From b76eb47330ec0aa7e43b5e0575fd0da20d80e883 Mon Sep 17 00:00:00 2001 From: Claude Date: Mon, 26 Jan 2026 01:04:10 +0000 Subject: [PATCH 01/22] Fix bare except clause in coordinator_agent.py Replace generic `except:` with specific `except json.JSONDecodeError:` to improve error handling and satisfy flake8-bandit security linting. --- quantcoder/agents/coordinator_agent.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/quantcoder/agents/coordinator_agent.py b/quantcoder/agents/coordinator_agent.py index e773d3f..25cb28d 100644 --- a/quantcoder/agents/coordinator_agent.py +++ b/quantcoder/agents/coordinator_agent.py @@ -132,7 +132,7 @@ async def _create_execution_plan( import json try: plan = json.loads(response) - except: + except json.JSONDecodeError: # Fallback to default plan plan = { "components": { From 5543f79c35a1fea605eec90f3cca69ad2239982f Mon Sep 17 00:00:00 2001 From: "copilot-swe-agent[bot]" <198982749+Copilot@users.noreply.github.com> Date: Mon, 26 Jan 2026 01:40:18 +0000 Subject: [PATCH 02/22] Initial plan From 61e824aa220bc0eb6ff5f0ac1c290331f2eaf286 Mon Sep 17 00:00:00 2001 From: "copilot-swe-agent[bot]" <198982749+Copilot@users.noreply.github.com> Date: Mon, 26 Jan 2026 01:43:31 +0000 Subject: [PATCH 03/22] Set gamma as default branch in documentation and CI Co-authored-by: SL-Mar <126812704+SL-Mar@users.noreply.github.com> --- .git-branches-guide.md | 8 ++--- .github/workflows/ci.yml | 4 +-- README.md | 4 +-- docs/BRANCH_VERSION_MAP.md | 12 +++---- docs/VERSION_COMPARISON.md | 73 +++++++++++++++++++------------------- 5 files changed, 50 insertions(+), 51 deletions(-) diff --git a/.git-branches-guide.md b/.git-branches-guide.md index 9840d5a..f262a25 100644 --- a/.git-branches-guide.md +++ b/.git-branches-guide.md @@ -3,14 +3,14 @@ ## Quick Switch Commands ```bash -# Switch to stable production (1.0) +# Default branch - Latest development (2.0) ⭐ +git checkout gamma + +# Switch to original stable (1.0) git checkout main # Switch to improved testing (1.1) git checkout beta - -# Switch to cutting edge (2.0) ⭐ -git checkout gamma ``` ## Branch Mapping diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml index 034bf46..cae9005 100644 --- a/.github/workflows/ci.yml +++ b/.github/workflows/ci.yml @@ -2,9 +2,9 @@ name: CI on: push: - branches: [main, master, develop, gamma, beta, "feature/*", "claude/*"] + branches: [gamma, main, master, develop, beta, "feature/*", "claude/*"] pull_request: - branches: [main, master, develop, gamma, beta] + branches: [gamma, main, master, develop, beta] jobs: lint: diff --git a/README.md b/README.md index 9ee6046..00890b8 100644 --- a/README.md +++ b/README.md @@ -6,9 +6,9 @@ > **AI-powered CLI for generating QuantConnect trading algorithms from research articles** -⚠️ **This is the GAMMA branch (2.0.0-alpha.1)** - Cutting edge with autonomous mode & library builder +**This is QuantCoder 2.0 (GAMMA)** - The primary development branch with autonomous mode & library builder -**Looking for stable version?** → [QuantCoder 1.0 (main branch)](https://github.com/SL-Mar/quantcoder-cli/tree/main) +**Want the original stable version?** → [QuantCoder 1.0 (main branch)](https://github.com/SL-Mar/quantcoder-cli/tree/main) **Want improved legacy?** → [QuantCoder 1.1 (beta branch)](https://github.com/SL-Mar/quantcoder-cli/tree/beta) 📖 **[Version Comparison Guide](docs/VERSION_COMPARISON.md)** | **[Branch Map](docs/BRANCH_VERSION_MAP.md)** diff --git a/docs/BRANCH_VERSION_MAP.md b/docs/BRANCH_VERSION_MAP.md index dfbb5b7..7433184 100644 --- a/docs/BRANCH_VERSION_MAP.md +++ b/docs/BRANCH_VERSION_MAP.md @@ -1,16 +1,16 @@ # QuantCoder-CLI Branch & Version Map -**Last Updated**: 2025-01-15 (**RESTRUCTURED**) +**Last Updated**: 2026-01-26 (**DEFAULT BRANCH: GAMMA**) **Repository**: SL-Mar/quantcoder-cli ## ⚡ Quick Reference -After restructuring, QuantCoder now has **3 active branches**: +QuantCoder has **3 active branches** with **gamma as the default**: ``` -main (1.0) → Stable production +gamma (2.0) → Default branch - Latest development ⭐ +main (1.0) → Original stable beta (1.1) → Improved legacy (testing) -gamma (2.0) → Complete rewrite (alpha) ``` --- @@ -19,9 +19,9 @@ gamma (2.0) → Complete rewrite (alpha) | Branch | Version | Package | Status | Use Case | |--------|---------|---------|--------|----------| -| **main** | 1.0.0 | `quantcli` | 🟢 Stable | Production, simple workflows | +| **gamma** ⭐ | 2.0.0-alpha.1 | `quantcoder` | 🚀 Default | Autonomous mode, library builder | +| **main** | 1.0.0 | `quantcli` | 🟢 Legacy Stable | Production, simple workflows | | **beta** | 1.1.0-beta.1 | `quantcli` | 🧪 Testing | Improved legacy, not tested | -| **gamma** | 2.0.0-alpha.1 | `quantcoder` | 🚀 Alpha | Autonomous mode, library builder | **Archived**: `feature/enhanced-help-command`, `revert-3-feature/enhanced-help-command` diff --git a/docs/VERSION_COMPARISON.md b/docs/VERSION_COMPARISON.md index 2e3931a..14695e0 100644 --- a/docs/VERSION_COMPARISON.md +++ b/docs/VERSION_COMPARISON.md @@ -1,6 +1,6 @@ # QuantCoder Version Comparison Guide -**Last Updated:** 2025-01-15 +**Last Updated:** 2026-01-26 (**DEFAULT BRANCH: GAMMA**) **Repository:** SL-Mar/quantcoder-cli This guide helps you choose the right version of QuantCoder for your needs. @@ -10,15 +10,14 @@ This guide helps you choose the right version of QuantCoder for your needs. ## 🎯 Quick Decision Tree ``` -Do you need the latest cutting-edge features? - └─ YES → QuantCoder 2.0 (gamma branch) ⭐ - └─ NO ↓ +Start here → QuantCoder 2.0 (gamma branch - DEFAULT) ⭐ + └─ Want simpler legacy versions? ↓ Do you want improved legacy with testing? └─ YES → QuantCoder 1.1 (beta branch) └─ NO ↓ -Do you need stable, proven production CLI? +Do you need the original stable production CLI? └─ YES → QuantCoder 1.0 (main branch) ``` @@ -28,19 +27,19 @@ Do you need stable, proven production CLI? | Version | Branch | Package | Status | Best For | |---------|--------|---------|--------|----------| -| **1.0** | `main` | `quantcli` | ✅ Stable | Production, simple workflows | +| **2.0** ⭐ | `gamma` | `quantcoder` | 🚀 Default | Latest development, autonomous features | +| **1.0** | `main` | `quantcli` | ✅ Legacy Stable | Original production, simple workflows | | **1.1** | `beta` | `quantcli` | 🧪 Testing | Improved legacy, not yet tested | -| **2.0** | `gamma` | `quantcoder` | 🚀 Alpha | Cutting edge, autonomous features | --- ## 🔍 Detailed Comparison -### QuantCoder 1.0 (Stable) +### QuantCoder 1.0 (Legacy Stable) **Branch:** `main` **Package:** `quantcli` -**Status:** ✅ Production stable +**Status:** ✅ Original production version **First Released:** November 2023 #### Installation @@ -137,11 +136,11 @@ pip install -e . --- -### QuantCoder 2.0 (Alpha) +### QuantCoder 2.0 (Default Branch) -**Branch:** `gamma` +**Branch:** `gamma` (DEFAULT) ⭐ **Package:** `quantcoder` (NEW - different from quantcli!) -**Status:** 🚀 Alpha development +**Status:** 🚀 Primary development branch **Version:** 2.0.0-alpha.1 #### Installation @@ -322,9 +321,16 @@ quantcoder library export ## 🎓 Recommendations -### For Production Use +### For Latest Features (Default) +**→ Use 2.0 (gamma - DEFAULT)** +- Autonomous learning +- Library building +- Multi-agent system +- Cutting edge features + +### For Legacy Production Use **→ Use 1.0 (main)** -- Stable and proven +- Original stable version - Low cost - Simple workflows - Known limitations @@ -336,18 +342,11 @@ quantcoder library export - Security improvements - Help test before release! -### For Advanced Features -**→ Use 2.0 (gamma)** -- Autonomous learning -- Library building -- Multi-agent system -- Cutting edge - ### For Beginners -**→ Start with 1.0, upgrade later** -1. Learn with 1.0 (simple) -2. Try 1.1 (improvements) -3. Explore 2.0 (advanced) +**→ Start with 2.0, explore legacy if needed** +1. Start with 2.0 (default, most features) +2. Try 1.1 or 1.0 if you need simplicity +3. Learn at your own pace --- @@ -407,7 +406,7 @@ pip install -e . - Advanced features → 2.0 ### Q: Is 2.0 production-ready? -**A:** Alpha status - architecture is solid, but testing needed. Use with caution. +**A:** It's the default development branch with solid architecture. While marked as alpha for cautious users, it represents the latest and most advanced features. ### Q: Will 1.0 be maintained? **A:** Yes, as stable legacy version. Critical bugs will be fixed. @@ -419,26 +418,26 @@ pip install -e . **A:** Specify version number in issues: "Bug in 1.0" vs "Bug in 2.0" ### Q: When will 2.0 be stable? -**A:** After testing phase. Help us test to speed this up! +**A:** 2.0 is already the default branch. The version numbering indicates development stage, but it's the primary branch for active development and new features. --- ## 🎯 Summary Table -| Criteria | Choose 1.0 | Choose 1.1 | Choose 2.0 | +| Criteria | Choose 2.0 | Choose 1.1 | Choose 1.0 | |----------|------------|------------|------------| -| Stability needed | ✅ | ⚠️ | ❌ | -| Want latest features | ❌ | ❌ | ✅ | -| Low cost priority | ✅ | ✅ | ❌ | -| Simple workflows | ✅ | ✅ | ❌ | -| Complex workflows | ❌ | ❌ | ✅ | -| Autonomous generation | ❌ | ❌ | ✅ | -| Library building | ❌ | ❌ | ✅ | -| Production use | ✅ | ⚠️ | ⚠️ | +| Default choice | ✅ | ❌ | ❌ | +| Latest features | ✅ | ❌ | ❌ | +| Legacy stability | ⚠️ | ⚠️ | ✅ | +| Simple workflows | ⚠️ | ✅ | ✅ | +| Complex workflows | ✅ | ❌ | ❌ | +| Autonomous generation | ✅ | ❌ | ❌ | +| Library building | ✅ | ❌ | ❌ | +| Active development | ✅ | ⚠️ | ❌ | --- **Need help choosing?** Open an issue with your use case! -**Last Updated:** 2025-01-15 +**Last Updated:** 2026-01-26 (**DEFAULT BRANCH: GAMMA**) **Maintained by:** SL-MAR From f2a95005b97741a5c36f8d02eef3c5ca1ca22adb Mon Sep 17 00:00:00 2001 From: "copilot-swe-agent[bot]" <198982749+Copilot@users.noreply.github.com> Date: Mon, 26 Jan 2026 01:48:24 +0000 Subject: [PATCH 04/22] Initial plan From de9a796e0d5740f23691d497bd2b523ab9a0f1dd Mon Sep 17 00:00:00 2001 From: "copilot-swe-agent[bot]" <198982749+Copilot@users.noreply.github.com> Date: Mon, 26 Jan 2026 01:53:05 +0000 Subject: [PATCH 05/22] Change license to Apache 2.0 and add comprehensive CLI documentation Co-authored-by: SL-Mar <126812704+SL-Mar@users.noreply.github.com> --- LICENSE | 211 +++++++++++++++++++++++--- README.md | 392 ++++++++++++++++++++++++++++++++++++++++++++++++- pyproject.toml | 4 +- 3 files changed, 580 insertions(+), 27 deletions(-) diff --git a/LICENSE b/LICENSE index 45c1a30..bba554b 100644 --- a/LICENSE +++ b/LICENSE @@ -1,21 +1,190 @@ -MIT License - -Copyright (c) 2024 Sebastien M. 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In no event and under no legal theory, + whether in tort (including negligence), contract, or otherwise, + unless required by applicable law (such as deliberate and grossly + negligent acts) or agreed to in writing, shall any Contributor be + liable to You for damages, including any direct, indirect, special, + incidental, or consequential damages of any character arising as a + result of this License or out of the use or inability to use the + Work (including but not limited to damages for loss of goodwill, + work stoppage, computer failure or malfunction, or any and all + other commercial damages or losses), even if such Contributor + has been advised of the possibility of such damages. + + 9. Accepting Warranty or Additional Liability. While redistributing + the Work or Derivative Works thereof, You may choose to offer, + and charge a fee for, acceptance of support, warranty, indemnity, + or other liability obligations and/or rights consistent with this + License. However, in accepting such obligations, You may act only + on Your own behalf and on Your sole responsibility, not on behalf + of any other Contributor, and only if You agree to indemnify, + defend, and hold each Contributor harmless for any liability + incurred by, or claims asserted against, such Contributor by reason + of your accepting any such warranty or additional liability. + + END OF TERMS AND CONDITIONS + + Copyright 2024 Sebastien M. LAIGNEL + + Licensed under the Apache License, Version 2.0 (the "License"); + you may not use this file except in compliance with the License. + You may obtain a copy of the License at + + http://www.apache.org/licenses/LICENSE-2.0 + + Unless required by applicable law or agreed to in writing, software + distributed under the License is distributed on an "AS IS" BASIS, + WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + See the License for the specific language governing permissions and + limitations under the License. diff --git a/README.md b/README.md index 9ee6046..1d45c23 100644 --- a/README.md +++ b/README.md @@ -73,8 +73,22 @@ On first run, you'll be prompted for your OpenAI API key. ## 💡 Usage (v2.0) +QuantCoder offers multiple modes of operation to suit different workflows. + ### Interactive Mode +Launch the interactive chat interface for a conversational experience: + +```bash +# Start interactive mode +quantcoder + +# Or use the short alias +qc +``` + +In interactive mode, you can use natural language or direct commands: + ```bash quantcoder> search "momentum trading strategies" quantcoder> download 1 @@ -82,19 +96,389 @@ quantcoder> summarize 1 quantcoder> generate 1 ``` -### Direct Commands +### Programmatic Mode + +Run commands non-interactively using the `--prompt` flag: + +```bash +quantcoder --prompt "Find articles about mean reversion" +``` + +--- + +## 📖 CLI Commands Reference + +### Core Commands + +#### `search` - Search for Academic Articles + +Search for research articles on CrossRef using keywords. ```bash quantcoder search "algorithmic trading" --num 5 +``` + +**Arguments:** +- `query` - Search query string (required) + +**Options:** +- `--num` - Number of results to return (default: 5) + +**Example:** +```bash +quantcoder search "momentum trading strategies" --num 10 +``` + +--- + +#### `download` - Download Article PDF + +Download a research article PDF by its ID from the search results. + +```bash quantcoder download 1 +``` + +**Arguments:** +- `article_id` - ID of the article from search results (required) + +**Example:** +```bash +quantcoder download 3 +``` + +--- + +#### `summarize` - Summarize Article + +Analyze and summarize a downloaded article using AI. + +```bash quantcoder summarize 1 +``` + +**Arguments:** +- `article_id` - ID of the downloaded article (required) + +**Example:** +```bash +quantcoder summarize 1 +``` + +--- + +#### `generate` - Generate QuantConnect Code + +Generate trading algorithm code from a research article. + +```bash quantcoder generate 1 +quantcoder generate 1 --open-in-editor +quantcoder generate 1 --open-in-editor --editor code ``` -### Programmatic Mode +**Arguments:** +- `article_id` - ID of the article to generate code from (required) + +**Options:** +- `--max-attempts` - Maximum refinement attempts (default: 6) +- `--open-in-editor` - Open generated code in editor (default: false) +- `--editor` - Editor to use (e.g., zed, code, vim) +**Example:** ```bash -quantcoder --prompt "Find articles about mean reversion" +quantcoder generate 2 --open-in-editor --editor zed +``` + +--- + +#### `validate` - Validate Algorithm Code + +Validate algorithm code locally and optionally on QuantConnect. + +```bash +quantcoder validate generated_code/algorithm_1.py +quantcoder validate my_algo.py --local-only +``` + +**Arguments:** +- `file_path` - Path to the algorithm file (required) + +**Options:** +- `--local-only` - Only run local syntax check, skip QuantConnect validation + +**Example:** +```bash +quantcoder validate generated_code/algorithm_1.py +``` + +--- + +#### `backtest` - Run Backtest on QuantConnect + +Execute a backtest on QuantConnect with the specified algorithm. + +**Requirements:** Set `QUANTCONNECT_API_KEY` and `QUANTCONNECT_USER_ID` in `~/.quantcoder/.env` + +```bash +quantcoder backtest generated_code/algorithm_1.py +quantcoder backtest my_algo.py --start 2022-01-01 --end 2024-01-01 +``` + +**Arguments:** +- `file_path` - Path to the algorithm file (required) + +**Options:** +- `--start` - Backtest start date in YYYY-MM-DD format (default: 2020-01-01) +- `--end` - Backtest end date in YYYY-MM-DD format (default: 2024-01-01) +- `--name` - Name for the backtest + +**Example:** +```bash +quantcoder backtest my_algo.py --start 2023-01-01 --end 2024-01-01 --name "My Strategy v1" +``` + +--- + +### Autonomous Mode Commands + +Autonomous mode runs continuously, learning from errors and self-improving strategies over time. + +#### `auto start` - Start Autonomous Strategy Generation + +```bash +quantcoder auto start --query "momentum trading" --max-iterations 50 +``` + +**Options:** +- `--query` - Strategy query (e.g., "momentum trading") (required) +- `--max-iterations` - Maximum iterations to run (default: 50) +- `--min-sharpe` - Minimum Sharpe ratio threshold (default: 0.5) +- `--output` - Output directory for strategies +- `--demo` - Run in demo mode (no real API calls) + +**Example:** +```bash +quantcoder auto start --query "mean reversion" --max-iterations 100 --min-sharpe 1.0 +``` + +--- + +#### `auto status` - Show Autonomous Mode Status + +Display statistics and learning progress from autonomous mode. + +```bash +quantcoder auto status +``` + +Shows: +- Total strategies generated +- Success rate +- Average Sharpe ratio +- Common errors and fix rates + +--- + +#### `auto report` - Generate Learning Report + +Generate a comprehensive report from autonomous mode runs. + +```bash +quantcoder auto report --format text +quantcoder auto report --format json +``` + +**Options:** +- `--format` - Report format: text or json (default: text) + +--- + +### Library Builder Commands + +Library builder mode systematically generates strategies across all major categories. + +#### `library build` - Build Strategy Library + +Build a comprehensive library of trading strategies. + +```bash +quantcoder library build --comprehensive --max-hours 24 +quantcoder library build --categories momentum,mean_reversion +``` + +**Options:** +- `--comprehensive` - Build all categories +- `--max-hours` - Maximum build time in hours (default: 24) +- `--output` - Output directory for library +- `--min-sharpe` - Minimum Sharpe ratio threshold (default: 0.5) +- `--categories` - Comma-separated list of categories to build +- `--demo` - Run in demo mode (no real API calls) + +**Example:** +```bash +quantcoder library build --categories momentum,arbitrage --max-hours 12 +``` + +--- + +#### `library status` - Show Library Build Progress + +Display the current progress of library building. + +```bash +quantcoder library status +``` + +--- + +#### `library resume` - Resume Library Build + +Resume an interrupted library build from checkpoint. + +```bash +quantcoder library resume +``` + +--- + +#### `library export` - Export Completed Library + +Export the completed strategy library. + +```bash +quantcoder library export --format zip --output library.zip +quantcoder library export --format json --output library.json +``` + +**Options:** +- `--format` - Export format: zip or json (default: zip) +- `--output` - Output file path + +--- + +### Evolution Mode Commands (AlphaEvolve-Inspired) + +Evolution mode uses LLM-generated variations to optimize trading algorithms through structural changes. + +#### `evolve start` - Start Strategy Evolution + +Evolve a trading algorithm through multiple generations of variations. + +```bash +quantcoder evolve start 1 +quantcoder evolve start 1 --gens 5 +quantcoder evolve start --code algo.py +quantcoder evolve start --resume abc123 +``` + +**Arguments:** +- `article_id` - Article number to evolve (optional if using --code or --resume) + +**Options:** +- `--code` - Path to algorithm file to evolve +- `--resume` - Resume a previous evolution by ID +- `--gens` - Maximum generations to run (default: 10) +- `--variants` - Variants per generation (default: 5) +- `--elite` - Elite pool size (default: 3) +- `--patience` - Stop after N generations without improvement (default: 3) +- `--qc-user` - QuantConnect user ID (or set QC_USER_ID env var) +- `--qc-token` - QuantConnect API token (or set QC_API_TOKEN env var) +- `--qc-project` - QuantConnect project ID (or set QC_PROJECT_ID env var) + +**Example:** +```bash +quantcoder evolve start 1 --gens 20 --variants 10 --qc-user 123456 --qc-token abc123 --qc-project 789 +``` + +**Note:** Evolution explores structural variations like: +- Indicator changes (SMA → EMA, adding RSI, etc.) +- Risk management modifications +- Entry/exit logic changes +- Universe selection tweaks + +--- + +#### `evolve list` - List Saved Evolutions + +Show all saved evolution runs with their status and performance. + +```bash +quantcoder evolve list +``` + +--- + +#### `evolve show` - Show Evolution Details + +Display detailed information about a specific evolution. + +```bash +quantcoder evolve show abc123 +``` + +**Arguments:** +- `evolution_id` - The evolution ID to show (required) + +--- + +#### `evolve export` - Export Best Algorithm + +Export the best algorithm from an evolution run. + +```bash +quantcoder evolve export abc123 +quantcoder evolve export abc123 --output my_best_algo.py +``` + +**Arguments:** +- `evolution_id` - The evolution ID to export from (required) + +**Options:** +- `--output` - Output file path + +--- + +### Utility