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TPTBusiness
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Connect Protection Manager, Results Database, model_loader, and Technical Indicators to the main fin_quant trading loop. P0 - CRITICAL INTEGRATIONS: 1. PROTECTION MANAGER in factor_runner.py - Automatic protection check after every backtest - Factors with >15% drawdown are rejected - Cooldown, stoploss guard, low performance filters active - Error handling: workflow continues if protection fails 2. RESULTS DATABASE in quant.py - Auto-save experiment results to SQLite after each loop - Stores: IC, Sharpe, Max DD, Annualized Return, Win Rate - Queryable via ResultsDatabase API - Error handling: warning logged, workflow continues P1 - IMPORTANT INTEGRATIONS: 3. MODEL LOADER in model_coder.py - Loads models/local/ as baseline reference for LLM - Transformer, TCN, PatchTST, CNN+LSTM now used as starting point - LLM can improve upon existing models instead of from scratch 4. TECHNICAL INDICATORS in factor_coder.py - RSI, MACD, Bollinger Bands, CCI, ATR available to LLM - Import paths and usage examples in prompts - Better factor generation with professional indicators TESTS (32 new, ALL PASS): - 23 integration tests in test/qlib/test_fin_quant_integration.py - 9 enhanced integration tests in test/integration/test_all_features.py - All 183 tests pass (122 backtesting + 29 qlib + 32 new) Modified files: - rdagent/app/qlib_rd_loop/quant.py: Results Database integration - rdagent/scenarios/qlib/developer/factor_runner.py: Protection Manager - rdagent/scenarios/qlib/developer/model_coder.py: model_loader baseline - rdagent/scenarios/qlib/developer/factor_coder.py: Technical indicators - test/qlib/test_fin_quant_integration.py: NEW - 23 integration tests - test/integration/test_all_features.py: 9 enhanced tests