TPTBusiness 199818cc94 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

..

app

feat: Strategy Generator working with local LLM (P0-P4)

2026-04-09 12:55:04 +02:00

components

feat: Improved LLM prompt + Optuna integration (Step 3+5)

2026-04-09 14:06:15 +02:00

core

feat: add a web UI server (#1345)

2026-03-18 14:04:52 +08:00

log

fix: Display litellm messages as info instead of warnings

2026-04-06 19:45:04 +02:00

oai

feat: Data Loader module with tests (P0 complete)

2026-04-09 08:15:49 +02:00

scenarios

fix: Initialize EnvController in QuantTrace.__init__

2026-04-06 12:11:49 +02:00

utils

fix: Add Bandit security scanning and fix critical vulnerabilities

2026-04-03 11:55:05 +02:00