NexQuant

mirror of https://github.com/NicolasBohn/NexQuant.git synced 2026-07-28 07:57:44 +00:00

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T

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

agent

feat: add a rag mcp in proposal (#1267 )

2025-10-20 16:46:25 +08:00

backtesting

fix: Resolve 88% empty backtest results + path fixes

2026-04-03 16:21:59 +02:00

benchmark

feat(rl): add AutoRL-Bench framework and benchmark integrations (#1348 )

2026-03-17 15:49:30 +08:00

coder

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