Files
NexQuant/rdagent
TPTBusiness 6ee6c5210d feat(strategy): Continuous optimization with Optuna parameter injection
- Optuna now runs for ALL strategies (accepted AND rejected)
- Fix critical bug: Optuna parameters are now injected into LLM-generated
  code via regex patching (entry_thresh, exit_thresh, window, signal_window)
  Previously all 30 trials executed identical code producing the same Sharpe
- Add continuous optimization loop (--max-iterations) for repeated
  strategy generation and optimization cycles
- Improve prompt v5 with better IC-inversion examples and realistic
  code templates
- Expand Optuna search space: zscore_window, signal_bias, max_hold_bars
- CLI: add --continuous, --max-iterations, --optuna-trials flags
- Show best strategy with optimized parameters in summary output
2026-04-12 20:06:13 +02:00
..
2026-03-18 14:04:52 +08:00