Commands + +#### `config-show` - Show Current Configuration + +Display the current QuantCoder configuration. + +```bash +quantcoder config-show +``` + +Shows: +- Model configuration (provider, model, temperature, max tokens) +- UI configuration (theme, auto-approve, token usage display) +- Tools configuration (directories, enabled tools) +- Paths (home directory, config file) + +--- + +#### `version` - Show Version Information + +Display the current version of QuantCoder. + +```bash +quantcoder version +``` + +--- + +### Global Options + +These options can be used with any command: + +- `--verbose` or `-v` - Enable verbose logging +- `--config` - Path to custom config file +- `--prompt` or `-p` - Run in non-interactive mode with a prompt + +**Example:** +```bash +quantcoder --verbose search "algorithmic trading" +quantcoder --config my_config.toml generate 1 ``` --- @@ -119,6 +503,6 @@ The folder 'Strategies and publications' contains articles and trading strategie ## 📜 License -This project is licensed under the MIT License. See the [LICENSE](LICENSE) file for details. +This project is licensed under the Apache License 2.0. See the [LICENSE](LICENSE) file for details. diff --git a/pyproject.toml b/pyproject.toml index 5f9968f..172ffa3 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -8,7 +8,7 @@ version = "2.1.0-alpha.1" description = "A modern CLI coding assistant for generating QuantConnect trading algorithms from research articles with AlphaEvolve-inspired evolution" readme = "README.md" requires-python = ">=3.10" -license = {text = "MIT"} +license = {text = "Apache-2.0"} authors = [ {name = "SL-MAR", email = "smr.laignel@gmail.com"} ] @@ -19,7 +19,7 @@ classifiers = [ "Programming Language :: Python :: 3.10", "Programming Language :: Python :: 3.11", "Programming Language :: Python :: 3.12", - "License :: OSI Approved :: MIT License", + "License :: OSI Approved :: Apache Software License", "Operating System :: OS Independent", "Intended Audience :: Financial and Insurance Industry", "Topic :: Office/Business :: Financial :: Investment", From d852d2e3f9a9b3263a129ad69f3991e515430bad Mon Sep 17 00:00:00 2001 From: "copilot-swe-agent[bot]" <198982749+Copilot@users.noreply.github.com> Date: Mon, 26 Jan 2026 02:03:39 +0000 Subject: [PATCH 06/22] Initial plan From 0b6dac7df857bbed092e192058e8379225647d6e Mon Sep 17 00:00:00 2001 From: "copilot-swe-agent[bot]" <198982749+Copilot@users.noreply.github.com> Date: Mon, 26 Jan 2026 02:05:15 +0000 Subject: [PATCH 07/22] Update license references from MIT to Apache 2.0 Co-authored-by: SL-Mar <126812704+SL-Mar@users.noreply.github.com> --- README_v2.md | 2 +- docs/NEW_FEATURES_V4.md | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/README_v2.md b/README_v2.md index 0a7c823..4866857 100644 --- a/README_v2.md +++ b/README_v2.md @@ -333,7 +333,7 @@ We welcome contributions! To contribute: ## 📄 License -This project is licensed under the MIT License. See the [LICENSE](LICENSE) file for details. +This project is licensed under the Apache License 2.0. See the [LICENSE](LICENSE) file for details. --- diff --git a/docs/NEW_FEATURES_V4.md b/docs/NEW_FEATURES_V4.md index b9692c3..9fca9fc 100644 --- a/docs/NEW_FEATURES_V4.md +++ b/docs/NEW_FEATURES_V4.md @@ -420,7 +420,7 @@ Report issues at: https://github.com/YOUR_ORG/quantcoder-cli/issues ## License -MIT License - See LICENSE file +Apache License 2.0 - See LICENSE file --- From 1b3aff3221b7863bd72726530272272942df9ed1 Mon Sep 17 00:00:00 2001 From: "copilot-swe-agent[bot]" <198982749+Copilot@users.noreply.github.com> Date: Mon, 26 Jan 2026 02:11:52 +0000 Subject: [PATCH 08/22] Initial plan From 2417823703ebdc9ed38affcb21d272b8bc1821d3 Mon Sep 17 00:00:00 2001 From: "copilot-swe-agent[bot]" <198982749+Copilot@users.noreply.github.com> Date: Mon, 26 Jan 2026 02:17:18 +0000 Subject: [PATCH 09/22] Initial plan From bcd7c1785bc8a280aff5aadb28d7ffb8241d22b5 Mon Sep 17 00:00:00 2001 From: "copilot-swe-agent[bot]" <198982749+Copilot@users.noreply.github.com> Date: Mon, 26 Jan 2026 02:22:04 +0000 Subject: [PATCH 10/22] Initial plan From d55101a18aaa7afe2b66003699e2b2bf57c1f9e5 Mon Sep 17 00:00:00 2001 From: "copilot-swe-agent[bot]" <198982749+Copilot@users.noreply.github.com> Date: Mon, 26 Jan 2026 02:23:48 +0000 Subject: [PATCH 11/22] Remove legacy references from README.md Co-authored-by: SL-Mar <126812704+SL-Mar@users.noreply.github.com> --- README.md | 13 ------------- 1 file changed, 13 deletions(-) diff --git a/README.md b/README.md index fae1d1c..60fbd57 100644 --- a/README.md +++ b/README.md @@ -9,7 +9,6 @@ **This is QuantCoder 2.0 (GAMMA)** - The primary development branch with autonomous mode & library builder **Want the original stable version?** → [QuantCoder 1.0 (main branch)](https://github.com/SL-Mar/quantcoder-cli/tree/main) -**Want improved legacy?** → [QuantCoder 1.1 (beta branch)](https://github.com/SL-Mar/quantcoder-cli/tree/beta) 📖 **[Version Comparison Guide](docs/VERSION_COMPARISON.md)** | **[Branch Map](docs/BRANCH_VERSION_MAP.md)** @@ -483,18 +482,6 @@ quantcoder --config my_config.toml generate 1 --- -## 📚 Legacy Version (v0.3) - -For the original version with OpenAI SDK v0.28: - -```bash -git checkout quantcoder-legacy -``` - -See legacy documentation for setup instructions. - ---- - ## 📁 Articles and Strategies The folder 'Strategies and publications' contains articles and trading strategies generated using this CLI tool. These strategies may have been manually refined or enhanced using LLM-based methods. Use them at your own discretion — conduct thorough research and validate before live use. From fbfff0565d39f8f0d229ff7885aa8aaf7f01686b Mon Sep 17 00:00:00 2001 From: Claude Date: Mon, 26 Jan 2026 11:13:38 +0000 Subject: [PATCH 12/22] Add branch and tag cleanup script Script to fix branch/tag mismatch: - Resets main to restored beta content (v1.0.0) - Updates gamma with v2.0.0 and testing warning - Creates proper version tags (v1.0.0, v1.1.0, v2.0.0) - Deletes deprecated v0.x tags --- fix-branches-and-tags.sh | 68 ++++++++++++++++++++++++++++++++++++++++ 1 file changed, 68 insertions(+) create mode 100755 fix-branches-and-tags.sh diff --git a/fix-branches-and-tags.sh b/fix-branches-and-tags.sh new file mode 100755 index 0000000..3052a46 --- /dev/null +++ b/fix-branches-and-tags.sh @@ -0,0 +1,68 @@ +#!/bin/bash +# Branch and Tag Cleanup Script +# This script will: +# 1. Reset main to the restored beta content (with stability warning) +# 2. Merge the v2.0.0 update into gamma (with testing warning) +# 3. Create proper version tags (v1.0.0, v1.1.0, v2.0.0) +# 4. Delete deprecated v0.x tags + +set -e # Exit on error + +echo "==============================================" +echo "QuantCoder Branch & Tag Cleanup" +echo "==============================================" +echo "" + +# Step 1: Reset main branch +echo "[1/4] Resetting main branch to restored beta content..." +git fetch origin +git checkout main +git reset --hard origin/claude/restore-main-v1.0.0-fR2Y1 +git push --force origin main +echo "✓ Main branch reset complete" +echo "" + +# Step 2: Update gamma branch +echo "[2/4] Updating gamma branch with v2.0.0 changes..." +git checkout gamma +git merge origin/claude/update-gamma-v2.0.0-fR2Y1 -m "Update to v2.0.0 and add testing warning" +git push origin gamma +echo "✓ Gamma branch updated" +echo "" + +# Step 3: Create new tags +echo "[3/4] Creating version tags..." +git tag -d v1.0.0 2>/dev/null || true +git tag -d v1.1.0 2>/dev/null || true +git tag -d v2.0.0 2>/dev/null || true + +git tag v1.0.0 main -m "v1.0.0 - Legacy stable (restored from beta)" +git tag v1.1.0 origin/beta -m "v1.1.0 - Legacy development branch" +git tag v2.0.0 gamma -m "v2.0.0 - New architecture (complete rewrite)" + +git push origin v1.0.0 v1.1.0 v2.0.0 --force +echo "✓ Tags created: v1.0.0, v1.1.0, v2.0.0" +echo "" + +# Step 4: Delete old tags +echo "[4/4] Deleting deprecated v0.x tags..." +git tag -d v0.1 v0.2 v0.3 2>/dev/null || true +git push origin --delete v0.1 v0.2 v0.3 2>/dev/null || echo "Some remote tags may already be deleted" +echo "✓ Old tags deleted" +echo "" + +echo "==============================================" +echo "COMPLETE! New structure:" +echo "==============================================" +echo "" +echo "Branches:" +echo " main -> v1.0.0 (legacy stable, quantcli)" +echo " beta -> v1.1.0 (legacy dev, quantcli)" +echo " gamma -> v2.0.0 (new architecture, quantcoder)" +echo "" +echo "Tags:" +echo " v1.0.0 -> main" +echo " v1.1.0 -> beta" +echo " v2.0.0 -> gamma" +echo "" +echo "Old tags v0.1, v0.2, v0.3 have been removed." From 02ecf61ab781a5a50817431159471e47358d7bbd Mon Sep 17 00:00:00 2001 From: Claude Date: Mon, 26 Jan 2026 15:30:52 +0000 Subject: [PATCH 13/22] Add integration tests, strengthen CI gates, add contribution guidelines - Add comprehensive CLI integration tests with smoke tests and mocked workflows - Fix pip-audit to fail on vulnerabilities (remove || true) - Add coverage threshold (50%) and update codecov action - Add separate integration test job in CI - Add CONTRIBUTING.md with development setup and coding standards --- .github/workflows/ci.yml | 33 ++- CONTRIBUTING.md | 248 +++++++++++++++++ tests/test_integration.py | 561 ++++++++++++++++++++++++++++++++++++++ 3 files changed, 838 insertions(+), 4 deletions(-) create mode 100644 CONTRIBUTING.md create mode 100644 tests/test_integration.py diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml index cae9005..f24a4c3 100644 --- a/.github/workflows/ci.yml +++ b/.github/workflows/ci.yml @@ -72,14 +72,15 @@ jobs: python -m spacy download en_core_web_sm - name: Run tests - run: pytest tests/ -v --cov=quantcoder --cov-report=xml + run: pytest tests/ -v --cov=quantcoder --cov-report=xml --cov-report=term --cov-fail-under=50 - name: Upload coverage - uses: codecov/codecov-action@v3 + uses: codecov/codecov-action@v4 if: matrix.python-version == '3.11' with: files: ./coverage.xml - fail_ci_if_error: false + fail_ci_if_error: true + token: ${{ secrets.CODECOV_TOKEN }} security: name: Security Scan @@ -98,7 +99,9 @@ jobs: pip install pip-audit - name: Run pip-audit - run: pip-audit --require-hashes=false || true + run: | + pip install -e ".[dev]" + pip-audit --require-hashes=false --strict secret-scan: name: Secret Scanning @@ -112,3 +115,25 @@ jobs: uses: trufflesecurity/trufflehog@main with: extra_args: --only-verified + + integration: + name: Integration Tests + runs-on: ubuntu-latest + needs: [lint, type-check] + steps: + - uses: actions/checkout@v4 + + - name: Set up Python + uses: actions/setup-python@v5 + with: + python-version: "3.11" + + - name: Install dependencies + run: | + python -m pip install --upgrade pip + pip install -e ".[dev]" + pip install pytest-cov pytest-mock + python -m spacy download en_core_web_sm + + - name: Run integration tests + run: pytest tests/test_integration.py -v -m "integration or not integration" --tb=short diff --git a/CONTRIBUTING.md b/CONTRIBUTING.md new file mode 100644 index 0000000..9604ad8 --- /dev/null +++ b/CONTRIBUTING.md @@ -0,0 +1,248 @@ +# Contributing to QuantCoder CLI + +Thank you for your interest in contributing to QuantCoder CLI! This document provides guidelines and instructions for contributing. + +## Table of Contents + +- [Code of Conduct](#code-of-conduct) +- [Getting Started](#getting-started) +- [Development Setup](#development-setup) +- [Making Changes](#making-changes) +- [Pull Request Process](#pull-request-process) +- [Coding Standards](#coding-standards) +- [Testing](#testing) +- [Documentation](#documentation) + +## Code of Conduct + +This project adheres to the [Contributor Covenant Code of Conduct](CODE_OF_CONDUCT.md). By participating, you are expected to uphold this code. + +## Getting Started + +1. Fork the repository on GitHub +2. Clone your fork locally +3. Set up the development environment +4. Create a branch for your changes +5. Make your changes and test them +6. Submit a pull request + +## Development Setup + +### Prerequisites + +- Python 3.10 or higher +- Git +- A virtual environment tool (venv, conda, etc.) + +### Installation + +```bash +# Clone your fork +git clone https://github.com/YOUR_USERNAME/quantcoder-cli.git +cd quantcoder-cli + +# Create virtual environment +python -m venv venv +source venv/bin/activate # On Windows: venv\Scripts\activate + +# Install in development mode with dev dependencies +pip install -e ".[dev]" + +# Download required spacy model +python -m spacy download en_core_web_sm + +# Verify installation +quantcoder --help +``` + +### Running Tests + +```bash +# Run all tests +pytest tests/ -v + +# Run with coverage +pytest tests/ -v --cov=quantcoder --cov-report=term + +# Run only integration tests +pytest tests/ -v -m integration + +# Run only unit tests (exclude integration) +pytest tests/ -v -m "not integration" +``` + +### Code Quality Tools + +```bash +# Format code with Black +black . + +# Lint with Ruff +ruff check . + +# Type checking with mypy +mypy quantcoder --ignore-missing-imports + +# Security audit +pip-audit --require-hashes=false +``` + +## Making Changes + +### Branch Naming + +Use descriptive branch names: + +- `feature/add-new-indicator` - For new features +- `fix/search-timeout-issue` - For bug fixes +- `docs/update-readme` - For documentation +- `refactor/simplify-agent-logic` - For code refactoring + +### Commit Messages + +Follow conventional commit format: + +``` +type(scope): brief description + +Longer description if needed. + +- Bullet points for multiple changes +- Keep lines under 72 characters +``` + +Types: `feat`, `fix`, `docs`, `style`, `refactor`, `test`, `chore` + +Examples: +``` +feat(cli): add --timeout option to search command +fix(tools): handle network timeout in download tool +docs(readme): update installation instructions +test(integration): add CLI smoke tests +``` + +## Pull Request Process + +1. **Before submitting:** + - Ensure all tests pass: `pytest tests/ -v` + - Run linting: `black . && ruff check .` + - Run type checking: `mypy quantcoder` + - Update documentation if needed + +2. **PR Description:** + - Clearly describe what changes you made + - Reference any related issues + - Include screenshots for UI changes + - List any breaking changes + +3. **Review Process:** + - PRs require at least one approval + - Address all review comments + - Keep PRs focused and reasonably sized + +4. **After Merge:** + - Delete your feature branch + - Update your fork's main branch + +## Coding Standards + +### Python Style + +- Follow [PEP 8](https://pep8.org/) style guide +- Use [Black](https://black.readthedocs.io/) for formatting (line length: 100) +- Use type hints for function signatures +- Write docstrings for public functions and classes + +### Code Organization + +``` +quantcoder/ +├── __init__.py +├── cli.py # CLI entry point +├── config.py # Configuration management +├── chat.py # Interactive chat +├── agents/ # Multi-agent system +├── tools/ # Pluggable tools +├── llm/ # LLM provider abstraction +├── evolver/ # Evolution engine +├── autonomous/ # Autonomous mode +├── library/ # Library builder +└── core/ # Core utilities +``` + +### Error Handling + +- Use specific exception types (not bare `except:`) +- Provide helpful error messages +- Log errors with appropriate severity levels + +### Security + +- Never commit secrets or API keys +- Validate user inputs +- Use parameterized queries/requests +- Follow OWASP guidelines + +## Testing + +### Test Organization + +- Unit tests: `tests/test_*.py` +- Integration tests: `tests/test_integration.py` +- Fixtures: `tests/conftest.py` + +### Writing Tests + +```python +import pytest +from quantcoder.tools import SearchArticlesTool + +class TestSearchTool: + """Tests for the search tool.""" + + def test_search_returns_results(self, mock_config): + """Test that search returns expected results.""" + tool = SearchArticlesTool(mock_config) + result = tool.execute(query="momentum", max_results=5) + assert result.success + assert len(result.data) <= 5 + + @pytest.mark.integration + def test_search_integration(self): + """Integration test with real API (marked for selective running).""" + # This test hits real APIs + pass +``` + +### Test Markers + +- `@pytest.mark.slow` - Long-running tests +- `@pytest.mark.integration` - Integration tests +- Tests without markers run by default + +## Documentation + +### Code Documentation + +- Add docstrings to all public functions/classes +- Use Google-style or NumPy-style docstrings +- Keep documentation up to date with code changes + +### User Documentation + +- Update README.md for user-facing changes +- Add examples for new features +- Document configuration options + +### Architecture Documentation + +- Update ARCHITECTURE.md for structural changes +- Document design decisions in ADRs if significant + +## Questions? + +- Open an issue for questions or discussions +- Tag maintainers for urgent issues +- Check existing issues before creating new ones + +Thank you for contributing to QuantCoder CLI! diff --git a/tests/test_integration.py b/tests/test_integration.py new file mode 100644 index 0000000..8af889c --- /dev/null +++ b/tests/test_integration.py @@ -0,0 +1,561 @@ +"""Integration tests for QuantCoder CLI. + +These tests verify end-to-end functionality of CLI commands with mocked external services. +""" + +import json +import os +import pytest +from pathlib import Path +from unittest.mock import MagicMock, patch +from click.testing import CliRunner + +from quantcoder.cli import main + + +@pytest.fixture +def cli_runner(): + """Create a Click CLI test runner.""" + return CliRunner() + + +@pytest.fixture +def mock_env(tmp_path, monkeypatch): + """Set up mock environment with API keys and temp directories.""" + # Set up environment variables + monkeypatch.setenv("OPENAI_API_KEY", "sk-test-key-12345") + monkeypatch.setenv("ANTHROPIC_API_KEY", "sk-ant-test-12345") + + # Create temp directories + home_dir = tmp_path / ".quantcoder" + home_dir.mkdir() + downloads_dir = tmp_path / "downloads" + downloads_dir.mkdir() + generated_dir = tmp_path / "generated_code" + generated_dir.mkdir() + + return { + "home_dir": home_dir, + "downloads_dir": downloads_dir, + "generated_dir": generated_dir, + "tmp_path": tmp_path, + } + + +# ============================================================================= +# CLI SMOKE TESTS +# ============================================================================= + + +class TestCLISmoke: + """Smoke tests for basic CLI functionality.""" + + def test_help_command(self, cli_runner): + """Test that --help displays usage information.""" + result = cli_runner.invoke(main, ["--help"]) + assert result.exit_code == 0 + assert "QuantCoder" in result.output + assert "AI-powered CLI" in result.output + + def test_version_command(self, cli_runner): + """Test that version command shows version info.""" + with patch("quantcoder.cli.Config") as mock_config_class: + mock_config = MagicMock() + mock_config.api_key = "sk-test-key" + mock_config.load_api_key.return_value = "sk-test-key" + mock_config_class.load.return_value = mock_config + + result = cli_runner.invoke(main, ["version"]) + assert result.exit_code == 0 + assert "QuantCoder" in result.output or "2.0" in result.output + + def test_search_help(self, cli_runner): + """Test that search --help shows search options.""" + result = cli_runner.invoke(main, ["search", "--help"]) + assert result.exit_code == 0 + assert "Search for academic articles" in result.output + assert "--num" in result.output + + def test_download_help(self, cli_runner): + """Test that download --help shows download options.""" + result = cli_runner.invoke(main, ["download", "--help"]) + assert result.exit_code == 0 + assert "Download" in result.output + + def test_summarize_help(self, cli_runner): + """Test that summarize --help shows summarize options.""" + result = cli_runner.invoke(main, ["summarize", "--help"]) + assert result.exit_code == 0 + assert "Summarize" in result.output + + def test_generate_help(self, cli_runner): + """Test that generate --help shows generate options.""" + result = cli_runner.invoke(main, ["generate", "--help"]) + assert result.exit_code == 0 + assert "Generate" in result.output + assert "--max-attempts" in result.output + + def test_validate_help(self, cli_runner): + """Test that validate --help shows validate options.""" + result = cli_runner.invoke(main, ["validate", "--help"]) + assert result.exit_code == 0 + assert "Validate" in result.output + assert "--local-only" in result.output + + def test_backtest_help(self, cli_runner): + """Test that backtest --help shows backtest options.""" + result = cli_runner.invoke(main, ["backtest", "--help"]) + assert result.exit_code == 0 + assert "backtest" in result.output.lower() + assert "--start" in result.output + assert "--end" in result.output + + def test_auto_help(self, cli_runner): + """Test that auto --help shows autonomous mode options.""" + result = cli_runner.invoke(main, ["auto", "--help"]) + assert result.exit_code == 0 + assert "Autonomous" in result.output or "auto" in result.output.lower() + + def test_library_help(self, cli_runner): + """Test that library --help shows library builder options.""" + result = cli_runner.invoke(main, ["library", "--help"]) + assert result.exit_code == 0 + assert "library" in result.output.lower() + + def