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- Documented all features added in v1.0.0 - Organized by categories: Added, Changed, Fixed, Dependencies - Includes Acknowledgments section - References upstream RD-Agent changelog - Follows Keep a Changelog format - Semantic Versioning compliant Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>
95 lines
3.0 KiB
Markdown
95 lines
3.0 KiB
Markdown
# Changelog
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All notable changes to Predix will be documented in this file.
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The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
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and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
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## [1.0.0] - 2026-04-02
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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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- **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
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- **Results Database**
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- SQLite database for tracking all backtest results
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- Factors, backtest runs, loop results tables
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- Queries for top factors by Sharpe/IC
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- Aggregate statistics
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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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- **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 display
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- Session-aware analysis (Asian/London/NY)
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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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- **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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- **Developer Experience**
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- English-only commit messages policy
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- Clean git history
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- .gitignore for sensitive files
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- Makefile for common tasks
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### 🔧 Changed
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- Rebranded from RD-Agent to Predix for EUR/USD quantitative trading
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- Updated project metadata for PredixAI 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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### 🛡️ 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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- 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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### 📦 Dependencies
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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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### 🙏 Acknowledgments
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- Built on Microsoft RD-Agent framework (MIT License)
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- Inspired by TradingAgents (Apache 2.0 License)
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- Concepts from ai-hedge-fund
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---
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## [Unreleased]
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## Historical Changes (from RD-Agent upstream)
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For earlier changes inherited from the RD-Agent project, see the [upstream changelog](https://github.com/microsoft/RD-Agent/blob/main/CHANGELOG.md).
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