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Changelog
1.3.3 (2026-04-25)
Bug Fixes
- backtest: replace broken MC permutation test with binomial win-rate test (c38d894)
- factors: detect and correct look-ahead bias in daily-constant factors (eb490a4)
- factors: extend look-ahead rules to session factors and add intraday-factor guidance (c24c100)
- loop: compress old experiment history in proposal prompt to reduce context size (4bf90a9)
- strategies: guard against None IC in acceptance check, disable slow wf_rolling (2197f52)
- strategies: handle None ic/sharpe/dd in rejected strategy log output (ad2ad3a)
1.3.2 (2026-04-23)
Bug Fixes
- strategies: guard against None IC in acceptance check, disable slow wf_rolling (2197f52)
- strategies: handle None ic/sharpe/dd in rejected strategy log output (ad2ad3a)
1.3.1 (2026-04-21)
Bug Fixes
- deps: bump python-dotenv to >=1.2.2 (CVE symlink overwrite) (126ae7d)
1.3.0 (2026-04-21)
Features
- backtest: add rolling walk-forward validation and Monte Carlo trade permutation test (637a94c)
Bug Fixes
- security: resolve all 30 Bandit security alerts (B301, B614, B104) (ce5983d)
1.2.2 (2026-04-19)
Documentation
- claude: auto-merge release-please PR after every push (f500917)
2.2.0 (2026-04-18)
Features
- add Kronos CLI commands, expand tests, document in README (f911081)
- fin_quant: auto-generate Kronos factor before loop start (277063f)
- integrate Kronos-mini OHLCV foundation model (Option A + B) (4ae3b99)
Bug Fixes
- kronos: lazy torch import to fix CI ModuleNotFoundError (ccc1d27)
- kronos: pass actual datetime Series to Kronos predictor timestamps (dc6e7ce)
- kronos: replace rdagent_logger with stdlib logging for CI compatibility (b4558f2)
Performance Improvements
- kronos: batch GPU inference via predict_batch — 75x faster (74611d0)
- kronos: batch GPU inference via predict_batch — 75x faster (2babeb9)
Documentation
- fix duplicate sections, add hardware requirements and data setup guide (6c771b3)
2.1.0 (2026-04-18)
Features
- add daily log rotation, llama health wait, factor auto-fixer, and README updates (4ae4d6f)
- Add GitHub infrastructure, CI/CD pipelines, and examples (a0b5dc4)
- factor-coder: Add critical rules to prevent common factor implementation errors (a1edca8)
- logging: write complete LLM prompts and responses to daily JSONL log (803ef13)
- strategy: Continuous optimization with Optuna parameter injection (4fda5ea)
- unified backtest engine, LLM error handling, strategy refactor (76b9341)
Bug Fixes
- Add critical column name rules to factor generation prompt (3e74410)
- ci: fix closed-source asset check false positives in security workflow (4b83c2b)
- ci: remove CodeQL workflow (conflicts with default setup), drop duplicate lint job (a671361)
- ci: set JAVA_TOOL_OPTIONS UTF-8 in Codacy workflow (e36721c)
- deps: pin aiohttp>=3.13.4 to patch 4 CVEs (81adddc)
- optuna: fix inverted parameter range in Stage 2/3 when signal_bias is negative (eaf885e)
- security: Patch 5 CodeQL path injection and clear-text logging alerts (#22-#25, #9) (d386af9)
- security: Patch 5 CodeQL path injection and weak hashing alerts (#25-#30) (0d4c3b7)
- security: Patch path injection and stack trace exposure (CodeQL #31, #27) (b0b8432)
- security: replace relative_to() with realpath+startswith for CodeQL sanitization (6d70f1e)
- security: resolve CodeQL path-injection alerts in UI data loaders (cced426)
- security: resolve CodeQL path-injection and clear-text-logging alerts (ec50224)
- security: Resolve GitHub Security Scan alerts (6c85ba8)
- security: Upgrade vllm and transformers to patch 4 CVEs (6c9ba91)
- strategy: Fix template variables, APIBackend import, and JSON extraction (8220faa)
- strategy: Re-evaluate Optuna-optimized strategies with full OHLCV backtest (026edce)