test_evolve_help(self, cli_runner): + """Test that evolve --help shows evolution options.""" + result = cli_runner.invoke(main, ["evolve", "--help"]) + assert result.exit_code == 0 + assert "evolve" in result.output.lower() or "AlphaEvolve" in result.output + + def test_config_show_help(self, cli_runner): + """Test that config-show --help shows config options.""" + result = cli_runner.invoke(main, ["config-show", "--help"]) + assert result.exit_code == 0 + assert "configuration" in result.output.lower() + + +# ============================================================================= +# SEARCH COMMAND INTEGRATION TESTS +# ============================================================================= + + +class TestSearchCommand: + """Integration tests for the search command.""" + + @pytest.mark.integration + def test_search_with_mocked_api(self, cli_runner): + """Test search command with mocked CrossRef API.""" + mock_articles = [ + { + "title": "Momentum Trading Strategies", + "authors": "John Doe, Jane Smith", + "published": "2023", + "doi": "10.1234/test.001", + }, + { + "title": "Mean Reversion in Financial Markets", + "authors": "Alice Brown", + "published": "2022", + "doi": "10.1234/test.002", + }, + ] + + with patch("quantcoder.cli.Config") as mock_config_class: + mock_config = MagicMock() + mock_config.api_key = "sk-test-key" + mock_config.load_api_key.return_value = "sk-test-key" + mock_config_class.load.return_value = mock_config + + with patch("quantcoder.cli.SearchArticlesTool") as mock_tool_class: + mock_tool = MagicMock() + mock_result = MagicMock() + mock_result.success = True + mock_result.message = "Found 2 articles" + mock_result.data = mock_articles + mock_tool.execute.return_value = mock_result + mock_tool_class.return_value = mock_tool + + result = cli_runner.invoke(main, ["search", "momentum trading", "--num", "2"]) + + assert result.exit_code == 0 + assert "Found 2 articles" in result.output or "Momentum" in result.output + + @pytest.mark.integration + def test_search_no_results(self, cli_runner): + """Test search command when no results found.""" + with patch("quantcoder.cli.Config") as mock_config_class: + mock_config = MagicMock() + mock_config.api_key = "sk-test-key" + mock_config.load_api_key.return_value = "sk-test-key" + mock_config_class.load.return_value = mock_config + + with patch("quantcoder.cli.SearchArticlesTool") as mock_tool_class: + mock_tool = MagicMock() + mock_result = MagicMock() + mock_result.success = False + mock_result.error = "No articles found" + mock_tool.execute.return_value = mock_result + mock_tool_class.return_value = mock_tool + + result = cli_runner.invoke(main, ["search", "nonexistent topic xyz"]) + + assert "No articles found" in result.output or result.exit_code == 0 + + +# ============================================================================= +# GENERATE COMMAND INTEGRATION TESTS +# ============================================================================= + + +class TestGenerateCommand: + """Integration tests for the generate command.""" + + @pytest.mark.integration + def test_generate_with_mocked_llm(self, cli_runner): + """Test generate command with mocked LLM response.""" + mock_code = ''' +from AlgorithmImports import * + +class TestStrategy(QCAlgorithm): + def Initialize(self): + self.SetStartDate(2020, 1, 1) + self.SetCash(100000) + self.AddEquity("SPY", Resolution.Daily) + + def OnData(self, data): + if not self.Portfolio.Invested: + self.SetHoldings("SPY", 1.0) +''' + + with patch("quantcoder.cli.Config") as mock_config_class: + mock_config = MagicMock() + mock_config.api_key = "sk-test-key" + mock_config.load_api_key.return_value = "sk-test-key" + mock_config_class.load.return_value = mock_config + + with patch("quantcoder.cli.GenerateCodeTool") as mock_tool_class: + mock_tool = MagicMock() + mock_result = MagicMock() + mock_result.success = True + mock_result.message = "Generated algorithm successfully" + mock_result.data = { + "code": mock_code, + "summary": "A simple buy and hold strategy", + "path": "/tmp/algorithm_1.py", + } + mock_tool.execute.return_value = mock_result + mock_tool_class.return_value = mock_tool + + result = cli_runner.invoke(main, ["generate", "1"]) + + assert result.exit_code == 0 + assert "Generated" in result.output or "TestStrategy" in result.output + + +# ============================================================================= +# VALIDATE COMMAND INTEGRATION TESTS +# ============================================================================= + + +class TestValidateCommand: + """Integration tests for the validate command.""" + + @pytest.mark.integration + def test_validate_valid_code(self, cli_runner, tmp_path): + """Test validate command with valid Python code.""" + # Create a temporary file with valid code + code_file = tmp_path / "test_algo.py" + code_file.write_text(''' +from AlgorithmImports import * + +class TestStrategy(QCAlgorithm): + def Initialize(self): + self.SetStartDate(2020, 1, 1) + self.SetCash(100000) + + def OnData(self, data): + pass +''') + + with patch("quantcoder.cli.Config") as mock_config_class: + mock_config = MagicMock() + mock_config.api_key = "sk-test-key" + mock_config.load_api_key.return_value = "sk-test-key" + mock_config_class.load.return_value = mock_config + + with patch("quantcoder.cli.ValidateCodeTool") as mock_tool_class: + mock_tool = MagicMock() + mock_result = MagicMock() + mock_result.success = True + mock_result.message = "Code is valid" + mock_result.data = {"warnings": []} + mock_tool.execute.return_value = mock_result + mock_tool_class.return_value = mock_tool + + result = cli_runner.invoke(main, ["validate", str(code_file), "--local-only"]) + + assert result.exit_code == 0 + assert "valid" in result.output.lower() or "✓" in result.output + + @pytest.mark.integration + def test_validate_invalid_code(self, cli_runner, tmp_path): + """Test validate command with invalid Python code.""" + # Create a temporary file with invalid code + code_file = tmp_path / "invalid_algo.py" + code_file.write_text(''' +def broken_function( + # Missing closing parenthesis +''') + + with patch("quantcoder.cli.Config") as mock_config_class: + mock_config = MagicMock() + mock_config.api_key = "sk-test-key" + mock_config.load_api_key.return_value = "sk-test-key" + mock_config_class.load.return_value = mock_config + + with patch("quantcoder.cli.ValidateCodeTool") as mock_tool_class: + mock_tool = MagicMock() + mock_result = MagicMock() + mock_result.success = False + mock_result.error = "Syntax error in code" + mock_result.data = {"errors": ["SyntaxError: unexpected EOF"]} + mock_tool.execute.return_value = mock_result + mock_tool_class.return_value = mock_tool + + result = cli_runner.invoke(main, ["validate", str(code_file), "--local-only"]) + + assert "error" in result.output.lower() or "✗" in result.output + + +# ============================================================================= +# AUTO (AUTONOMOUS) COMMAND INTEGRATION TESTS +# ============================================================================= + + +class TestAutoCommand: + """Integration tests for the autonomous mode commands.""" + + def test_auto_start_help(self, cli_runner): + """Test auto start --help shows options.""" + result = cli_runner.invoke(main, ["auto", "start", "--help"]) + assert result.exit_code == 0 + assert "--query" in result.output + assert "--max-iterations" in result.output + assert "--demo" in result.output + + def test_auto_status_help(self, cli_runner): + """Test auto status --help shows options.""" + result = cli_runner.invoke(main, ["auto", "status", "--help"]) + assert result.exit_code == 0 + + def test_auto_report_help(self, cli_runner): + """Test auto report --help shows options.""" + result = cli_runner.invoke(main, ["auto", "report", "--help"]) + assert result.exit_code == 0 + assert "--format" in result.output + + +# ============================================================================= +# LIBRARY COMMAND INTEGRATION TESTS +# ============================================================================= + + +class TestLibraryCommand: + """Integration tests for the library builder commands.""" + + def test_library_build_help(self, cli_runner): + """Test library build --help shows options.""" + result = cli_runner.invoke(main, ["library", "build", "--help"]) + assert result.exit_code == 0 + assert "--comprehensive" in result.output + assert "--max-hours" in result.output + assert "--demo" in result.output + + def test_library_status_help(self, cli_runner): + """Test library status --help shows options.""" + result = cli_runner.invoke(main, ["library", "status", "--help"]) + assert result.exit_code == 0 + + def test_library_export_help(self, cli_runner): + """Test library export --help shows options.""" + result = cli_runner.invoke(main, ["library", "export", "--help"]) + assert result.exit_code == 0 + assert "--format" in result.output + + +# ============================================================================= +# EVOLVE COMMAND INTEGRATION TESTS +# ============================================================================= + + +class TestEvolveCommand: + """Integration tests for the evolve commands.""" + + def test_evolve_start_help(self, cli_runner): + """Test evolve start --help shows options.""" + result = cli_runner.invoke(main, ["evolve", "start", "--help"]) + assert result.exit_code == 0 + assert "--gens" in result.output or "--max_generations" in result.output or "generations" in result.output.lower() + + def test_evolve_list_help(self, cli_runner): + """Test evolve list --help shows options.""" + result = cli_runner.invoke(main, ["evolve", "list", "--help"]) + assert result.exit_code == 0 + + def test_evolve_show_help(self, cli_runner): + """Test evolve show --help shows options.""" + result = cli_runner.invoke(main, ["evolve", "show", "--help"]) + assert result.exit_code == 0 + assert "EVOLUTION_ID" in result.output + + def test_evolve_export_help(self, cli_runner): + """Test evolve export --help shows options.""" + result = cli_runner.invoke(main, ["evolve", "export", "--help"]) + assert result.exit_code == 0 + assert "--output" in result.output + + +# ============================================================================= +# END-TO-END WORKFLOW TESTS +# ============================================================================= + + +class TestEndToEndWorkflow: + """Tests for complete workflows with mocked external services.""" + + @pytest.mark.integration + def test_search_to_generate_workflow(self, cli_runner, tmp_path): + """Test the search -> download -> summarize -> generate workflow.""" + # Mock search results + mock_articles = [ + { + "title": "RSI Momentum Strategy", + "authors": "Test Author", + "published": "2023", + "doi": "10.1234/test.001", + } + ] + + # Mock article summary + mock_summary = "This paper describes an RSI-based momentum strategy." + + # Mock generated code + mock_code = ''' +from AlgorithmImports import * + +class RSIMomentumStrategy(QCAlgorithm): + def Initialize(self): + self.SetStartDate(2020, 1, 1) + self.SetCash(100000) + self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol + self.rsi = self.RSI(self.symbol, 14) + + def OnData(self, data): + if self.rsi.Current.Value < 30: + self.SetHoldings(self.symbol, 1.0) + elif self.rsi.Current.Value > 70: + self.Liquidate() +''' + + with patch("quantcoder.cli.Config") as mock_config_class: + mock_config = MagicMock() + mock_config.api_key = "sk-test-key" + mock_config.load_api_key.return_value = "sk-test-key" + mock_config_class.load.return_value = mock_config + + # Step 1: Search + with patch("quantcoder.cli.SearchArticlesTool") as mock_search: + mock_tool = MagicMock() + mock_result = MagicMock() + mock_result.success = True + mock_result.message = "Found 1 article" + mock_result.data = mock_articles + mock_tool.execute.return_value = mock_result + mock_search.return_value = mock_tool + + result = cli_runner.invoke(main, ["search", "RSI momentum"]) + assert result.exit_code == 0 + + # Step 2: Generate (skipping download/summarize for brevity) + with patch("quantcoder.cli.GenerateCodeTool") as mock_generate: + mock_tool = MagicMock() + mock_result = MagicMock() + mock_result.success = True + mock_result.message = "Generated algorithm" + mock_result.data = { + "code": mock_code, + "summary": mock_summary, + "path": str(tmp_path / "algorithm_1.py"), + } + mock_tool.execute.return_value = mock_result + mock_generate.return_value = mock_tool + + result = cli_runner.invoke(main, ["generate", "1"]) + assert result.exit_code == 0 + + +# ============================================================================= +# ERROR HANDLING TESTS +# ============================================================================= + + +class TestErrorHandling: + """Tests for error handling scenarios.""" + + @pytest.mark.integration + def test_missing_api_key_graceful_error(self, cli_runner, monkeypatch): + """Test that missing API key produces a helpful error message.""" + monkeypatch.delenv("OPENAI_API_KEY", raising=False) + + with patch("quantcoder.cli.Config") as mock_config_class: + mock_config = MagicMock() + mock_config.api_key = None + mock_config.load_api_key.return_value = None + mock_config_class.load.return_value = mock_config + + # The CLI should prompt for API key or show an error + result = cli_runner.invoke(main, ["search", "test"], input="\n") + # Either prompts for key or shows error - both are acceptable + assert result.exit_code in [0, 1] + + @pytest.mark.integration + def test_network_error_handling(self, cli_runner): + """Test handling of network errors.""" + with patch("quantcoder.cli.Config") as mock_config_class: + mock_config = MagicMock() + mock_config.api_key = "sk-test-key" + mock_config.load_api_key.return_value = "sk-test-key" + mock_config_class.load.return_value = mock_config + + with patch("quantcoder.cli.SearchArticlesTool") as mock_tool_class: + mock_tool = MagicMock() + mock_result = MagicMock() + mock_result.success = False + mock_result.error = "Network error: Connection timeout" + mock_tool.execute.return_value = mock_result + mock_tool_class.return_value = mock_tool + + result = cli_runner.invoke(main, ["search", "test query"]) + + assert "error" in result.output.lower() or "timeout" in result.output.lower() + + def test_invalid_article_id(self, cli_runner): + """Test handling of invalid article ID.""" + with patch("quantcoder.cli.Config") as mock_config_class: + mock_config = MagicMock() + mock_config.api_key = "sk-test-key" + mock_config.load_api_key.return_value = "sk-test-key" + mock_config_class.load.return_value = mock_config + + with patch("quantcoder.cli.DownloadArticleTool") as mock_tool_class: + mock_tool = MagicMock() + mock_result = MagicMock() + mock_result.success = False + mock_result.error = "Article not found" + mock_tool.execute.return_value = mock_result + mock_tool_class.return_value = mock_tool + + result = cli_runner.invoke(main, ["download", "999"]) + + assert "not found" in result.output.lower() or "error" in result.output.lower() or "✗" in result.output From 08a6e6939e02a60a2a25e35cf2e8e1f22e5ac3f3 Mon Sep 17 00:00:00 2001 From: Claude Date: Mon, 26 Jan 2026 16:23:10 +0000 Subject: [PATCH 14/22] Add reproducible builds, LLM provider extras, and HTTP retry/caching - Add requirements-lock.txt with pinned versions for reproducible builds - Add optional extras for LLM providers (openai, anthropic, mistral, all-llm) - Add http_utils.py with retry logic (exponential backoff) and response caching - Update article_tools.py to use new HTTP utilities for better reliability - Simplify code of conduct section in CONTRIBUTING.md --- CONTRIBUTING.md | 2 +- pyproject.toml | 11 ++ quantcoder/core/http_utils.py | 303 ++++++++++++++++++++++++++++++ quantcoder/tools/article_tools.py | 46 +++-- requirements-lock.txt | 50 +++++ 5 files changed, 394 insertions(+), 18 deletions(-) create mode 100644 quantcoder/core/http_utils.py create mode 100644 requirements-lock.txt diff --git a/CONTRIBUTING.md b/CONTRIBUTING.md index 9604ad8..8f86aad 100644 --- a/CONTRIBUTING.md +++ b/CONTRIBUTING.md @@ -15,7 +15,7 @@ Thank you for your interest in contributing to QuantCoder CLI! This document pro ## Code of Conduct -This project adheres to the [Contributor Covenant Code of Conduct](CODE_OF_CONDUCT.md). By participating, you are expected to uphold this code. +By participating in this project, you are expected to maintain a respectful and inclusive environment. Be kind, constructive, and professional in all interactions. ## Getting Started diff --git a/pyproject.toml b/pyproject.toml index edf7984..50924f7 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -43,6 +43,17 @@ dependencies = [ ] [project.optional-dependencies] +# LLM Provider extras - install only what you need +openai = ["openai>=1.0.0"] +anthropic = ["anthropic>=0.18.0"] +mistral = ["mistralai>=0.1.0"] +all-llm = [ + "openai>=1.0.0", + "anthropic>=0.18.0", + "mistralai>=0.1.0", +] + +# Development dependencies dev = [ "pytest>=7.4.0", "pytest-cov>=4.0", diff --git a/quantcoder/core/http_utils.py b/quantcoder/core/http_utils.py new file mode 100644 index 0000000..ff79794 --- /dev/null +++ b/quantcoder/core/http_utils.py @@ -0,0 +1,303 @@ +"""HTTP utilities with retry logic and caching support.""" + +import hashlib +import json +import logging +import time +from pathlib import Path +from typing import Any, Dict, Optional +from functools import wraps + +import requests +from requests.adapters import HTTPAdapter +from urllib3.util.retry import Retry + +logger = logging.getLogger(__name__) + + +# Default configuration +DEFAULT_TIMEOUT = 30 # seconds +DEFAULT_RETRIES = 3 +DEFAULT_BACKOFF_FACTOR = 0.5 # exponential backoff: 0.5, 1, 2 seconds +DEFAULT_CACHE_TTL = 3600 # 1 hour in seconds + + +def create_session_with_retries( + retries: int = DEFAULT_RETRIES, + backoff_factor: float = DEFAULT_BACKOFF_FACTOR, + status_forcelist: tuple = (429, 500, 502, 503, 504), +) -> requests.Session: + """ + Create a requests Session with automatic retry support. + + Args: + retries: Number of retries for failed requests + backoff_factor: Factor for exponential backoff between retries + status_forcelist: HTTP status codes that trigger a retry + + Returns: + Configured requests.Session object + """ + session = requests.Session() + + retry_strategy = Retry( + total=retries, + backoff_factor=backoff_factor, + status_forcelist=status_forcelist, + allowed_methods=["HEAD", "GET", "POST", "PUT", "DELETE", "OPTIONS", "TRACE"], + raise_on_status=False, + ) + + adapter = HTTPAdapter(max_retries=retry_strategy) + session.mount("http://", adapter) + session.mount("https://", adapter) + + return session + + +def make_request_with_retry( + url: str, + method: str = "GET", + headers: Optional[Dict[str, str]] = None, + params: Optional[Dict[str, Any]] = None, + data: Optional[Dict[str, Any]] = None, + json_data: Optional[Dict[str, Any]] = None, + timeout: int = DEFAULT_TIMEOUT, + retries: int = DEFAULT_RETRIES, + backoff_factor: float = DEFAULT_BACKOFF_FACTOR, +) -> requests.Response: + """ + Make an HTTP request with automatic retry on failure. + + Args: + url: The URL to request + method: HTTP method (GET, POST, etc.) + headers: Optional headers dict + params: Optional query parameters + data: Optional form data + json_data: Optional JSON body + timeout: Request timeout in seconds + retries: Number of retry attempts + backoff_factor: Exponential backoff factor + + Returns: + requests.Response object + + Raises: + requests.exceptions.RequestException: If all retries fail + """ + session = create_session_with_retries(retries, backoff_factor) + + default_headers = { + "User-Agent": "QuantCoder/2.0 (mailto:smr.laignel@gmail.com)" + } + if headers: + default_headers.update(headers) + + try: + response = session.request( + method=method, + url=url, + headers=default_headers, + params=params, + data=data, + json=json_data, + timeout=timeout, + ) + return response + finally: + session.close() + + +class ResponseCache: + """Simple file-based cache for HTTP responses.""" + + def __init__(self, cache_dir: Optional[Path] = None, ttl: int = DEFAULT_CACHE_TTL): + """ + Initialize the response cache. + + Args: + cache_dir: Directory to store cache files + ttl: Time-to-live for cache entries in seconds + """ + self.cache_dir = cache_dir or Path.home() / ".quantcoder" / "cache" + self.cache_dir.mkdir(parents=True, exist_ok=True) + self.ttl = ttl + + def _get_cache_key(self, url: str, params: Optional[Dict] = None) -> str: + """Generate a cache key from URL and params.""" + cache_input = url + if params: + cache_input += json.dumps(params, sort_keys=True) + return hashlib.sha256(cache_input.encode()).hexdigest() + + def _get_cache_path(self, cache_key: str) -> Path: + """Get the file path for a cache key.""" + return self.cache_dir / f"{cache_key}.json" + + def get(self, url: str, params: Optional[Dict] = None) -> Optional[Dict[str, Any]]: + """ + Get a cached response if it exists and is not expired. + + Args: + url: The request URL + params: Optional query parameters + + Returns: + Cached data dict or None if not found/expired + """ + cache_key = self._get_cache_key(url, params) + cache_path = self._get_cache_path(cache_key) + + if not cache_path.exists(): + return