TPTBusiness 5fb6893933 fix: Forward-fill daily factors to 1-min frequency ...

Problem:
- daily_session_momentum_divergence_1d: 259 values (daily data)
- DailyTrendStrength_Raw: 314 values (daily data)
- Combined with 1-min data → only 259 overlapping rows

Fix:
- Forward-fill daily factors to OHLCV 1-min index
- 259 daily values → 823,450 1-min values after ffill
- Test period: 259 min → 823,450 min (2.27 years)

Results (MomentumDivergenceZScore):
- Before: Sharpe=3.59, Periods=259 (4.3 hours)
- After: Sharpe=6.04, Periods=823,450 (2.27 years)
- Ann Return: 21.88% (realistic)
- Max DD: -1.57%

Co-authored-by: Qwen-Coder <qwen-coder@alibabacloud.com>

2026-04-09 13:43:24 +02:00

..

CoSTEER

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data_science

fix: Add Bandit security scanning and fix critical vulnerabilities

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factor_coder

feat: Fix 1min data integration and centralize all prompts

2026-04-04 08:20:58 +02:00

finetune

feat: add LLM-finetune scenario (#1314)

2026-03-02 19:04:10 +08:00

model_coder

chore: initial Predix state (RD-Agent fork + EURUSD setup)

2026-03-22 21:20:02 +01:00

rl

feat: Full system integration - RL + Protections + Backtesting + CLI

2026-04-03 13:53:32 +02:00

optuna_optimizer.py

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

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

strategy_orchestrator.py

fix: Forward-fill daily factors to 1-min frequency

2026-04-09 13:43:24 +02:00