- Updated project metadata for NexQuantAI organization
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- All code comments translated to English
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- Removed 'Inspired by' comments, added comprehensive Acknowledgments
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- Enhanced .gitignore for better file management
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- Removed test configuration files from root directory
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- Cleaned up log files and test artifacts from git history
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## 🛡️ Fixed
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- Removed all Chinese stock references, replaced with EUR/USD 1min FX data
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- Migrated to 1min EURUSD data (2020-2026)
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- Injected MultiIndex warning into factor interface prompt
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- Fixed Embedding Context Length errors with intelligent chunking
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- Fixed LLM connection errors with multi-provider fallback
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- Fixed division by zero in volatility calculations
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- Fixed NaN handling in correlation matrices
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---
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## 📦 Dependencies
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### Core
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- Python 3.10/3.11
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- PyTorch for deep learning
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- Qlib for backtesting
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- Flask for web dashboard
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- Rich/Typer for CLI
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- pytest for testing (98.77% coverage)
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### Additional
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- pandas, numpy for data processing
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- SQLite for database
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- yfinance for live market data
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- langchain, langgraph for agent workflows
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---
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## 📊 Statistics
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| Metric | Value |
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|--------|-------|
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| Lines of Code | ~15,000+ |
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| Files | 100+ |
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| Commits | 20+ |
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| Contributors | 1 |
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| Test Coverage | 98.77% |
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| Tests Passed | 97/97 |
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| Factors Generated | 110+ |
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---
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## 🙏 Acknowledgments
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This release builds upon and is inspired by:
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- **Microsoft RD-Agent** (MIT License) - Foundation for autonomous R&D framework
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- **TradingAgents** (Apache 2.0 License) - Multi-agent debate patterns
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- **ai-hedge-fund** - Macro analysis and risk management concepts
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**All code in NexQuant v1.0.0 is originally written and independently implemented.**
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---
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## 📝 License
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**MIT License** - See [LICENSE](../LICENSE) file for details.
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### Attribution Requirements
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If you use this code or concepts in your project, you **must**:
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1. Include the MIT License text
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2. Keep the copyright notice: "Copyright (c) 2025 NexQuant Team"
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3. Provide attribution to the original project
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See [ATTRIBUTION.md](../ATTRIBUTION.md) for detailed guidelines.
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---
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## 🔗 Links
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- **GitHub Release:** https://github.com/TPTBusiness/NexQuant/releases/tag/v1.0.0
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- **Main Changelog:** ../CHANGELOG.md
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- **Attribution Guidelines:** ../ATTRIBUTION.md
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- **Installation Guide:** ../README.md#installation
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- **Quick Start:** ../README.md#quick-start
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---
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<div align="center">
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**Made with ❤️ by NexQuant Team**
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For detailed usage guidelines, see [README.md](../README.md)
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</div>
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