None + + try: + with open(cache_path, "r") as f: + cached = json.load(f) + + # Check if expired + if time.time() - cached.get("timestamp", 0) > self.ttl: + logger.debug(f"Cache expired for {url}") + cache_path.unlink(missing_ok=True) + return None + + logger.debug(f"Cache hit for {url}") + return cached.get("data") + + except (json.JSONDecodeError, KeyError) as e: + logger.warning(f"Invalid cache entry: {e}") + cache_path.unlink(missing_ok=True) + return None + + def set(self, url: str, data: Any, params: Optional[Dict] = None) -> None: + """ + Store a response in the cache. + + Args: + url: The request URL + data: Data to cache (must be JSON serializable) + params: Optional query parameters + """ + cache_key = self._get_cache_key(url, params) + cache_path = self._get_cache_path(cache_key) + + try: + with open(cache_path, "w") as f: + json.dump( + { + "timestamp": time.time(), + "url": url, + "data": data, + }, + f, + ) + logger.debug(f"Cached response for {url}") + except (TypeError, OSError) as e: + logger.warning(f"Failed to cache response: {e}") + + def clear(self) -> int: + """ + Clear all cached responses. + + Returns: + Number of cache entries cleared + """ + count = 0 + for cache_file in self.cache_dir.glob("*.json"): + try: + cache_file.unlink() + count += 1 + except OSError: + pass + logger.info(f"Cleared {count} cache entries") + return count + + def clear_expired(self) -> int: + """ + Clear only expired cache entries. + + Returns: + Number of expired entries cleared + """ + count = 0 + for cache_file in self.cache_dir.glob("*.json"): + try: + with open(cache_file, "r") as f: + cached = json.load(f) + if time.time() - cached.get("timestamp", 0) > self.ttl: + cache_file.unlink() + count += 1 + except (json.JSONDecodeError, OSError): + cache_file.unlink(missing_ok=True) + count += 1 + logger.debug(f"Cleared {count} expired cache entries") + return count + + +# Global cache instance +_response_cache: Optional[ResponseCache] = None + + +def get_response_cache(cache_dir: Optional[Path] = None) -> ResponseCache: + """Get or create the global response cache instance.""" + global _response_cache + if _response_cache is None: + _response_cache = ResponseCache(cache_dir) + return _response_cache + + +def cached_request( + url: str, + params: Optional[Dict] = None, + headers: Optional[Dict] = None, + timeout: int = DEFAULT_TIMEOUT, + use_cache: bool = True, + cache_ttl: int = DEFAULT_CACHE_TTL, +) -> Optional[Dict[str, Any]]: + """ + Make a GET request with caching and retry support. + + Args: + url: The URL to request + params: Optional query parameters + headers: Optional headers + timeout: Request timeout + use_cache: Whether to use caching + cache_ttl: Cache time-to-live in seconds + + Returns: + JSON response data or None on failure + """ + cache = get_response_cache() + + # Check cache first + if use_cache: + cached_data = cache.get(url, params) + if cached_data is not None: + return cached_data + + # Make request with retries + try: + response = make_request_with_retry( + url=url, + method="GET", + headers=headers, + params=params, + timeout=timeout, + ) + response.raise_for_status() + data = response.json() + + # Cache the response + if use_cache: + cache.set(url, data, params) + + return data + + except requests.exceptions.RequestException as e: + logger.error(f"Request failed: {e}") + return None + except json.JSONDecodeError as e: + logger.error(f"Invalid JSON response: {e}") + return None diff --git a/quantcoder/tools/article_tools.py b/quantcoder/tools/article_tools.py index 58f296e..1223aa2 100644 --- a/quantcoder/tools/article_tools.py +++ b/quantcoder/tools/article_tools.py @@ -1,12 +1,15 @@ """Tools for article search, download, and processing.""" -import os import json import requests -import webbrowser from pathlib import Path from typing import Dict, List, Optional from .base import Tool, ToolResult +from ..core.http_utils import ( + make_request_with_retry, + cached_request, + DEFAULT_TIMEOUT, +) class SearchArticlesTool(Tool): @@ -60,21 +63,27 @@ def execute(self, query: str, max_results: int = 5) -> ToolResult: return ToolResult(success=False, error=str(e)) def _search_crossref(self, query: str, rows: int = 5) -> List[Dict]: - """Search CrossRef API for articles.""" + """Search CrossRef API for articles with retry and caching support.""" api_url = "https://api.crossref.org/works" params = { "query": query, "rows": rows, "select": "DOI,title,author,published-print,URL" } - headers = { - "User-Agent": "QuantCoder/2.0 (mailto:smr.laignel@gmail.com)" - } try: - response = requests.get(api_url, params=params, headers=headers, timeout=10) - response.raise_for_status() - data = response.json() + # Use cached_request for automatic retry and caching + data = cached_request( + url=api_url, + params=params, + timeout=DEFAULT_TIMEOUT, + use_cache=True, + cache_ttl=1800, # 30 minutes cache for search results + ) + + if not data: + self.logger.error("CrossRef API request failed after retries") + return [] articles = [] for item in data.get('message', {}).get('items', []): @@ -89,7 +98,7 @@ def _search_crossref(self, query: str, rows: int = 5) -> List[Dict]: return articles - except requests.exceptions.RequestException as e: + except Exception as e: self.logger.error(f"CrossRef API request failed: {e}") return [] @@ -187,13 +196,16 @@ def execute(self, article_id: int) -> ToolResult: return ToolResult(success=False, error=str(e)) def _download_pdf(self, url: str, save_path: Path, doi: Optional[str] = None) -> bool: - """Attempt to download PDF from URL.""" - headers = { - "User-Agent": "QuantCoder/2.0 (mailto:smr.laignel@gmail.com)" - } - + """Attempt to download PDF from URL with retry support.""" try: - response = requests.get(url, headers=headers, allow_redirects=True, timeout=30) + # Use make_request_with_retry for automatic retry on failure + response = make_request_with_retry( + url=url, + method="GET", + timeout=60, # Longer timeout for PDF downloads + retries=3, + backoff_factor=1.0, # 1s, 2s, 4s backoff + ) response.raise_for_status() if 'application/pdf' in response.headers.get('Content-Type', ''): @@ -202,7 +214,7 @@ def _download_pdf(self, url: str, save_path: Path, doi: Optional[str] = None) -> return True except requests.exceptions.RequestException as e: - self.logger.error(f"Failed to download PDF: {e}") + self.logger.error(f"Failed to download PDF after retries: {e}") return False diff --git a/requirements-lock.txt b/requirements-lock.txt new file mode 100644 index 0000000..489151d --- /dev/null +++ b/requirements-lock.txt @@ -0,0 +1,50 @@ +# QuantCoder CLI - Pinned Dependencies for Reproducible Builds +# Generated for Python 3.10+ +# Last updated: 2026-01-26 +# +# Usage: +# pip install -r requirements-lock.txt +# +# To update: +# pip install -e ".[dev]" +# pip freeze > requirements-lock.txt +# (then manually clean up to keep only direct dependencies) + +# Core CLI +click==8.1.7 +rich==13.7.1 +prompt-toolkit==3.0.43 +InquirerPy==0.3.4 +pygments==2.17.2 + +# HTTP & Networking +requests==2.31.0 +aiohttp==3.9.3 +urllib3==2.2.0 +certifi==2024.2.2 + +# PDF Processing +pdfplumber==0.10.4 +pdfminer.six==20231228 + +# NLP +spacy==3.7.4 + +# LLM Providers +openai==1.12.0 +anthropic==0.18.1 +mistralai==0.1.8 + +# Configuration +python-dotenv==1.0.1 +toml==0.10.2 + +# Development dependencies (install with: pip install -e ".[dev]") +# pytest==7.4.4 +# pytest-cov==4.1.0 +# pytest-mock==3.12.0 +# black==24.1.1 +# ruff==0.2.0 +# mypy==1.8.0 +# pre-commit==3.6.0 +# pip-audit==2.7.0 From 2f91691968209b53b9bc3c89b161ab0d5126648f Mon Sep 17 00:00:00 2001 From: Claude Date: Wed, 28 Jan 2026 12:51:36 +0000 Subject: [PATCH 15/22] Add automated backtest workflow with Notion integration Add a new scheduler module for fully automated strategy generation: - NotionClient: Publish strategy articles to Notion databases - ArticleGenerator: Generate formatted reports from backtest results - ScheduledRunner: APScheduler-based job runner with persistence - AutomatedBacktestPipeline: End-to-end workflow orchestration New CLI commands: - quantcoder schedule start: Start scheduled automation - quantcoder schedule run: Run pipeline once manually - quantcoder schedule status: View run statistics - quantcoder schedule config: Configure Notion credentials Features: - Papers -> Backtest -> Best Strategy -> Notion workflow - Algorithms kept in QuantConnect, articles published to Notion - Configurable schedules (hourly, daily, weekly) - Tracks processed papers to avoid duplicates - Persistent state across restarts - Min Sharpe thresholds for generation and publishing https://claude.ai/code/session_01SwNvxUMWNQ3RYpdCNg38xY --- pyproject.toml | 1 + quantcoder/cli.py | 245 +++++++++++ quantcoder/config.py | 23 ++ quantcoder/scheduler/__init__.py | 19 + quantcoder/scheduler/article_generator.py | 326 +++++++++++++++ quantcoder/scheduler/automated_pipeline.py | 447 +++++++++++++++++++++ quantcoder/scheduler/notion_client.py | 433 ++++++++++++++++++++ quantcoder/scheduler/runner.py | 329 +++++++++++++++ tests/test_scheduler.py | 239 +++++++++++ 9 files changed, 2062 insertions(+) create mode 100644 quantcoder/scheduler/__init__.py create mode 100644 quantcoder/scheduler/article_generator.py create mode 100644 quantcoder/scheduler/automated_pipeline.py create mode 100644 quantcoder/scheduler/notion_client.py create mode 100644 quantcoder/scheduler/runner.py create mode 100644 tests/test_scheduler.py diff --git a/pyproject.toml b/pyproject.toml index 50924f7..52ebd03 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -40,6 +40,7 @@ dependencies = [ "prompt-toolkit>=3.0.43", "toml>=0.10.2", "InquirerPy>=0.3.4", + "apscheduler>=3.10.0", ] [project.optional-dependencies] diff --git a/quantcoder/cli.py b/quantcoder/cli.py index 622aeeb..3703d0a 100644 --- a/quantcoder/cli.py +++ b/quantcoder/cli.py @@ -936,5 +936,250 @@ def evolve_export(evolution_id, output): console.print(f"[green]Exported best variant to:[/green] {output_path}") +# ============================================================================ +# SCHEDULED AUTOMATION COMMANDS +# ============================================================================ + +@main.group() +def schedule(): + """ + Automated scheduled strategy generation. + + Run the full pipeline on a schedule: discover papers, generate strategies, + backtest, and publish to Notion. + """ + pass + + +@schedule.command(name='start') +@click.option('--interval', type=click.Choice(['hourly', 'daily', 'weekly']), default='daily', + help='Run frequency') +@click.option('--hour', default=6, type=int, help='Hour to run (for daily/weekly)') +@click.option('--day', default='mon', help='Day of week (for weekly)') +@click.option('--queries', help='Comma-separated search queries') +@click.option('--min-sharpe', default=0.5, type=float, help='Minimum Sharpe ratio') +@click.option('--max-strategies', default=3, type=int, help='Max strategies per run') +@click.option('--notion-min-sharpe', default=0.8, type=float, help='Min Sharpe for Notion publishing') +@click.option('--output', type=click.Path(), help='Output directory') +@click.option('--run-now', is_flag=True, help='Run immediately before starting schedule') +@click.pass_context +def schedule_start(ctx, interval, hour, day, queries, min_sharpe, max_strategies, + notion_min_sharpe, output, run_now): + """ + Start the automated scheduled pipeline. + + This runs the full workflow on a schedule: + 1. Search for new research papers + 2. Generate and backtest strategies + 3. Publish successful strategies to Notion + 4. Keep algorithms in QuantConnect + + Examples: + quantcoder schedule start --interval daily --hour 6 + quantcoder schedule start --interval weekly --day mon --hour 9 + quantcoder schedule start --queries "momentum,mean reversion" --run-now + """ + import asyncio + from pathlib import Path + from quantcoder.scheduler import ( + ScheduledRunner, + ScheduleConfig, + ScheduleInterval, + AutomatedBacktestPipeline, + PipelineConfig, + ) + + config = ctx.obj['config'] + + # Build schedule config + interval_map = { + 'hourly': ScheduleInterval.HOURLY, + 'daily': ScheduleInterval.DAILY, + 'weekly': ScheduleInterval.WEEKLY, + } + + schedule_config = ScheduleConfig( + interval=interval_map[interval], + hour=hour, + day_of_week=day, + ) + + # Build pipeline config + search_queries = queries.split(',') if queries else None + output_dir = Path(output) if output else None + + pipeline_config = PipelineConfig( + min_sharpe_ratio=min_sharpe, + max_strategies_per_run=max_strategies, + notion_min_sharpe=notion_min_sharpe, + ) + + if search_queries: + pipeline_config.search_queries = [q.strip() for q in search_queries] + if output_dir: + pipeline_config.output_dir = output_dir + + # Create pipeline and runner + pipeline = AutomatedBacktestPipeline(config=config, pipeline_config=pipeline_config) + + async def run_pipeline(): + result = await pipeline.run() + return { + "strategies_generated": result.strategies_generated, + "strategies_published": result.strategies_published, + } + + runner = ScheduledRunner( + pipeline_func=run_pipeline, + schedule_config=schedule_config, + ) + + try: + if run_now: + console.print("[cyan]Running pipeline immediately...[/cyan]") + asyncio.run(runner.run_once()) + + asyncio.run(runner.run_forever()) + except KeyboardInterrupt: + console.print("\n[yellow]Scheduler stopped by user[/yellow]") + + +@schedule.command(name='run') +@click.option('--queries', help='Comma-separated search queries') +@click.option('--min-sharpe', default=0.5, type=float, help='Minimum Sharpe ratio') +@click.option('--max-strategies', default=3, type=int, help='Max strategies per run') +@click.option('--output', type=click.Path(), help='Output directory') +@click.pass_context +def schedule_run(ctx, queries, min_sharpe, max_strategies, output): + """ + Run the automated pipeline once (no scheduling). + + Good for testing or manual runs. + + Examples: + quantcoder schedule run + quantcoder schedule run --queries "factor investing" --min-sharpe 1.0 + """ + import asyncio + from pathlib import Path + from quantcoder.scheduler import AutomatedBacktestPipeline, PipelineConfig + + config = ctx.obj['config'] + + # Build pipeline config + search_queries = queries.split(',') if queries else None + output_dir = Path(output) if output else None + + pipeline_config = PipelineConfig( + min_sharpe_ratio=min_sharpe, + max_strategies_per_run=max_strategies, + ) + + if search_queries: + pipeline_config.search_queries = [q.strip() for q in search_queries] + if output_dir: + pipeline_config.output_dir = output_dir + + pipeline = AutomatedBacktestPipeline(config=config, pipeline_config=pipeline_config) + + try: + asyncio.run(pipeline.run()) + except KeyboardInterrupt: + console.print("\n[yellow]Pipeline stopped by user[/yellow]") + + +@schedule.command(name='status') +def schedule_status(): + """ + Show scheduler status and run history. + """ + import json + from pathlib import Path + + state_file = Path.home() / ".quantcoder" / "scheduler_state.json" + + if not state_file.exists(): + console.print("[yellow]No scheduler runs recorded yet.[/yellow]") + console.print("[dim]Run 'quantcoder schedule start' to begin.[/dim]") + return + + with open(state_file, 'r') as f: + state = json.load(f) + + from rich.table import Table + + table = Table(title="Scheduler Statistics") + table.add_column("Metric", style="cyan") + table.add_column("Value", style="green") + + table.add_row("Total Runs", str(state.get('total_runs', 0))) + table.add_row("Successful Runs", str(state.get('successful_runs', 0))) + table.add_row("Failed Runs", str(state.get('failed_runs', 0))) + table.add_row("Strategies Generated", str(state.get('strategies_generated', 0))) + table.add_row("Strategies Published", str(state.get('strategies_published', 0))) + table.add_row("Last Run", state.get('last_run_time', 'Never')) + table.add_row("Last Run Success", 'Yes' if state.get('last_run_success', True) else 'No') + + console.print(table) + + +@schedule.command(name='config') +@click.option('--notion-key', help='Set Notion API key') +@click.option('--notion-db', help='Set Notion database ID') +@click.option('--show', is_flag=True, help='Show current configuration') +def schedule_config(notion_key, notion_db, show): + """ + Configure scheduler settings (Notion integration, etc.) + + Examples: + quantcoder schedule config --show + quantcoder schedule config --notion-key secret_xxx --notion-db abc123 + """ + import os + from pathlib import Path + + env_file = Path.home() / ".quantcoder" / ".env" + + if show: + console.print("\n[bold cyan]Scheduler Configuration[/bold cyan]\n") + + # Check Notion settings + notion_key_set = bool(os.getenv('NOTION_API_KEY')) + notion_db_set = bool(os.getenv('NOTION_DATABASE_ID')) + + console.print(f"NOTION_API_KEY: {'[green]Set[/green]' if notion_key_set else '[yellow]Not set[/yellow]'}") + console.print(f"NOTION_DATABASE_ID: {'[green]Set[/green]' if notion_db_set else '[yellow]Not set[/yellow]'}") + + console.print(f"\n[dim]Environment file: {env_file}[/dim]") + return + + if not notion_key and not notion_db: + console.print("[yellow]No configuration options provided. Use --show to see current config.[/yellow]") + return + + # Load existing env file + env_vars = {} + if env_file.exists(): + from dotenv import dotenv_values + env_vars = dict(dotenv_values(env_file)) + + # Update values + if notion_key: + env_vars['NOTION_API_KEY'] = notion_key + console.print("[green]Set NOTION_API_KEY[/green]") + + if notion_db: + env_vars['NOTION_DATABASE_ID'] = notion_db + console.print("[green]Set NOTION_DATABASE_ID[/green]") + + # Write back + env_file.parent.mkdir(parents=True, exist_ok=True) + with open(env_file, 'w') as f: + for key, value in env_vars.items(): + f.write(f"{key}={value}\n") + + console.print(f"\n[dim]Configuration saved to {env_file}[/dim]") + + if __name__ == '__main__': main() diff --git a/quantcoder/config.py b/quantcoder/config.py index 09ca82c..e36a146 100644 --- a/quantcoder/config.py +++ b/quantcoder/config.py @@ -57,6 +57,27 @@ class MultiAgentConfig: max_refinement_attempts: int = 3 +@dataclass +class SchedulerConfig: + """Configuration for automated scheduling.""" + enabled: bool = True + interval: str = "daily" # hourly, daily, weekly + hour: int = 6 + minute: int = 0 + day_of_week: str = "mon" + min_sharpe_ratio: float = 0.5 + max_strategies_per_run: int = 3 + publish_to_notion: bool = True + notion_min_sharpe: float = 0.8 + + +@dataclass +class NotionConfig: + """Configuration for Notion integration.""" + api_key: Optional[str] = None + database_id: Optional[str] = None + + @dataclass class Config: """Main configuration class for QuantCoder.""" @@ -65,6 +86,8 @@ class Config: ui: UIConfig = field(default_factory=UIConfig) tools: ToolsConfig = field(default_factory=ToolsConfig) multi_agent: MultiAgentConfig = field(default_factory=MultiAgentConfig) + scheduler: SchedulerConfig = field(default_factory=SchedulerConfig) + notion: NotionConfig = field(default_factory=NotionConfig) api_key: Optional[str] = None quantconnect_api_key: Optional[str] = None quantconnect_user_id: Optional[str] = None diff --git a/quantcoder/scheduler/__init__.py b/quantcoder/scheduler/__init__.py new file mode 100644 index 0000000..5a0ed4e --- /dev/null +++ b/quantcoder/scheduler/__init__.py @@ -0,0 +1,19 @@ +"""Automated scheduler module for QuantCoder. + +This module provides: +- Scheduled strategy discovery and backtesting +- Notion integration for publishing strategy articles +- Automated end-to-end workflow orchestration +""" + +from .notion_client import NotionClient +from .article_generator import ArticleGenerator +from .runner import ScheduledRunner +from .automated_pipeline import AutomatedBacktestPipeline + +__all__ = [ + "NotionClient", + "ArticleGenerator", + "ScheduledRunner", + "AutomatedBacktestPipeline", +] diff --git a/quantcoder/scheduler/article_generator.py b/quantcoder/scheduler/article_generator.py new file mode 100644 index 0000000..5668db7 --- /dev/null +++ b/quantcoder/scheduler/article_generator.py @@ -0,0 +1,326 @@ +"""Article generator for strategy reports.""" + +import json +import logging +from typing import Optional, Dict, Any, List +from dataclasses import dataclass +from datetime import datetime +from pathlib import Path + +from .notion_client import StrategyArticle + +logger = logging.getLogger(__name__) + + +@dataclass +class StrategyReport: + """Complete strategy report with all metadata.""" + strategy_name: str + paper_title: str + paper_url: str + paper_authors: List[str] + paper_abstract: str + strategy_type: str + strategy_summary: str + code_files: Dict[str, str] + backtest_results: Dict[str, Any] + quantconnect_project_id: Optional[str] = None + quantconnect_backtest_id: Optional[str] = None + generated_at: Optional[datetime] = None + + def __post_init__(self): + if self.generated_at is None: + self.generated_at = datetime.now() + + +class ArticleGenerator: + """Generates formatted articles from strategy reports.""" + + def __init__(self, llm_provider=None): + """Initialize article generator. + + Args: + llm_provider: Optional LLM provider for enhanced summaries + """ + self.llm = llm_provider + + def generate_title(self, report: StrategyReport) -> str: + """Generate an engaging article title. + + Args: + report: The strategy report + + Returns: + Generated title string + """ + strategy_type_display = report.strategy_type.replace("_", " ").title() + + # Extract key metrics + sharpe = report.backtest_results.get("sharpe_ratio", 0) + total_return = report.backtest_results.get("total_return", 0) + + # Generate descriptive title + if sharpe >= 1.5: + performance = "High-Performance" + elif sharpe >= 1.0: + performance = "Strong" + elif sharpe >= 0.5: + performance = "Viable" + else: + performance = "Experimental" + + return f"{performance} {strategy_type_display} Strategy: {report.strategy_name}" + + def generate_summary(self, report: StrategyReport) -> str: + """Generate a concise strategy summary. + + Uses LLM if available, otherwise creates a template-based summary. + + Args: + report: The strategy report + + Returns: + Summary text + """ + if self.llm: + return self._generate_llm_summary(report) + else: + return self._generate_template_summary(report) + + def _generate_template_summary(self, report: StrategyReport) -> str: + """Generate template-based summary.""" + strategy_type = report.strategy_type.replace("_", " ") + sharpe = report.backtest_results.get("sharpe_ratio", 0) + total_return = report.backtest_results.get("total_return", 0) + drawdown = report.backtest_results.get("max_drawdown", 0) + + # Determine strategy characteristics from code + code_content = "\n".join(report.code_files.values()) + + indicators = [] + if "SMA" in code_content or "SimpleMovingAverage" in code_content: + indicators.append("Simple Moving Average") + if "EMA" in code_content or "ExponentialMovingAverage" in code_content: + indicators.append("Exponential Moving Average") + if "RSI" in code_content or "RelativeStrengthIndex" in code_content: + indicators.append("RSI") + if "MACD" in code_content: + indicators.append("MACD") + if "BollingerBands" in code_content: + indicators.append("Bollinger Bands") + if "ATR" in code_content or "AverageTrueRange" in code_content: + indicators.append("ATR") + + indicators_text = ", ".join(indicators) if indicators else "custom indicators" + + summary = f"""This {strategy_type} strategy was derived from the research paper "{report.paper_title}". + +The algorithm uses {indicators_text} to generate trading signals. """ + + if sharpe >= 1.0: + summary += f"Backtesting shows promising results with a Sharpe ratio of {sharpe:.2f}. " + else: + summary += f"Initial backtesting shows a Sharpe ratio of {sharpe:.2f}. " + + if total_return > 0: + summary += f"The strategy achieved a total return of {total_return:.1%} " + else: + summary += f"The strategy had a return of {total_return:.1%} " + + summary += f"with a maximum drawdown of {abs(drawdown):.1%}." + + return summary + + def _generate_llm_summary(self, report: StrategyReport) -> str: + """Generate LLM-enhanced summary.""" + prompt = f"""Write a concise 2-3 paragraph summary of this trading strategy for a technical audience: + +Paper: {report.paper_title} +Strategy Type: {report.strategy_type} +Paper Abstract: {report.paper_abstract[:500]} + +Backtest Results: +- Sharpe Ratio: {report.backtest_results.get('sharpe_ratio', 'N/A')} +- Total Return: {report.backtest_results.get('total_return', 'N/A')} +- Max Drawdown: {report.backtest_results.get('max_drawdown', 'N/A')} + +Code Preview: +{list(report.code_files.values())[0][:500] if report.code_files else 'Not available'} + +Focus on: +1. What the strategy does and how it works +2. Key technical indicators or signals used +3. Performance characteristics and risk profile + +Keep it factual and technical. No marketing language.""" + + try: + response = self.llm.generate(prompt, max_tokens=500) + return response.strip() + except Exception as e: + logger.warning(f"LLM summary generation failed: {e}, falling back to template") + return self._generate_template_summary(report) + + def generate_notion_article(self, report: StrategyReport) -> StrategyArticle: + """Generate a StrategyArticle for Notion publishing. + + Args: + report: The strategy report + + Returns: + StrategyArticle ready for Notion + """ + title = self.generate_title(report) + summary = self.generate_summary(report) + + # Get main code file for snippet + main_code = report.code_files.get("Main.py", "") + if not main_code and report.code_files: + main_code = list(report.code_files.values())[0] + + # Build QuantConnect URL if we have project info + qc_url = None + if report.quantconnect_project_id: + qc_url = f"https://www.quantconnect.com/project/{report.quantconnect_project_id}" + + # Determine tags + tags = [report.strategy_type.replace("_", " ").title()] + + # Add performance-based tags + sharpe = report.backtest_results.get("sharpe_ratio", 0) + if sharpe >= 1.5: + tags.append("High Sharpe") + if report.backtest_results.get("total_return", 0) > 0.5: + tags.append("High Return") + if abs(report.backtest_results.get("max_drawdown", 0)) < 0.1: + tags.append("Low Drawdown") + + return StrategyArticle( + title=title, + paper_title=report.paper_title, + paper_url=report.paper_url, + paper_authors=report.paper_authors, + strategy_summary=summary, + strategy_type=report.strategy_type, + backtest_results=report.backtest_results, + code_snippet=main_code[:2000] if main_code else None, + quantconnect_project_url=qc_url, + tags=tags + ) + + def generate_markdown(self, report: StrategyReport) -> str: + """Generate a markdown article for local storage. + + Args: + report: The strategy report + + Returns: + Markdown formatted article + """ + title = self.generate_title(report) + summary = self.generate_summary(report) + results = report.backtest_results + + md = f"""# {title} + +> Based on: [{report.paper_title}]({report.paper_url}) +> Authors: {', '.join(report.paper_authors)} +> Generated: {report.generated_at.strftime('%Y-%m-%d %H:%M')} + +## Strategy Summary + +{summary} + +## Backtest Results + +| Metric | Value | +|--------|-------| +| Sharpe Ratio | {results.get('sharpe_ratio', 'N/A'):.2f} | +| Total Return | {results.get('total_return', 0):.2%} | +| Max Drawdown | {results.get('max_drawdown', 0):.2%} | +| Win Rate | {results.get('win_rate', 'N/A')} | +| Period | {results.get('start_date', 'N/A')} to {results.get('end_date', 'N/A')} | + +""" + + # Add QuantConnect link if available + if report.quantconnect_project_id: + md += f"""## Algorithm + +[View on QuantConnect](https://www.quantconnect.com/project/{report.quantconnect_project_id}) + +""" + + # Add code files + md += "## Code\n\n" + for filename, code in report.code_files.items(): + md += f"### {filename}\n\n```python\n{code}\n```\n\n" + + md += """--- + +*Generated by QuantCoder - AI-powered algorithmic trading strategy generator* +""" + + return md + + def save_markdown(self, report: StrategyReport, output_dir: Path) -> Path: + """Save markdown article to file. + + Args: + report: The strategy report + output_dir: Directory to save to + + Returns: + Path to saved file + """ + output_dir.mkdir(parents=True, exist_ok=True) + + filename = f"{report.strategy_name}_{report.generated_at.strftime('%Y%m%d_%H%M%S')}.md" + filepath = output_dir / filename + + md_content = self.generate_markdown(report) + filepath.write_text(md_content, encoding="utf-8") + + logger.info(f"Saved markdown article to {filepath}") + return filepath + + def save_json_report(self, report: StrategyReport, output_dir: Path) -> Path: + """Save complete report as JSON. + + Args: + report: The strategy report + output_dir: Directory to save to + + Returns: + Path to saved file + """ + output_dir.mkdir(parents=True, exist_ok=True) + + filename = f"{report.strategy_name}_{report.generated_at.strftime('%Y%m%d_%H%M%S')}.json" + filepath = output_dir / filename + + data = { + "strategy_name": report.strategy_name, + "paper": { + "title": report.paper_title, + "url": report.paper_url, + "authors": report.paper_authors, + "abstract": report.paper_abstract + }, + "strategy": { + "type": report.strategy_type, + "summary": self.generate_summary(report) + }, + "code_files": report.code_files, + "backtest_results": report.backtest_results, + "quantconnect": { + "project_id": report.quantconnect_project_id, + "backtest_id": report.quantconnect_backtest_id + }, + "generated_at": report.generated_at.isoformat() + } + + filepath.write_text(json.dumps(data, indent=2), encoding="utf-8") + + logger.info(f"Saved JSON report to {filepath}") + return filepath diff --git a/quantcoder/scheduler/automated_pipeline.py b/quantcoder/scheduler/automated_pipeline.py new file mode 100644 index 0000000..2d995b7 --- /dev/null +++ b/quantcoder/scheduler/automated_pipeline.py @@ -0,0 +1,447 @@ +"""Automated end-to-end pipeline for strategy generation and publishing.""" + +import asyncio +import json +import logging +from datetime import datetime, timedelta +from typing import Optional, Dict, List, Any +from dataclasses import dataclass, field +from pathlib import Path + +from rich.console import Console +from rich.panel import Panel +from rich.progress import Progress, SpinnerColumn, TextColumn + +from quantcoder.config import Config +from quantcoder.autonomous.pipeline import AutonomousPipeline +from quantcoder.autonomous.database import LearningDatabase +from .notion_client import NotionClient, StrategyArticle +from .article_generator import ArticleGenerator, StrategyReport + +logger = logging.getLogger(__name__) +console = Console() + + +@dataclass +class PipelineConfig: + """Configuration for the automated pipeline.""" + # Search configuration + search_queries: List[str] = field(default_factory=lambda: [ + "momentum trading strategy", + "mean reversion trading", + "statistical arbitrage", + "factor investing", + "machine learning trading" + ]) + papers_per_query: int = 3 + + # Strategy selection + min_sharpe_ratio: float = 0.5 + max_strategies_per_run: int = 3 + + # Backtest configuration + backtest_start_date: str = "2020-01-01" + backtest_end_date: str = "2024-01-01" + + # Output configuration + output_dir: Path = field(default_factory=lambda: Path.home() / ".quantcoder" / "automated_strategies") + save_markdown: bool = True + save_json: bool = True + + # Notion publishing + publish_to_notion: bool = True + notion_min_sharpe: float = 0.8 # Higher bar for publishing + + # Paper tracking (avoid reprocessing) + processed_papers_file: Path = field(default_factory=lambda: Path.home() / ".quantcoder" / "processed_papers.json") + + +@dataclass +class PipelineResult: + """Result of a pipeline run.""" + run_id: str + started_at: datetime + completed_at: Optional[datetime] = None + papers_found: int = 0 + papers_processed: int = 0 + strategies_generated: int = 0 + strategies_passed_backtest: int = 0 + strategies_published: int = 0 + best_strategy: Optional[Dict] = None + errors: List[str] = field(default_factory=list) + + @property + def duration(self) -> Optional[timedelta]: + if self.completed_at: + return self.completed_at - self.started_at + return None + + def to_dict(self) -> Dict: + return { + "run_id": self.run_id, + "started_at": self.started_at.isoformat(), + "completed_at": self.completed_at.isoformat() if self.completed_at else None, + "duration_seconds": self.duration.total_seconds() if self.duration else None, + "papers_found": self.papers_found, + "papers_processed": self.papers_processed, + "strategies_generated": self.strategies_generated, + "strategies_passed_backtest": self.strategies_passed_backtest, + "strategies_published": self.strategies_published, + "best_strategy": self.best_strategy, + "errors": self.errors + } + + +class AutomatedBacktestPipeline: + """Fully automated pipeline: Papers -> Strategies -> Backtest -> Notion.""" + + def __init__( + self, + config: Optional[Config] = None, + pipeline_config: Optional[PipelineConfig] = None, + notion_client: Optional[NotionClient] = None + ): + """Initialize the automated pipeline. + + Args: + config: QuantCoder configuration + pipeline_config: Pipeline-specific configuration + notion_client: Pre-configured Notion client (optional) + """ + self.config = config or Config.load() + self.pipeline_config = pipeline_config or PipelineConfig() + + # Initialize components + self.autonomous = AutonomousPipeline(config=self.config, demo_mode=False) + self.article_generator = ArticleGenerator() + + # Initialize Notion client + if notion_client: + self.notion = notion_client + else: + self.notion = NotionClient() + + # Track processed papers + self.processed_papers = self._load_processed_papers() + + def _load_processed_papers(self) -> set: + """Load set of already processed paper URLs/DOIs.""" + papers_file = self.pipeline_config.processed_papers_file + if papers_file.exists(): + try: + with open(papers_file, 'r') as f: + data = json.load(f) + return set(data.get("processed", [])) + except Exception as e: + logger.warning(f"Could not load processed papers: {e}") + return set() + + def _save_processed_papers(self): + """Save processed papers to file.""" + papers_file = self.pipeline_config.processed_papers_file + try: + papers_file.parent.mkdir(parents=True, exist_ok=True) + with open(papers_file, 'w') as f: + json.dump({"processed": list(self.processed_papers)}, f) + except Exception as e: + logger.warning(f"Could not save processed papers: {e}") + + def _mark_paper_processed(self, paper: Dict): + """Mark a paper as processed.""" + identifier = paper.get('doi') or paper.get('url') or paper.get('title') + if identifier: + self.processed_papers.add(identifier) + self._save_processed_papers() + + def _is_paper_processed(self, paper: Dict) -> bool: + """Check if a paper has already been processed.""" + identifier = paper.get('doi') or paper.get('url') or paper.get('title') + return identifier in self.processed_papers if identifier else False + + async def run(self) -> PipelineResult: + """Execute the full automated pipeline. + + Returns: + PipelineResult with run statistics + """ + run_id = datetime.now().strftime("%Y%m%d_%H%M%S") + result = PipelineResult( + run_id=run_id, + started_at=datetime.now() + ) + + console.print(Panel.fit( + f"[bold cyan]Automated Strategy Pipeline[/bold cyan]\n\n" + f"Run ID: {run_id}\n" + f"Queries: {len(self.pipeline_config.search_queries)}\n" + f"Min Sharpe: {self.pipeline_config.min_sharpe_ratio}\n" + f"Publish to Notion: {self.pipeline_config.publish_to_notion}", + title="Starting Pipeline" + )) + + try: + # Step 1: Discover papers + console.print("\n[cyan]Step 1: Discovering research papers...[/cyan]") + all_papers = await self._discover_papers() + result.papers_found = len(all_papers) + console.print(f"[green]Found {len(all_papers)} papers[/green]") + + # Filter out already processed papers + new_papers = [p for p in all_papers if not self._is_paper_processed(p)] + console.print(f"[dim]New papers to process: {len(new_papers)}[/dim]") + + if not new_papers: + console.print("[yellow]No new papers to process[/yellow]") + result.completed_at = datetime.now() + return result + + # Step 2: Generate and backtest strategies + console.print("\n[cyan]Step 2: Generating and backtesting strategies...[/cyan]") + successful_strategies = [] + + for i, paper in enumerate(new_papers[:self.pipeline_config.max_strategies_per_run * 2]): + console.print(f"\n[dim]Processing paper {i+1}/{min(len(new_papers), self.pipeline_config.max_strategies_per_run * 2)}[/dim]") + console.print(f"[bold]{paper.get('title', 'Unknown')[:80]}...[/bold]") + + try: + strategy_result = await self._process_paper(paper) + result.papers_processed += 1 + + if strategy_result: + result.strategies_generated += 1 + + # Check if it passes our threshold + sharpe = strategy_result.get('backtest_results', {}).get('sharpe_ratio', 0) + if sharpe >= self.pipeline_config.min_sharpe_ratio: + result.strategies_passed_backtest += 1 + successful_strategies.append(strategy_result) + console.print(f"[green]Strategy passed with Sharpe {sharpe:.2f}[/green]") + + # Track best strategy + if not result.best_strategy or sharpe > result.best_strategy.get('sharpe_ratio', 0): + result.best_strategy = { + 'name': strategy_result['name'], + 'sharpe_ratio': sharpe, + 'paper_title': paper.get('title') + } + else: + console.print(f"[yellow]Strategy below threshold (Sharpe {sharpe:.2f})[/yellow]") + + self._mark_paper_processed(paper) + + # Stop if we have enough successful strategies + if len(successful_strategies) >= self.pipeline_config.max_strategies_per_run: + console.print(f"\n[green]Reached target of {self.pipeline_config.max_strategies_per_run} strategies[/green]") + break + + except Exception as e: + error_msg = f"Error processing paper: {e}" + logger.error(error_msg) + result.errors.append(error_msg) + console.print(f"[red]{error_msg}[/red]") + + # Step 3: Generate articles and publish to Notion + if successful_strategies: + console.print(f"\n[cyan]Step 3: Publishing {len(successful_strategies)} strategies...[/cyan]") + + for strategy in successful_strategies: + try: + published = await self._publish_strategy(strategy) + if published: + result.strategies_published += 1 + console.print(f"[green]Published: {strategy['name']}[/green]") + except Exception as e: + error_msg = f"Error publishing strategy: {e}" + logger.error(error_msg) + result.errors.append(error_msg) + + except Exception as e: + error_msg = f"Pipeline error: {e}" + logger.error(error_msg) + result.errors.append(error_msg) + console.print(f"[red]{error_msg}[/red]") + + result.completed_at = datetime.now() + + # Print summary + self._print_summary(result) + + return result + + async def _discover_papers(self) -> List[Dict]: + """Discover papers from configured search queries.""" + all_papers = [] + + for query in self.pipeline_config.search_queries: + try: + # Use the autonomous pipeline's paper fetching + papers = await self.autonomous._fetch_papers( + query, + limit=self.pipeline_config.papers_per_query + ) + all_papers.extend(papers) + console.print(f" [dim]'{query}': {len(papers)} papers[/dim]") + except Exception as e: + logger.warning(f"Error fetching papers for '{query}': {e}") + + # Deduplicate by URL/DOI + seen = set() + unique_papers = [] + for paper in all_papers: + identifier = paper.get('doi') or paper.get('url') or paper.get('title') + if identifier and identifier not in seen: + seen.add(identifier) + unique_papers.append(paper) + + return unique_papers + + async def _process_paper(self, paper: Dict) -> Optional[Dict]: + """Process a single paper: generate strategy and backtest. + + Returns: + Strategy result dict if successful, None otherwise + """ + # Generate strategy using the autonomous pipeline's method + enhanced_prompts = self.autonomous.prompt_refiner.get_enhanced_prompts_for_agents( + strategy_type=self.autonomous._extract_strategy_type(paper.get('title', '')) + ) + + strategy = await self.autonomous._generate_strategy(paper, enhanced_prompts) + + if not strategy: + return None + + # Validate + validation_result = await self.autonomous._validate_and_learn(strategy, iteration=1) + + if not validation_result['valid']: + # Try self-healing + strategy = await self.autonomous._apply_learned_fixes(strategy, validation_result['errors']) + validation_result = await self.autonomous._validate_and_learn(strategy, iteration=1) + + if not validation_result['valid']: + logger.warning(f"Strategy validation failed for {paper.get('title', 'unknown')}") + return None + + # Backtest + backtest_result = await self.autonomous._backtest(strategy) + + # Build complete result + return { + 'name': strategy['name'], + 'paper': paper, + 'code_files': strategy.get('code_files', {}), + 'code': strategy.get('code', ''), + 'backtest_results': backtest_result, + 'strategy_type': self.autonomous._extract_strategy_type(paper.get('title', '')) + } + + async def _publish_strategy(self, strategy: Dict) -> bool: + """Publish strategy to Notion and save locally. + + Returns: + True if published successfully + """ + paper = strategy['paper'] + backtest = strategy['backtest_results'] + + # Create strategy report + report = StrategyReport( + strategy_name=strategy['name'], + paper_title=paper.get('title', 'Unknown'), + paper_url=paper.get('url', ''), + paper_authors=paper.get('authors', []), + paper_abstract=paper.get('abstract', ''), + strategy_type=strategy['strategy_type'], + strategy_summary='', # Will be generated + code_files=strategy.get('code_files', {}), + backtest_results=backtest, + quantconnect_project_id=backtest.get('project_id'), + quantconnect_backtest_id=backtest.get('backtest_id') + ) + + # Save locally + output_dir = self.pipeline_config.output_dir / strategy['name'] + + if self.pipeline_config.save_markdown: + self.article_generator.save_markdown(report, output_dir) + + if self.pipeline_config.save_json: + self.article_generator.save_json_report(report, output_dir) + + # Save code files + output_dir.mkdir(parents=True, exist_ok=True) + for filename, code in strategy.get('code_files', {}).items(): + if code: + (output_dir / filename).write_text(code, encoding='utf-8') + + # Publish to Notion if configured and meets threshold + if self.pipeline_config.publish_to_notion: + sharpe = backtest.get('sharpe_ratio', 0) + + if sharpe >= self.pipeline_config.notion_min_sharpe: + if self.notion.is_configured(): + article = self.article_generator.generate_notion_article(report) + notion_page = self.notion.create_strategy_page(article) + + if notion_page: + console.print(f"[green]Published to Notion: {notion_page.url}[/green]") + return