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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.
103 lines
2.7 KiB
Markdown
103 lines
2.7 KiB
Markdown
# NexQuant v2.0.0 Release Notes
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**Release Date:** 2026-04-10
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**Tag:** v2.0.0
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---
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## 🎉 Overview
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Major update adding AI-powered strategy generation, realistic backtesting, and comprehensive CLI tooling. NexQuant now autonomously generates, evaluates, and optimizes trading strategies using local LLMs.
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## ✨ Added
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### LLM-Powered Strategy Generation
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- **StrategyOrchestrator**: Generate trading strategies by combining factors with LLM
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- **Local llama.cpp Support**: Run strategy generation locally (Qwen3.5-35B)
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- **OpenRouter Support**: Optional cloud model fallback
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- **Improved Prompts (v3)**: IC-sign-aware factor combination instructions
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- **Diverse Factor Selection**: Automatic selection by type (momentum, divergence, volatility, session)
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### Realistic Backtesting
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- **OHLCV-Based Returns**: Real price returns instead of factor proxies
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- **Spread Costs**: 1.5 bps per trade deducted from returns
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- **Forward-Fill Support**: Daily factors → 1-min frequency
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- **Proper Annualization**: sqrt(252*1440) for 1-min data
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### CLI Commands
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- `rdagent nexquant` - Show beautiful welcome screen (perfect for screenshots!)
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- `rdagent start_llama` - Start llama.cpp server
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- `rdagent start_loop` - Start strategy generator loop with auto-restart
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- `rdagent generate_strategies` - Generate strategies from factors
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- `rdagent optimize_portfolio` - Portfolio optimization
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- `rdagent eval_all` - Evaluate factors with full data
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- `rdagent batch_backtest` - Batch backtest existing factors
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- `rdagent report` - Generate PDF performance reports
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- `rdagent rebacktest` - Re-backtest existing strategies
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### Code Quality
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- **282+ Integration Tests**: All features tested
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- **Security Hardening**: All Dependabot/CodeQL alerts resolved
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- **Pre-commit Hooks**: Automated tests + security scanning
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## 🔧 Changed
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- Utility scripts organized in `scripts/` directory
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- Generated data moved to `results/`
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- Config files moved to `constraints/`
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- Root directory cleaned
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## 🐛 Fixed
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- JSON strategy files no longer committed to root
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- LICENSE badge link corrected (main → master)
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- Security vulnerabilities resolved (bandit, path traversal)
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---
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## 📦 Installation
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```bash
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git clone https://github.com/TPTBusiness/NexQuant
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cd NexQuant
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pip install -e .
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```
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## 🚀 Quick Start
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```bash
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# Show welcome screen
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rdagent nexquant
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# Start LLM server
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rdagent start_llama
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# Run trading loop
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rdagent fin_quant --auto-strategies
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# Generate strategies manually
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rdagent generate_strategies --count 5 --optuna
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```
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## 🔒 Security
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- All known vulnerabilities resolved
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- Bandit security scanning integrated
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- Pre-commit hooks for automated checks
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- Path traversal prevention hardened
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---
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## 📄 License
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MIT License - see [LICENSE](../LICENSE) for details.
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