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TPTBusiness
3d2872c2fc
- Add vbt_backtest.py as single source of truth for all metric formulas (Sharpe, drawdown, IC, transaction costs) — backtest_engine.py and strategy_orchestrator.py now delegate to it - Add LLMUnavailableError to exception.py; rd_loop.py catches it at the proposal stage and raises LoopResumeError to avoid corrupting trace history with None hypotheses - Guard record() against None exp/hypothesis so loop resets leave trace.hist in a consistent state - Refactor strategy_orchestrator and optuna_optimizer to use unified backtest path; remove duplicate metric calculation code - Add predix_rebacktest_unified.py script for offline re-evaluation - Update tests and README Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
91 lines
2.2 KiB
Python
91 lines
2.2 KiB
Python
class WorkflowError(Exception):
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"""
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Exception indicating an error that the current loop cannot handle, preventing further progress.
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"""
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class LLMUnavailableError(RuntimeError):
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"""
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Raised when the LLM backend fails to respond after all retries.
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Registered as skip_loop_error in QuantRDLoop so a transient LLM outage
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skips the current loop iteration instead of killing the whole process.
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"""
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class FormatError(WorkflowError):
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"""
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After multiple attempts, we are unable to obtain the answer in the correct format to proceed.
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"""
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class CodeBlockParseError(FormatError):
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"""Raised when code block extraction fails after all strategies."""
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def __init__(self, message: str, content: str, language: str) -> None:
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self.message = message
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self.content = content
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self.language = language
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super().__init__(message)
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class CoderError(WorkflowError):
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"""
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Exceptions raised when Implementing and running code.
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- start: FactorTask => FactorGenerator
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- end: Get dataframe after execution
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The more detailed evaluation in dataframe values are managed by the evaluator.
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"""
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# NOTE: it corresponds to the error of **component**
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caused_by_timeout: bool = False # whether the error is caused by timeout
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class CodeFormatError(CoderError):
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"""
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The generated code is not found due format error.
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"""
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class CustomRuntimeError(CoderError):
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"""
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The generated code fail to execute the script.
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"""
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class NoOutputError(CoderError):
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"""
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The code fail to generate output file.
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"""
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class RunnerError(Exception):
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"""
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Exceptions raised when running the code output.
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"""
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# NOTE: it corresponds to the error of whole **project**
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FactorEmptyError = CoderError # Exceptions raised when no factor is generated correctly
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ModelEmptyError = CoderError # Exceptions raised when no model is generated correctly
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class KaggleError(Exception):
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"""
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Exceptions raised when calling Kaggle API
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"""
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class PolicyError(Exception):
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"""
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Exceptions raised due to content management policy
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"""
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class EvaluatorDidNotTerminateError(RuntimeError):
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"""
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Evaluator generator did not terminate with a final Feedback.
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"""
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