True + else: + console.print("[yellow]Failed to publish to Notion[/yellow]") + else: + console.print("[yellow]Notion not configured, skipping publish[/yellow]") + else: + console.print(f"[dim]Sharpe {sharpe:.2f} below Notion threshold ({self.pipeline_config.notion_min_sharpe})[/dim]") + + return True # Local save counts as success + + def _print_summary(self, result: PipelineResult): + """Print pipeline run summary.""" + from rich.table import Table + + console.print("\n" + "=" * 60) + console.print("[bold cyan]Pipeline Run Complete[/bold cyan]") + console.print("=" * 60 + "\n") + + table = Table(title="Run Summary") + table.add_column("Metric", style="cyan") + table.add_column("Value", style="green") + + table.add_row("Run ID", result.run_id) + table.add_row("Duration", str(result.duration) if result.duration else "N/A") + table.add_row("Papers Found", str(result.papers_found)) + table.add_row("Papers Processed", str(result.papers_processed)) + table.add_row("Strategies Generated", str(result.strategies_generated)) + table.add_row("Passed Backtest", str(result.strategies_passed_backtest)) + table.add_row("Published to Notion", str(result.strategies_published)) + + if result.best_strategy: + table.add_row("Best Strategy", f"{result.best_strategy['name']} (Sharpe: {result.best_strategy['sharpe_ratio']:.2f})") + + console.print(table) + + if result.errors: + console.print(f"\n[yellow]Errors ({len(result.errors)}):[/yellow]") + for err in result.errors[:5]: + console.print(f" [red]- {err}[/red]") + + +async def run_automated_pipeline( + config: Optional[Config] = None, + pipeline_config: Optional[PipelineConfig] = None +) -> Dict[str, Any]: + """Convenience function to run the automated pipeline. + + Returns: + Dict with run statistics for the scheduler + """ + pipeline = AutomatedBacktestPipeline(config=config, pipeline_config=pipeline_config) + result = await pipeline.run() + + return { + "strategies_generated": result.strategies_generated, + "strategies_published": result.strategies_published, + "success": len(result.errors) == 0, + "result": result.to_dict() + } diff --git a/quantcoder/scheduler/notion_client.py b/quantcoder/scheduler/notion_client.py new file mode 100644 index 0000000..f5082aa --- /dev/null +++ b/quantcoder/scheduler/notion_client.py @@ -0,0 +1,433 @@ +"""Notion integration client for publishing strategy articles.""" + +import os +import logging +from typing import Optional, Dict, Any, List +from dataclasses import dataclass +from datetime import datetime + +import requests + +logger = logging.getLogger(__name__) + + +@dataclass +class NotionPage: + """Represents a Notion page.""" + id: str + title: str + url: str + created_time: str + + +@dataclass +class StrategyArticle: + """Strategy article content for Notion.""" + title: str + paper_title: str + paper_url: str + paper_authors: List[str] + strategy_summary: str + strategy_type: str + backtest_results: Dict[str, Any] + code_snippet: Optional[str] = None + quantconnect_project_url: Optional[str] = None + tags: Optional[List[str]] = None + + def to_notion_blocks(self) -> List[Dict]: + """Convert article to Notion block format.""" + blocks = [] + + # Header with paper info + blocks.append({ + "object": "block", + "type": "callout", + "callout": { + "rich_text": [{"type": "text", "text": {"content": f"Based on: {self.paper_title}"}}], + "icon": {"type": "emoji", "emoji": "📄"}, + "color": "blue_background" + } + }) + + # Paper link + if self.paper_url: + blocks.append({ + "object": "block", + "type": "bookmark", + "bookmark": {"url": self.paper_url} + }) + + # Strategy Summary heading + blocks.append({ + "object": "block", + "type": "heading_2", + "heading_2": { + "rich_text": [{"type": "text", "text": {"content": "Strategy Summary"}}] + } + }) + + # Strategy summary content + blocks.append({ + "object": "block", + "type": "paragraph", + "paragraph": { + "rich_text": [{"type": "text", "text": {"content": self.strategy_summary}}] + } + }) + + # Backtest Results heading + blocks.append({ + "object": "block", + "type": "heading_2", + "heading_2": { + "rich_text": [{"type": "text", "text": {"content": "Backtest Results"}}] + } + }) + + # Results table + results = self.backtest_results + metrics_text = f"""Sharpe Ratio: {results.get('sharpe_ratio', 'N/A'):.2f} +Total Return: {results.get('total_return', 0):.2%} +Max Drawdown: {results.get('max_drawdown', 0):.2%} +Win Rate: {results.get('win_rate', 'N/A')} +Backtest Period: {results.get('start_date', 'N/A')} to {results.get('end_date', 'N/A')}""" + + blocks.append({ + "object": "block", + "type": "code", + "code": { + "rich_text": [{"type": "text", "text": {"content": metrics_text}}], + "language": "plain text" + } + }) + + # QuantConnect link if available + if self.quantconnect_project_url: + blocks.append({ + "object": "block", + "type": "heading_2", + "heading_2": { + "rich_text": [{"type": "text", "text": {"content": "Algorithm"}}] + } + }) + + blocks.append({ + "object": "block", + "type": "callout", + "callout": { + "rich_text": [ + {"type": "text", "text": {"content": "View on QuantConnect: "}}, + {"type": "text", "text": {"content": self.quantconnect_project_url, "link": {"url": self.quantconnect_project_url}}} + ], + "icon": {"type": "emoji", "emoji": "🔗"}, + "color": "green_background" + } + }) + + # Code snippet if provided + if self.code_snippet: + blocks.append({ + "object": "block", + "type": "heading_2", + "heading_2": { + "rich_text": [{"type": "text", "text": {"content": "Code Preview"}}] + } + }) + + # Truncate code if too long for Notion (2000 char limit per block) + code = self.code_snippet[:1900] + "..." if len(self.code_snippet) > 1900 else self.code_snippet + + blocks.append({ + "object": "block", + "type": "code", + "code": { + "rich_text": [{"type": "text", "text": {"content": code}}], + "language": "python" + } + }) + + # Divider + blocks.append({"object": "block", "type": "divider", "divider": {}}) + + # Footer with metadata + blocks.append({ + "object": "block", + "type": "paragraph", + "paragraph": { + "rich_text": [ + {"type": "text", "text": {"content": f"Generated by QuantCoder on {datetime.now().strftime('%Y-%m-%d %H:%M')}", "annotations": {"italic": True, "color": "gray"}}} + ] + } + }) + + return blocks + + +class NotionClient: + """Client for interacting with Notion API.""" + + NOTION_API_VERSION = "2022-06-28" + BASE_URL = "https://api.notion.com/v1" + + def __init__( + self, + api_key: Optional[str] = None, + database_id: Optional[str] = None + ): + """Initialize Notion client. + + Args: + api_key: Notion integration API key. Falls back to NOTION_API_KEY env var. + database_id: Target database ID for strategy articles. Falls back to NOTION_DATABASE_ID env var. + """ + self.api_key = api_key or os.getenv("NOTION_API_KEY") + self.database_id = database_id or os.getenv("NOTION_DATABASE_ID") + + if not self.api_key: + logger.warning("Notion API key not configured. Set NOTION_API_KEY environment variable.") + + self.headers = { + "Authorization": f"Bearer {self.api_key}", + "Content-Type": "application/json", + "Notion-Version": self.NOTION_API_VERSION + } + + def is_configured(self) -> bool: + """Check if Notion client is properly configured.""" + return bool(self.api_key and self.database_id) + + def test_connection(self) -> bool: + """Test connection to Notion API.""" + if not self.api_key: + return False + + try: + response = requests.get( + f"{self.BASE_URL}/users/me", + headers=self.headers, + timeout=10 + ) + return response.status_code == 200 + except Exception as e: + logger.error(f"Notion connection test failed: {e}") + return False + + def create_strategy_page( + self, + article: StrategyArticle, + parent_database_id: Optional[str] = None + ) -> Optional[NotionPage]: + """Create a new strategy article page in Notion. + + Args: + article: The strategy article to publish + parent_database_id: Database to create page in (overrides default) + + Returns: + NotionPage if successful, None otherwise + """ + database_id = parent_database_id or self.database_id + + if not database_id: + logger.error("No database ID configured for Notion") + return None + + if not self.api_key: + logger.error("No Notion API key configured") + return None + + # Build properties for database page + properties = { + "Name": { + "title": [{"text": {"content": article.title}}] + }, + "Strategy Type": { + "select": {"name": article.strategy_type.replace("_", " ").title()} + }, + "Sharpe Ratio": { + "number": article.backtest_results.get("sharpe_ratio", 0) + }, + "Status": { + "status": {"name": "Published"} + } + } + + # Add tags if available + if article.tags: + properties["Tags"] = { + "multi_select": [{"name": tag} for tag in article.tags[:5]] + } + + # Add paper URL if available + if article.paper_url: + properties["Paper URL"] = { + "url": article.paper_url + } + + # Add QuantConnect URL if available + if article.quantconnect_project_url: + properties["QuantConnect"] = { + "url": article.quantconnect_project_url + } + + # Create page with content blocks + payload = { + "parent": {"database_id": database_id}, + "properties": properties, + "children": article.to_notion_blocks() + } + + try: + response = requests.post( + f"{self.BASE_URL}/pages", + headers=self.headers, + json=payload, + timeout=30 + ) + + if response.status_code == 200: + data = response.json() + logger.info(f"Created Notion page: {data['id']}") + return NotionPage( + id=data["id"], + title=article.title, + url=data["url"], + created_time=data["created_time"] + ) + else: + error_msg = response.json().get("message", response.text) + logger.error(f"Failed to create Notion page: {error_msg}") + return None + + except Exception as e: + logger.error(f"Error creating Notion page: {e}") + return None + + def update_page( + self, + page_id: str, + properties: Optional[Dict] = None, + content_blocks: Optional[List[Dict]] = None + ) -> bool: + """Update an existing Notion page. + + Args: + page_id: The page ID to update + properties: New properties to set + content_blocks: New content blocks to append + + Returns: + True if successful + """ + if not self.api_key: + logger.error("No Notion API key configured") + return False + + # Update properties if provided + if properties: + try: + response = requests.patch( + f"{self.BASE_URL}/pages/{page_id}", + headers=self.headers, + json={"properties": properties}, + timeout=30 + ) + if response.status_code != 200: + logger.error(f"Failed to update page properties: {response.text}") + return False + except Exception as e: + logger.error(f"Error updating page properties: {e}") + return False + + # Append content blocks if provided + if content_blocks: + try: + response = requests.patch( + f"{self.BASE_URL}/blocks/{page_id}/children", + headers=self.headers, + json={"children": content_blocks}, + timeout=30 + ) + if response.status_code != 200: + logger.error(f"Failed to append blocks: {response.text}") + return False + except Exception as e: + logger.error(f"Error appending blocks: {e}") + return False + + return True + + def get_database_schema(self, database_id: Optional[str] = None) -> Optional[Dict]: + """Get the schema/properties of a Notion database. + + Useful for understanding what properties are available. + """ + db_id = database_id or self.database_id + + if not db_id or not self.api_key: + return None + + try: + response = requests.get( + f"{self.BASE_URL}/databases/{db_id}", + headers=self.headers, + timeout=10 + ) + + if response.status_code == 200: + return response.json() + else: + logger.error(f"Failed to get database schema: {response.text}") + return None + + except Exception as e: + logger.error(f"Error getting database schema: {e}") + return None + + def query_database( + self, + database_id: Optional[str] = None, + filter_obj: Optional[Dict] = None, + sorts: Optional[List[Dict]] = None, + page_size: int = 10 + ) -> List[Dict]: + """Query pages from a Notion database. + + Args: + database_id: Database to query + filter_obj: Notion filter object + sorts: List of sort objects + page_size: Number of results to return + + Returns: + List of page objects + """ + db_id = database_id or self.database_id + + if not db_id or not self.api_key: + return [] + + payload = {"page_size": page_size} + + if filter_obj: + payload["filter"] = filter_obj + if sorts: + payload["sorts"] = sorts + + try: + response = requests.post( + f"{self.BASE_URL}/databases/{db_id}/query", + headers=self.headers, + json=payload, + timeout=30 + ) + + if response.status_code == 200: + return response.json().get("results", []) + else: + logger.error(f"Failed to query database: {response.text}") + return [] + + except Exception as e: + logger.error(f"Error querying database: {e}") + return [] diff --git a/quantcoder/scheduler/runner.py b/quantcoder/scheduler/runner.py new file mode 100644 index 0000000..8cfd70a --- /dev/null +++ b/quantcoder/scheduler/runner.py @@ -0,0 +1,329 @@ +"""Scheduled runner for automated strategy generation.""" + +import asyncio +import logging +import signal +import sys +from datetime import datetime, timedelta +from typing import Optional, Callable, Any +from dataclasses import dataclass, field +from pathlib import Path +from enum import Enum + +from apscheduler.schedulers.asyncio import AsyncIOScheduler +from apscheduler.triggers.cron import CronTrigger +from apscheduler.triggers.interval import IntervalTrigger +from rich.console import Console + +logger = logging.getLogger(__name__) +console = Console() + + +class ScheduleInterval(Enum): + """Predefined schedule intervals.""" + HOURLY = "hourly" + DAILY = "daily" + WEEKLY = "weekly" + CUSTOM = "custom" + + +@dataclass +class ScheduleConfig: + """Configuration for scheduled runs.""" + interval: ScheduleInterval = ScheduleInterval.DAILY + cron_expression: Optional[str] = None # For custom schedules + hour: int = 6 # Default run at 6 AM for daily + minute: int = 0 + day_of_week: str = "mon" # For weekly runs + timezone: str = "UTC" + max_runs: Optional[int] = None # None = unlimited + enabled: bool = True + + def to_trigger(self): + """Convert config to APScheduler trigger.""" + if self.interval == ScheduleInterval.CUSTOM and self.cron_expression: + return CronTrigger.from_crontab(self.cron_expression, timezone=self.timezone) + elif self.interval == ScheduleInterval.HOURLY: + return IntervalTrigger(hours=1, timezone=self.timezone) + elif self.interval == ScheduleInterval.DAILY: + return CronTrigger(hour=self.hour, minute=self.minute, timezone=self.timezone) + elif self.interval == ScheduleInterval.WEEKLY: + return CronTrigger( + day_of_week=self.day_of_week, + hour=self.hour, + minute=self.minute, + timezone=self.timezone + ) + else: + return IntervalTrigger(hours=24, timezone=self.timezone) + + +@dataclass +class RunStats: + """Statistics for scheduler runs.""" + total_runs: int = 0 + successful_runs: int = 0 + failed_runs: int = 0 + strategies_generated: int = 0 + strategies_published: int = 0 + last_run_time: Optional[datetime] = None + last_run_success: bool = True + errors: list = field(default_factory=list) + + @property + def success_rate(self) -> float: + if self.total_runs == 0: + return 0.0 + return self.successful_runs / self.total_runs + + +class ScheduledRunner: + """Manages scheduled execution of the automated pipeline.""" + + def __init__( + self, + pipeline_func: Callable, + schedule_config: Optional[ScheduleConfig] = None, + state_file: Optional[Path] = None + ): + """Initialize scheduled runner. + + Args: + pipeline_func: Async function to run on schedule + schedule_config: Schedule configuration + state_file: Path to persist state between runs + """ + self.pipeline_func = pipeline_func + self.config = schedule_config or ScheduleConfig() + self.state_file = state_file or Path.home() / ".quantcoder" / "scheduler_state.json" + + self.scheduler = AsyncIOScheduler(timezone=self.config.timezone) + self.stats = RunStats() + self.running = False + + # Callbacks + self.on_run_start: Optional[Callable] = None + self.on_run_complete: Optional[Callable[[bool, Any], None]] = None + self.on_error: Optional[Callable[[Exception], None]] = None + + # Load persisted state + self._load_state() + + def _load_state(self): + """Load persisted state from file.""" + if self.state_file.exists(): + try: + import json + with open(self.state_file, 'r') as f: + data = json.load(f) + self.stats.total_runs = data.get("total_runs", 0) + self.stats.successful_runs = data.get("successful_runs", 0) + self.stats.failed_runs = data.get("failed_runs", 0) + self.stats.strategies_generated = data.get("strategies_generated", 0) + self.stats.strategies_published = data.get("strategies_published", 0) + if data.get("last_run_time"): + self.stats.last_run_time = datetime.fromisoformat(data["last_run_time"]) + logger.info(f"Loaded scheduler state: {self.stats.total_runs} previous runs") + except Exception as e: + logger.warning(f"Could not load scheduler state: {e}") + + def _save_state(self): + """Save state to file.""" + try: + import json + self.state_file.parent.mkdir(parents=True, exist_ok=True) + data = { + "total_runs": self.stats.total_runs, + "successful_runs": self.stats.successful_runs, + "failed_runs": self.stats.failed_runs, + "strategies_generated": self.stats.strategies_generated, + "strategies_published": self.stats.strategies_published, + "last_run_time": self.stats.last_run_time.isoformat() if self.stats.last_run_time else None, + "last_run_success": self.stats.last_run_success + } + with open(self.state_file, 'w') as f: + json.dump(data, f, indent=2) + except Exception as e: + logger.warning(f"Could not save scheduler state: {e}") + + async def _execute_run(self): + """Execute a single scheduled run.""" + run_start = datetime.now() + self.stats.total_runs += 1 + self.stats.last_run_time = run_start + + console.print(f"\n[bold cyan]{'=' * 60}[/bold cyan]") + console.print(f"[bold cyan]Scheduled Run #{self.stats.total_runs}[/bold cyan]") + console.print(f"[dim]Started: {run_start.strftime('%Y-%m-%d %H:%M:%S')}[/dim]") + console.print(f"[bold cyan]{'=' * 60}[/bold cyan]\n") + + if self.on_run_start: + self.on_run_start() + + try: + # Execute the pipeline + result = await self.pipeline_func() + + # Update stats from result + if result: + self.stats.strategies_generated += result.get("strategies_generated", 0) + self.stats.strategies_published += result.get("strategies_published", 0) + + self.stats.successful_runs += 1 + self.stats.last_run_success = True + + elapsed = datetime.now() - run_start + console.print(f"\n[green]Run #{self.stats.total_runs} completed successfully[/green]") + console.print(f"[dim]Duration: {elapsed}[/dim]") + + if self.on_run_complete: + self.on_run_complete(True, result) + + except Exception as e: + self.stats.failed_runs += 1 + self.stats.last_run_success = False + self.stats.errors.append({ + "time": run_start.isoformat(), + "error": str(e) + }) + + logger.error(f"Scheduled run failed: {e}") + console.print(f"\n[red]Run #{self.stats.total_runs} failed: {e}[/red]") + + if self.on_error: + self.on_error(e) + + if self.on_run_complete: + self.on_run_complete(False, None) + + finally: + self._save_state() + + # Check if we've hit max runs + if self.config.max_runs and self.stats.total_runs >= self.config.max_runs: + console.print(f"\n[yellow]Reached maximum runs ({self.config.max_runs}). Stopping scheduler.[/yellow]") + self.stop() + + def start(self): + """Start the scheduler.""" + if self.running: + logger.warning("Scheduler is already running") + return + + if not self.config.enabled: + logger.warning("Scheduler is disabled in configuration") + return + + # Set up signal handlers + signal.signal(signal.SIGINT, self._handle_shutdown) + signal.signal(signal.SIGTERM, self._handle_shutdown) + + # Add job to scheduler + trigger = self.config.to_trigger() + self.scheduler.add_job( + self._execute_run, + trigger=trigger, + id="automated_pipeline", + name="Automated Strategy Pipeline", + replace_existing=True + ) + + # Start scheduler + self.scheduler.start() + self.running = True + + # Calculate next run time + job = self.scheduler.get_job("automated_pipeline") + next_run = job.next_run_time if job else None + + console.print(f"\n[green]Scheduler started[/green]") + console.print(f"[cyan]Schedule:[/cyan] {self.config.interval.value}") + if next_run: + console.print(f"[cyan]Next run:[/cyan] {next_run.strftime('%Y-%m-%d %H:%M:%S %Z')}") + console.print(f"[dim]Press Ctrl+C to stop[/dim]\n") + + logger.info(f"Scheduler started with {self.config.interval.value} schedule") + + def stop(self): + """Stop the scheduler gracefully.""" + if not self.running: + return + + console.print("\n[yellow]Stopping scheduler...[/yellow]") + self.scheduler.shutdown(wait=True) + self.running = False + self._save_state() + + console.print("[green]Scheduler stopped[/green]") + logger.info("Scheduler stopped") + + def _handle_shutdown(self, signum, frame): + """Handle shutdown signals.""" + console.print("\n[yellow]Received shutdown signal[/yellow]") + self.stop() + sys.exit(0) + + async def run_once(self): + """Run the pipeline once immediately (for testing).""" + console.print("[cyan]Running pipeline once...[/cyan]") + await self._execute_run() + + async def run_forever(self): + """Run the scheduler indefinitely.""" + self.start() + try: + while self.running: + await asyncio.sleep(1) + except KeyboardInterrupt: + self.stop() + + def get_status(self) -> dict: + """Get current scheduler status.""" + job = self.scheduler.get_job("automated_pipeline") if self.running else None + + return { + "running": self.running, + "enabled": self.config.enabled, + "schedule": self.config.interval.value, + "next_run": job.next_run_time.isoformat() if job and job.next_run_time else None, + "stats": { + "total_runs": self.stats.total_runs, + "successful_runs": self.stats.successful_runs, + "failed_runs": self.stats.failed_runs, + "success_rate": f"{self.stats.success_rate:.1%}", + "strategies_generated": self.stats.strategies_generated, + "strategies_published": self.stats.strategies_published, + "last_run": self.stats.last_run_time.isoformat() if self.stats.last_run_time else None, + "last_run_success": self.stats.last_run_success + } + } + + def print_status(self): + """Print scheduler status to console.""" + from rich.table import Table + from rich.panel import Panel + + status = self.get_status() + + # Status panel + status_text = f"""[bold]Running:[/bold] {'Yes' if status['running'] else 'No'} +[bold]Schedule:[/bold] {status['schedule']} +[bold]Next Run:[/bold] {status['next_run'] or 'Not scheduled'}""" + + console.print(Panel(status_text, title="Scheduler Status", border_style="cyan")) + + # Stats table + table = Table(title="Run Statistics") + table.add_column("Metric", style="cyan") + table.add_column("Value", style="green") + + stats = status['stats'] + table.add_row("Total Runs", str(stats['total_runs'])) + table.add_row("Successful", str(stats['successful_runs'])) + table.add_row("Failed", str(stats['failed_runs'])) + table.add_row("Success Rate", stats['success_rate']) + table.add_row("Strategies Generated", str(stats['strategies_generated'])) + table.add_row("Strategies Published", str(stats['strategies_published'])) + table.add_row("Last Run", stats['last_run'] or "Never") + + console.print(table) diff --git a/tests/test_scheduler.py b/tests/test_scheduler.py new file mode 100644 index 0000000..475bc13 --- /dev/null +++ b/tests/test_scheduler.py @@ -0,0 +1,239 @@ +"""Tests for the scheduler module.""" + +import pytest +from unittest.mock import Mock, AsyncMock, patch +from datetime import datetime +from pathlib import Path + +from quantcoder.scheduler.notion_client import NotionClient, StrategyArticle +from quantcoder.scheduler.article_generator import ArticleGenerator, StrategyReport +from quantcoder.scheduler.runner import ScheduledRunner, ScheduleConfig, ScheduleInterval + + +class TestNotionClient: + """Tests for NotionClient.""" + + def test_is_configured_without_credentials(self): + """Test is_configured returns False without credentials.""" + client = NotionClient(api_key=None, database_id=None) + assert not client.is_configured() + + def test_is_configured_with_credentials(self): + """Test is_configured returns True with credentials.""" + client = NotionClient(api_key="test_key", database_id="test_db") + assert client.is_configured() + + @patch('requests.get') + def test_test_connection_success(self, mock_get): + """Test successful connection test.""" + mock_get.return_value.status_code = 200 + client = NotionClient(api_key="test_key", database_id="test_db") + assert client.test_connection() + + @patch('requests.get') + def test_test_connection_failure(self, mock_get): + """Test failed connection test.""" + mock_get.return_value.status_code = 401 + client = NotionClient(api_key="invalid_key", database_id="test_db") + assert not client.test_connection() + + +class TestStrategyArticle: + """Tests for StrategyArticle.""" + + def test_to_notion_blocks(self): + """Test conversion to Notion blocks.""" + article = StrategyArticle( + title="Test Strategy", + paper_title="Test Paper", + paper_url="https://example.com/paper", + paper_authors=["Author 1", "Author 2"], + strategy_summary="This is a test strategy.", + strategy_type="momentum", + backtest_results={ + "sharpe_ratio": 1.5, + "total_return": 0.25, + "max_drawdown": -0.10, + }, + tags=["momentum", "high sharpe"], + ) + + blocks = article.to_notion_blocks() + + assert len(blocks) > 0 + # Check for callout block with paper info + assert any(b.get("type") == "callout" for b in blocks) + # Check for heading blocks + assert any(b.get("type") == "heading_2" for b in blocks) + + +class TestArticleGenerator: + """Tests for ArticleGenerator.""" + + @pytest.fixture + def sample_report(self): + """Create a sample strategy report.""" + return StrategyReport( + strategy_name="MomentumStrategy_20240101", + paper_title="A Study of Momentum Trading", + paper_url="https://arxiv.org/abs/1234.5678", + paper_authors=["John Doe", "Jane Smith"], + paper_abstract="This paper studies momentum trading strategies...", + strategy_type="momentum", + strategy_summary="", + code_files={ + "Main.py": "class MomentumAlgorithm(QCAlgorithm):\n pass", + "Alpha.py": "class MomentumAlpha:\n pass", + }, + backtest_results={ + "sharpe_ratio": 1.2, + "total_return": 0.35, + "max_drawdown": -0.15, + }, + ) + + def test_generate_title(self, sample_report): + """Test title generation.""" + generator = ArticleGenerator() + title = generator.generate_title(sample_report) + + assert "Momentum" in title + assert sample_report.strategy_name in title + + def test_generate_template_summary(self, sample_report): + """Test template-based summary generation.""" + generator = ArticleGenerator() + summary = generator._generate_template_summary(sample_report) + + assert len(summary) > 0 + assert "momentum" in summary.lower() + assert "1.2" in summary or "Sharpe" in summary + + def test_generate_notion_article(self, sample_report): + """Test Notion article generation.""" + generator = ArticleGenerator() + article = generator.generate_notion_article(sample_report) + + assert isinstance(article, StrategyArticle) + assert article.paper_title == sample_report.paper_title + assert article.strategy_type == "momentum" + assert len(article.tags) > 0 + + def test_generate_markdown(self, sample_report): + """Test markdown generation.""" + generator = ArticleGenerator() + markdown = generator.generate_markdown(sample_report) + + assert "# " in markdown + assert sample_report.paper_title in markdown + assert "```python" in markdown + assert "Sharpe Ratio" in markdown + + +class TestScheduleConfig: + """Tests for ScheduleConfig.""" + + def test_daily_trigger(self): + """Test daily schedule trigger creation.""" + config = ScheduleConfig( + interval=ScheduleInterval.DAILY, + hour=6, + minute=0, + ) + trigger = config.to_trigger() + assert trigger is not None + + def test_weekly_trigger(self): + """Test weekly schedule trigger creation.""" + config = ScheduleConfig( + interval=ScheduleInterval.WEEKLY, + hour=9, + day_of_week="mon", + ) + trigger = config.to_trigger() + assert trigger is not None + + def test_hourly_trigger(self): + """Test hourly schedule trigger creation.""" + config = ScheduleConfig(interval=ScheduleInterval.HOURLY) + trigger = config.to_trigger() + assert trigger is not None + + +class TestScheduledRunner: + """Tests for ScheduledRunner.""" + + @pytest.fixture + def mock_pipeline(self): + """Create a mock pipeline function.""" + async def pipeline(): + return {"strategies_generated": 2, "strategies_published": 1} + return pipeline + + def test_runner_initialization(self, mock_pipeline, tmp_path): + """Test runner initialization.""" + runner = ScheduledRunner( + pipeline_func=mock_pipeline, + state_file=tmp_path / "test_state.json" + ) + assert runner.stats.total_runs == 0 + assert not runner.running + + def test_get_status(self, mock_pipeline, tmp_path): + """Test status retrieval.""" + runner = ScheduledRunner( + pipeline_func=mock_pipeline, + state_file=tmp_path / "test_state.json" + ) + status = runner.get_status() + + assert "running" in status + assert "stats" in status + assert status["running"] is False + + @pytest.mark.asyncio + async def test_run_once(self, mock_pipeline, tmp_path): + """Test single run execution.""" + runner = ScheduledRunner( + pipeline_func=mock_pipeline, + state_file=tmp_path / "test_state.json" + ) + await runner.run_once() + + assert runner.stats.total_runs == 1 + assert runner.stats.successful_runs == 1 + assert runner.stats.strategies_generated == 2 + assert runner.stats.strategies_published == 1 + + @pytest.mark.asyncio + async def test_run_with_error(self, tmp_path): + """Test run with pipeline error.""" + async def failing_pipeline(): + raise ValueError("Test error") + + # Use a separate state file to avoid test pollution + runner = ScheduledRunner( + pipeline_func=failing_pipeline, + state_file=tmp_path / "test_state.json" + ) + await runner.run_once() + + assert runner.stats.total_runs == 1 + assert runner.stats.failed_runs == 1 + assert runner.stats.successful_runs == 0 + assert len(runner.stats.errors) == 1 + + +class TestPipelineConfig: + """Tests for PipelineConfig.""" + + def test_default_config(self): + """Test default configuration values.""" + from quantcoder.scheduler.automated_pipeline import PipelineConfig + + config = PipelineConfig() + + assert len(config.search_queries) > 0 + assert config.min_sharpe_ratio == 0.5 + assert config.max_strategies_per_run == 3 + assert config.publish_to_notion is True From b6875add7dadfbbe5773907fb889000d75c33eda Mon Sep 17 00:00:00 2001 From: Claude Date: Wed, 28 Jan 2026 12:56:05 +0000 Subject: [PATCH 16/22] Update batch limit to 10 and clarify acceptance criteria flow - Set default max_strategies_per_run (batch limit) to 10 - Align notion_min_sharpe with min_sharpe_ratio by default - Clarify in help text: algos meeting acceptance criteria stay in QC - Notion article published only for successful algos https://claude.ai/code/session_01SwNvxUMWNQ3RYpdCNg38xY --- quantcoder/cli.py | 10 +++++----- quantcoder/config.py | 8 ++++---- quantcoder/scheduler/automated_pipeline.py | 12 ++++++------ tests/test_scheduler.py | 4 ++-- 4 files changed, 17 insertions(+), 17 deletions(-) diff --git a/quantcoder/cli.py b/quantcoder/cli.py index 3703d0a..cf56425 100644 --- a/quantcoder/cli.py +++ b/quantcoder/cli.py @@ -957,9 +957,9 @@ def schedule(): @click.option('--hour', default=6, type=int, help='Hour to run (for daily/weekly)') @click.option('--day', default='mon', help='Day of week (for weekly)') @click.option('--queries', help='Comma-separated search queries') -@click.option('--min-sharpe', default=0.5, type=float, help='Minimum Sharpe ratio') -@click.option('--max-strategies', default=3, type=int, help='Max strategies per run') -@click.option('--notion-min-sharpe', default=0.8, type=float, help='Min Sharpe for Notion publishing') +@click.option('--min-sharpe', default=0.5, type=float, help='Acceptance criteria - min Sharpe to keep algo') +@click.option('--max-strategies', default=10, type=int, help='Batch limit - max strategies per run') +@click.option('--notion-min-sharpe', default=0.5, type=float, help='Min Sharpe for Notion article (defaults to min-sharpe)') @click.option('--output', type=click.Path(), help='Output directory') @click.option('--run-now', is_flag=True, help='Run immediately before starting schedule') @click.pass_context @@ -1046,8 +1046,8 @@ async def run_pipeline(): @schedule.command(name='run') @click.option('--queries', help='Comma-separated search queries') -@click.option('--min-sharpe', default=0.5, type=float, help='Minimum Sharpe ratio') -@click.option('--max-strategies', default=3, type=int, help='Max strategies per run') +@click.option('--min-sharpe', default=0.5, type=float, help='Acceptance criteria - min Sharpe to keep algo') +@click.option('--max-strategies', default=10, type=int, help='Batch limit - max strategies per run') @click.option('--output', type=click.Path(), help='Output directory') @click.pass_context def schedule_run(ctx, queries, min_sharpe, max_strategies, output): diff --git a/quantcoder/config.py b/quantcoder/config.py index e36a146..ec5a5ad 100644 --- a/quantcoder/config.py +++ b/quantcoder/config.py @@ -65,10 +65,10 @@ class SchedulerConfig: hour: int = 6 minute: int = 0 day_of_week: str = "mon" - min_sharpe_ratio: float = 0.5 - max_strategies_per_run: int = 3 - publish_to_notion: bool = True - notion_min_sharpe: float = 0.8 + min_sharpe_ratio: float = 0.5 # Acceptance criteria - algo kept in QC if passes + max_strategies_per_run: int = 10 # Batch limit per scheduled run + publish_to_notion: bool = True # Push article for successful algos + notion_min_sharpe: float = 0.5 # Same as acceptance criteria @dataclass diff --git a/quantcoder/scheduler/automated_pipeline.py b/quantcoder/scheduler/automated_pipeline.py index 2d995b7..74162fa 100644 --- a/quantcoder/scheduler/automated_pipeline.py +++ b/quantcoder/scheduler/automated_pipeline.py @@ -33,11 +33,11 @@ class PipelineConfig: "factor investing", "machine learning trading" ]) - papers_per_query: int = 3 + papers_per_query: int = 5 - # Strategy selection - min_sharpe_ratio: float = 0.5 - max_strategies_per_run: int = 3 + # Strategy selection - batch limit for strategies per run + min_sharpe_ratio: float = 0.5 # Acceptance criteria for keeping algo + max_strategies_per_run: int = 10 # Batch limit (configurable) # Backtest configuration backtest_start_date: str = "2020-01-01" @@ -48,9 +48,9 @@ class PipelineConfig: save_markdown: bool = True save_json: bool = True - # Notion publishing + # Notion publishing - articles for successful strategies only publish_to_notion: bool = True - notion_min_sharpe: float = 0.8 # Higher bar for publishing + notion_min_sharpe: float = 0.5 # Same as acceptance criteria by default # Paper tracking (avoid reprocessing) processed_papers_file: Path = field(default_factory=lambda: Path.home() / ".quantcoder" / "processed_papers.json") diff --git a/tests/test_scheduler.py b/tests/test_scheduler.py index 475bc13..9b40be4 100644 --- a/tests/test_scheduler.py +++ b/tests/test_scheduler.py @@ -234,6 +234,6 @@ def test_default_config(self): config = PipelineConfig() assert len(config.search_queries) > 0 - assert config.min_sharpe_ratio == 0.5 - assert config.max_strategies_per_run == 3 + assert config.min_sharpe_ratio == 0.5 # Acceptance criteria + assert config.max_strategies_per_run == 10 # Batch limit assert config.publish_to_notion is True From 7b1ee149450b29aff227c1b16fd34abcf2699f4f Mon Sep 17 00:00:00 2001 From: Claude Date: Wed, 28 Jan 2026 17:58:41 +0000 Subject: [PATCH 17/22] Add multi-article workflow with consolidated summaries New spot generation workflow: - `quantcoder download 1 2 3` - Download multiple articles - `quantcoder summarize 1 2 3` - Creates individual summaries + consolidated - `quantcoder summaries` - List all available summaries with IDs - `quantcoder generate 6` - Generate code from consolidated summary #6 Storage model: - Individual summaries stored in ~/.quantcoder/summaries/ - Consolidated summaries auto-created when summarizing multiple articles - Consolidated gets next available ID, stores references to sources - Same `generate` command works for both individual and consolidated Implementation: - SummaryStore: Manages summary storage with index - IndividualSummary/ConsolidatedSummary: Data models - LLM consolidation: Merges multiple summaries into coherent strategy - Updated CLI commands to accept multiple IDs https://claude.ai/code/session_01SwNvxUMWNQ3RYpdCNg38xY --- quantcoder/cli.py | 146 ++++++++++++---- quantcoder/core/__init__.py | 17 +- quantcoder/core/processor.py | 34 ++++ quantcoder/core/summary_store.py | 244 ++++++++++++++++++++++++++ quantcoder/tools/article_tools.py | 254 ++++++++++++++++++++++++--- quantcoder/tools/code_tools.py | 116 ++++++++++--- tests/test_multi_article.py | 278 ++++++++++++++++++++++++++++++ 7 files changed, 1010 insertions(+), 79 deletions(-) create mode 100644 quantcoder/core/summary_store.py create mode 100644 tests/test_multi_article.py diff --git a/quantcoder/cli.py b/quantcoder/cli.py index cf56425..bf49bbd 100644 --- a/quantcoder/cli.py +++ b/quantcoder/cli.py @@ -137,72 +137,160 @@ def search(ctx, query, num): @main.command() -@click.argument('article_id', type=int) +@click.argument('article_ids', type=int, nargs=-1, required=True) @click.pass_context -def download(ctx, article_id): +def download(ctx, article_ids): """ - Download an article PDF by ID. + Download article PDF(s) by ID. - Example: quantcoder download 1 + Examples: + quantcoder download 1 + quantcoder download 1 2 3 """ config = ctx.obj['config'] tool = DownloadArticleTool(config) - with console.status(f"Downloading article {article_id}..."): - result = tool.execute(article_id=article_id) + for article_id in article_ids: + with console.status(f"Downloading article {article_id}..."): + result = tool.execute(article_id=article_id) - if result.success: - console.print(f"[green]✓[/green] {result.message}") - else: - console.print(f"[red]✗[/red] {result.error}") + if result.success: + console.print(f"[green]✓[/green] Article {article_id}: {result.message}") + else: + console.print(f"[red]✗[/red] Article {article_id}: {result.error}") @main.command() -@click.argument('article_id', type=int) +@click.argument('article_ids', type=int, nargs=-1, required=True) @click.pass_context -def summarize(ctx, article_id): +def summarize(ctx, article_ids): """ - Summarize a downloaded article. + Summarize downloaded article(s). - Example: quantcoder summarize 1 + When multiple articles are provided, also creates a consolidated summary + with a new ID that can be used with 'generate'. + + Examples: + quantcoder summarize 1 + quantcoder summarize 1 2 3 # Creates individual + consolidated summary """ config = ctx.obj['config'] tool = SummarizeArticleTool(config) - with console.status(f"Analyzing article {article_id}..."): - result = tool.execute(article_id=article_id) + article_ids_list = list(article_ids) + + with console.status(f"Analyzing article(s) {article_ids_list}..."): + result = tool.execute(article_ids=article_ids_list) if result.success: console.print(f"[green]✓[/green] {result.message}\n") - console.print(Panel( - Markdown(result.data['summary']), - title="Summary", - border_style="green" - )) + + # Show individual summaries + for summary in result.data.get('summaries', []): + console.print(Panel( + Markdown(summary.get('summary_text', '')), + title=f"Summary #{summary.get('article_id')} - {summary.get('title', 'Unknown')[:50]}", + border_style="green" + )) + + # Highlight consolidated summary if created + if result.data.get('consolidated_summary_id'): + consolidated_id = result.data['consolidated_summary_id'] + console.print(Panel( + f"[bold]Consolidated summary created: #{consolidated_id}[/bold]\n\n" + f"Source articles: {article_ids_list}\n\n" + f"Use [cyan]quantcoder generate {consolidated_id}[/cyan] to generate code from the combined strategy.", + title="Consolidated Summary", + border_style="cyan" + )) else: console.print(f"[red]✗[/red] {result.error}") +@main.command(name='summaries') +@click.pass_context +def list_summaries(ctx): + """ + List all available summaries (individual and consolidated). + + Shows summary IDs that can be used with 'generate' command. + """ + from quantcoder.core.summary_store import SummaryStore + + config = ctx.obj['config'] + store = SummaryStore(config.home_dir) + summaries = store.list_summaries() + + if not summaries['individual'] and not summaries['consolidated']: + console.print("[yellow]No summaries found. Use 'summarize' to create some.[/yellow]") + return + + from rich.table import Table + + # Individual summaries + if summaries['individual']: + table = Table(title="Individual Summaries") + table.add_column("ID", style="cyan") + table.add_column("Article", style="white") + table.add_column("Title", style="green") + table.add_column("Type", style="yellow") + + for s in summaries['individual']: + table.add_row( + str(s['summary_id']), + str(s['article_id']), + s['title'][:50] + "..." if len(s['title']) > 50 else s['title'], + s['strategy_type'] + ) + + console.print(table) + console.print() + + # Consolidated summaries + if summaries['consolidated']: + table = Table(title="Consolidated Summaries") + table.add_column("ID", style="cyan") + table.add_column("Source Articles", style="white") + table.add_column("Type", style="yellow") + table.add_column("Created", style="dim") + + for s in summaries['consolidated']: + table.add_row( + str(s['summary_id']), + str(s['source_article_ids']), + s['strategy_type'], + s.get('created_at', '')[:10] if s.get('created_at') else '' + ) + + console.print(table) + + console.print("\n[dim]Use 'quantcoder generate ' to generate code from any summary[/dim]") + + @main.command(name='generate') -@click.argument('article_id', type=int) +@click.argument('summary_id', type=int) @click.option('--max-attempts', default=6, help='Maximum refinement attempts') @click.option('--open-in-editor', is_flag=True, help='Open generated code in editor (default: Zed)') @click.option('--editor', default=None, help='Editor to use (overrides config, e.g., zed, code, vim)') @click.pass_context -def generate_code(ctx, article_id, max_attempts, open_in_editor, editor): +def generate_code(ctx, summary_id, max_attempts, open_in_editor, editor): """ - Generate QuantConnect code from an article. + Generate QuantConnect code from a summary. - Example: - quantcoder generate 1 + SUMMARY_ID can be: + - An individual article summary ID + - A consolidated summary ID (created from multiple articles) + + Examples: + quantcoder generate 1 # From article 1 summary + quantcoder generate 6 # From consolidated summary #6 quantcoder generate 1 --open-in-editor - quantcoder generate 1 --open-in-editor --editor code """ config = ctx.obj['config'] tool = GenerateCodeTool(config) - with console.status(f"Generating code for article {article_id}..."): - result = tool.execute(article_id=article_id, max_refine_attempts=max_attempts) + with console.status(f"Generating code for summary #{summary_id}..."): + result = tool.execute(summary_id=summary_id, max_refine_attempts=max_attempts) if result.success: console.print(f"[green]✓[/green] {result.message}\n") diff --git a/quantcoder/core/__init__.py b/quantcoder/core/__init__.py index 7c36661..a54bf38 100644 --- a/quantcoder/core/__init__.py +++ b/quantcoder/core/__init__.py @@ -1,6 +1,17 @@ """Core modules for QuantCoder.""" -from .processor import ArticleProcessor -from .llm import LLMHandler +# Lazy imports to avoid loading heavy dependencies at import time +__all__ = ["ArticleProcessor", "LLMHandler", "SummaryStore"] -__all__ = ["ArticleProcessor", "LLMHandler"] + +def __getattr__(name): + if name == "ArticleProcessor": + from .processor import ArticleProcessor + return ArticleProcessor + if name == "LLMHandler": + from .llm import LLMHandler + return LLMHandler + if name == "SummaryStore": + from .summary_store import SummaryStore + return SummaryStore + raise AttributeError(f"module {__name__!r} has no attribute {name!r}") diff --git a/quantcoder/core/processor.py b/quantcoder/core/processor.py index a111579..5b8c8d5 100644 --- a/quantcoder/core/processor.py +++ b/quantcoder/core/processor.py @@ -285,6 +285,40 @@ def extract_structure_and_generate_code(self, pdf_path: str) -> Dict: return {"summary": summary, "code": qc_code} + def generate_code_from_summary(self, summary_text: str) -> Optional[str]: + """Generate QuantConnect code from a pre-existing summary. + + Args: + summary_text: The strategy summary text + + Returns: + Generated QuantConnect code or None + """ + self.logger.info("Generating code from summary text") + + if not summary_text: + self.logger.error("Empty summary provided") + return None + + # Generate code + qc_code = self.llm_handler.generate_qc_code(summary_text) + + # Refine code if needed + attempt = 0 + while qc_code and not self._validate_code(qc_code) and attempt < self.max_refine_attempts: + self.logger.info(f"Attempt {attempt + 1} to refine code") + qc_code = self.llm_handler.refine_code(qc_code) + if qc_code and self._validate_code(qc_code): + self.logger.info("Refined code is valid") + break + attempt += 1 + + if not qc_code or not self._validate_code(qc_code): + self.logger.error("Failed to generate valid code after multiple attempts") + return "QuantConnect code could not be generated successfully." + + return qc_code + def _validate_code(self, code: str) -> bool: """Validate code syntax.""" try: diff --git a/quantcoder/core/summary_store.py b/quantcoder/core/summary_store.py new file mode 100644 index 0000000..e53f1bf --- /dev/null +++ b/quantcoder/core/summary_store.py @@ -0,0 +1,244 @@ +"""Storage and management for article summaries.""" + +import json +import logging +from datetime import datetime +from pathlib import Path +from typing import Dict, List, Optional +from dataclasses import dataclass, field, asdict + +logger = logging.getLogger(__name__) + + +@dataclass +class IndividualSummary: + """Summary of a single article.""" + article_id: int + title: str + authors: str + url: str + strategy_type: str + key_concepts: List[str] + indicators: List[str] + risk_approach: str + summary_text: str + created_at: str = field(default_factory=lambda: datetime.now().isoformat()) + + def to_dict(self) -> Dict: + return asdict(self) + + @classmethod + def from_dict(cls, data: Dict) -> "IndividualSummary": + return cls(**data) + + +@dataclass +class ConsolidatedSummary: + """Consolidated summary from multiple articles.""" + summary_id: int + source_article_ids: List[int] + references: List[Dict] # [{id, title, contribution}, ...] + merged_strategy_type: str + merged_description: str + contributions_by_article: Dict[int, str] # {article_id: "what it contributes"} + key_concepts: List[str] + indicators: List[str] + risk_approach: str + created_at: str = field(default_factory=lambda: datetime.now().isoformat()) + is_consolidated: bool = True + + def to_dict(self) -> Dict: + return asdict(self) + + @classmethod + def from_dict(cls, data: Dict) -> "ConsolidatedSummary": + return cls(**data) + + +class SummaryStore: + """Manages storage and retrieval of article summaries.""" + + def __init__(self, base_dir: Path): + """Initialize summary store. + + Args: + base_dir: Base directory for storage (e.g., ~/.quantcoder) + """ + self.base_dir = Path(base_dir) + self.summaries_dir = self.base_dir / "summaries" + self.summaries_dir.mkdir(parents=True, exist_ok=True) + + self.index_file = self.summaries_dir / "index.json" + self._load_index() + + def _load_index(self): + """Load the summary index.""" + if self.index_file.exists(): + with open(self.index_file, 'r') as f: + self.index = json.load(f) + else: + self.index = { + "individual": {}, # article_id -> summary_id + "consolidated": {}, # summary_id -> {source_ids, ...} + "next_id": 1 + } + self._save_index() + + def _save_index(self): + """Save the summary index.""" + with open(self.index_file, 'w') as f: + json.dump(self.index, f, indent=2) + + def _get_next_id(self) -> int: + """Get next available summary ID.""" + next_id = self.index["next_id"] + self.index["next_id"] = next_id + 1 + self._save_index() + return next_id + + def save_individual(self, summary: IndividualSummary) -> int: + """Save an individual article summary. + + Args: + summary: The individual summary to save + + Returns: + The summary ID + """ + # Check if already exists + article_id_str = str(summary.article_id) + if article_id_str in self.index["individual"]: + summary_id = self.index["individual"][article_id_str] + else: + summary_id = self._get_next_id() + self.index["individual"][article_id_str] = summary_id + self._save_index() + + # Save summary file + summary_file = self.summaries_dir / f"summary_{summary_id}.json" + data = summary.to_dict() + data["summary_id"] = summary_id + data["is_consolidated"] = False + + with open(summary_file, 'w') as f: + json.dump(data, f, indent=2) + + logger.info(f"Saved individual summary {summary_id} for article {summary.article_id}") + return summary_id + + def save_consolidated(self, summary: ConsolidatedSummary) -> int: + """Save a consolidated summary. + + Args: + summary: The consolidated summary to save + + Returns: + The summary ID + """ + summary_id = self._get_next_id() + summary.summary_id = summary_id + + # Update index + self.index["consolidated"][str(summary_id)] = { + "source_ids": summary.source_article_ids, + "created_at": summary.created_at + } + self._save_index() + + # Save summary file + summary_file = self.summaries_dir / f"summary_{summary_id}.json" + with open(summary_file, 'w') as f: + json.dump(summary.to_dict(), f, indent=2) + + logger.info(f"Saved consolidated summary {summary_id} from articles {summary.source_article_ids}") + return summary_id + + def get_summary(self, summary_id: int) -> Optional[Dict]: + """Get a summary by ID. + + Args: + summary_id: The summary ID + + Returns: + Summary data dict or None + """ + summary_file = self.summaries_dir / f"summary_{summary_id}.json" + if summary_file.exists(): + with open(summary_file, 'r') as f: + return json.load(f) + return None + + def get_summary_id_for_article(self, article_id: int) -> Optional[int]: + """Get summary ID for an article. + + Args: + article_id: The article ID + + Returns: + Summary ID or None + """ + return self.index["individual"].get(str(article_id)) + + def is_consolidated(self, summary_id: int) -> bool: + """Check if a summary ID is consolidated. + + Args: + summary_id: The summary ID + + Returns: + True if consolidated + """ + return str(summary_id) in self.index["consolidated"] + + def list_summaries(self) -> Dict: + """List all summaries. + + Returns: + Dict with individual and consolidated summaries + """ + result = { + "individual": [], + "consolidated": [] + } + + # Individual summaries + for article_id, summary_id in self.index["individual"].items(): + summary = self.get_summary(summary_id) + if summary: + result["individual"].append({ + "summary_id": summary_id, + "article_id": int(article_id), + "title": summary.get("title", "Unknown"), + "strategy_type": summary.get("strategy_type", "Unknown") + }) + + # Consolidated summaries + for summary_id, info in self.index["consolidated"].items(): + summary = self.get_summary(int(summary_id)) + if summary: + result["consolidated"].append({ + "summary_id": int(summary_id), + "source_article_ids": info["source_ids"], + "strategy_type": summary.get("merged_strategy_type", "hybrid"), + "created_at": info.get("created_at") + }) + + return result + + def get_individual_summaries(self, article_ids: List[int]) -> List[Dict]: + """Get multiple individual summaries. + + Args: + article_ids: List of article IDs + + Returns: + List of summary dicts + """ + summaries = [] + for article_id in article_ids: + summary_id = self.get_summary_id_for_article(article_id) + if summary_id: + summary = self.get_summary(summary_id) + if summary: + summaries.append(summary) + return summaries diff --git a/quantcoder/tools/article_tools.py b/quantcoder/tools/article_tools.py index 1223aa2..06a3cdb 100644 --- a/quantcoder/tools/article_tools.py +++ b/quantcoder/tools/article_tools.py @@ -228,62 +228,262 @@ def name(self) -> str: @property def description(self) -> str: - return "Extract and summarize trading strategy from an article PDF" + return "Extract and summarize trading strategy from article PDF(s)" - def execute(self, article_id: int) -> ToolResult: + def execute(self, article_ids: List[int]) -> ToolResult: """ - Summarize an article. + Summarize one or more articles. + + If multiple articles are provided, also creates a consolidated summary. Args: - article_id: Article ID from search results (1-indexed) + article_ids: List of article IDs from search results (1-indexed) Returns: - ToolResult with summary text + ToolResult with summary data including consolidated summary ID if multiple """ from ..core.processor import ArticleProcessor + from ..core.summary_store import SummaryStore, IndividualSummary - self.logger.info(f"Summarizing article {article_id}") + # Ensure it's a list + if isinstance(article_ids, int): + article_ids = [article_ids] + + self.logger.info(f"Summarizing articles: {article_ids}") try: - # Find the article file - filepath = Path(self.config.tools.downloads_dir) / f"article_{article_id}.pdf" + # Initialize summary store + store = SummaryStore(self.config.home_dir) - if not filepath.exists(): + # Load articles metadata + cache_file = Path(self.config.home_dir) / "articles.json" + if not cache_file.exists(): return ToolResult( success=False, - error=f"Article not downloaded. Please download article {article_id} first." + error="No articles found. Please search first." ) - # Process the article + with open(cache_file, 'r') as f: + articles = json.load(f) + + # Process each article processor = ArticleProcessor(self.config) - extracted_data = processor.extract_structure(str(filepath)) + individual_summaries = [] + summary_ids = [] + + for article_id in article_ids: + # Validate article ID + if article_id < 1 or article_id > len(articles): + return ToolResult( + success=False, + error=f"Article ID {article_id} not found. Valid range: 1-{len(articles)}" + ) + + # Find the article file + filepath = Path(self.config.tools.downloads_dir) / f"article_{article_id}.pdf" + + if not filepath.exists(): + return ToolResult( + success=False, + error=f"Article {article_id} not downloaded. Please download it first." + ) + + # Get article metadata + article_meta = articles[article_id - 1] + + # Process the article + extracted_data = processor.extract_structure(str(filepath)) + + if not extracted_data: + self.logger.warning(f"Failed to extract data from article {article_id}") + continue + + # Generate summary + summary_text = processor.generate_summary(extracted_data) + + if not summary_text: + self.logger.warning(f"Failed to generate summary for article {article_id}") + continue + + # Parse summary to extract structured data + parsed = self._parse_summary(summary_text) + + # Create individual summary object + individual = IndividualSummary( + article_id=article_id, + title=article_meta.get('title', 'Unknown'), + authors=article_meta.get('authors', 'Unknown'), + url=article_meta.get('URL', ''), + strategy_type=parsed.get('strategy_type', 'unknown'), + key_concepts=parsed.get('key_concepts', []), + indicators=parsed.get('indicators', []), + risk_approach=parsed.get('risk_approach', ''), + summary_text=summary_text + ) + + # Save to store + summary_id = store.save_individual(individual) + summary_ids.append(summary_id) + individual_summaries.append(individual) + + self.logger.info(f"Created summary #{summary_id} for article {article_id}") - if not extracted_data: + if not individual_summaries: return ToolResult( success=False, - error="Failed to extract data from the article" + error="Failed to generate any summaries" ) - # Generate summary - summary = processor.generate_summary(extracted_data) + result_data = { + "individual_summary_ids": summary_ids, + "summaries": [s.to_dict() for s in individual_summaries] + } - if not summary: - return ToolResult( - success=False, - error="Failed to generate summary" + # If multiple articles, create consolidated summary + consolidated_id = None + if len(individual_summaries) > 1: + consolidated_id = self._create_consolidated_summary( + store, individual_summaries, articles ) + result_data["consolidated_summary_id"] = consolidated_id - # Save summary - summary_path = Path(self.config.tools.downloads_dir) / f"article_{article_id}_summary.txt" - with open(summary_path, 'w', encoding='utf-8') as f: - f.write(summary) + message = f"Created summaries: {summary_ids}" + if consolidated_id: + message += f"\nConsolidated summary created: #{consolidated_id} (from articles {article_ids})" return ToolResult( success=True, - data={"summary": summary, "path": str(summary_path)}, - message=f"Summary saved to {summary_path}" + data=result_data, + message=message ) except Exception as e: - self.logger.error(f"Error summarizing article: {e}") + self.logger.error(f"Error summarizing articles: {e}") return ToolResult(success=False, error=str(e)) + + def _parse_summary(self, summary_text: str) -> Dict: + """Parse summary text to extract structured information.""" + # Simple extraction - can be enhanced with LLM + parsed = { + "strategy_type": "unknown", + "key_concepts": [], + "indicators": [], + "risk_approach": "" + } + + text_lower = summary_text.lower() + + # Detect strategy type + if "momentum" in text_lower: + parsed["strategy_type"] = "momentum" + elif "mean reversion" in text_lower or "mean-reversion" in text_lower: + parsed["strategy_type"] = "mean_reversion" + elif "arbitrage" in text_lower: + parsed["strategy_type"] = "arbitrage" + elif "factor" in text_lower: + parsed["strategy_type"] = "factor" + elif "machine learning" in text_lower or "ml" in text_lower: + parsed["strategy_type"] = "machine_learning" + + # Detect indicators + indicator_keywords = [ + "SMA", "EMA", "RSI", "MACD", "Bollinger", "ATR", + "moving average", "relative strength", "volatility" + ] + for ind in indicator_keywords: + if ind.lower() in text_lower: + parsed["indicators"].append(ind) + + return parsed + + def _create_consolidated_summary( + self, + store, + individual_summaries: List, + articles: List[Dict] + ) -> int: + """Create a consolidated summary from multiple individual summaries.""" + from ..core.summary_store import ConsolidatedSummary + from ..core.llm import get_llm_provider + + # Build references + references = [] + contributions = {} + all_concepts = [] + all_indicators = [] + + for summary in individual_summaries: + references.append({ + "id": summary.article_id, + "title": summary.title, + "contribution": summary.strategy_type + }) + contributions[summary.article_id] = summary.strategy_type + all_concepts.extend(summary.key_concepts) + all_indicators.extend(summary.indicators) + + # Determine merged strategy type + strategy_types = [s.strategy_type for s in individual_summaries] + if len(set(strategy_types)) == 1: + merged_type = strategy_types[0] + else: + merged_type = "hybrid" + + # Generate consolidated description using LLM + try: + llm = get_llm_provider(self.config) + merged_description = self._generate_consolidated_description( + llm, individual_summaries + ) + except Exception as e: + self.logger.warning(f"LLM consolidation failed: {e}, using template") + merged_description = self._generate_template_description(individual_summaries) + + # Create consolidated summary + consolidated = ConsolidatedSummary( + summary_id=0, # Will be assigned by store + source_article_ids=[s.article_id for s in individual_summaries], + references=references, + merged_strategy_type=merged_type, + merged_description=merged_description, + contributions_by_article=contributions, + key_concepts=list(set(all_concepts)), + indicators=list(set(all_indicators)), + risk_approach="Combined risk management approach" + ) + + return store.save_consolidated(consolidated) + + def _generate_consolidated_description(self, llm, summaries: List) -> str: + """Generate consolidated description using LLM.""" + summaries_text = "\n\n".join([ + f"Article {s.article_id} ({s.title}):\n{s.summary_text}" + for s in summaries + ]) + + prompt = f"""Consolidate these trading strategy summaries into a single coherent strategy description. +Identify what each article contributes and how they can be combined. + +{summaries_text} + +Write a 2-3 paragraph consolidated strategy description that: +1. Explains the combined approach +2. Notes what each source article contributes +3. Describes how the concepts work together + +Be concise and technical.""" + + response = llm.generate(prompt, max_tokens=500) + return response.strip() + + def _generate_template_description(self, summaries: List) -> str: + """Generate template-based consolidated description.""" + parts = [] + for s in summaries: + parts.append(f"From article {s.article_id} ({s.title}): {s.strategy_type} approach") + + return f"""This consolidated strategy combines concepts from {len(summaries)} research articles: + +{chr(10).join('- ' + p for p in parts)} + +The combined approach integrates multiple trading methodologies into a unified framework.""" diff --git a/quantcoder/tools/code_tools.py b/quantcoder/tools/code_tools.py index 952e4b8..cf0f2a5 100644 --- a/quantcoder/tools/code_tools.py +++ b/quantcoder/tools/code_tools.py @@ -16,52 +16,126 @@ def name(self) -> str: @property def description(self) -> str: - return "Generate QuantConnect trading algorithm code from article summary" + return "Generate QuantConnect trading algorithm code from article or consolidated summary" - def execute(self, article_id: int, max_refine_attempts: int = 6) -> ToolResult: + def execute( + self, + summary_id: int, + max_refine_attempts: int = 6, + use_summary_store: bool = True + ) -> ToolResult: """ - Generate QuantConnect code from an article. + Generate QuantConnect code from a summary. Args: - article_id: Article ID from search results (1-indexed) + summary_id: Summary ID (can be individual article or consolidated) max_refine_attempts: Maximum attempts to refine code + use_summary_store: If True, look up summary from store; if False, treat as article_id (legacy) Returns: ToolResult with generated code """ from ..core.processor import ArticleProcessor + from ..core.summary_store import SummaryStore - self.logger.info(f"Generating code for article {article_id}") + self.logger.info(f"Generating code for summary/article {summary_id}") try: - # Find the article file - filepath = Path(self.config.tools.downloads_dir) / f"article_{article_id}.pdf" + summary_text = None + is_consolidated = False + source_info = None + + if use_summary_store: + # Try to load from summary store first + store = SummaryStore(self.config.home_dir) + summary_data = store.get_summary(summary_id) + + if summary_data: + is_consolidated = summary_data.get('is_consolidated', False) + + if is_consolidated: + # Consolidated summary + summary_text = summary_data.get('merged_description', '') + source_info = { + "type": "consolidated", + "source_articles": summary_data.get('source_article_ids', []), + "references": summary_data.get('references', []) + } + self.logger.info(f"Using consolidated summary #{summary_id} from articles {source_info['source_articles']}") + else: + # Individual summary from store + summary_text = summary_data.get('summary_text', '') + source_info = { + "type": "individual", + "article_id": summary_data.get('article_id'), + "title": summary_data.get('title') + } + + # Fallback: treat summary_id as article_id (legacy behavior) + if not summary_text: + article_id = summary_id + filepath = Path(self.config.tools.downloads_dir) / f"article_{article_id}.pdf" + + if not filepath.exists(): + return ToolResult( + success=False, + error=f"Summary #{summary_id} not found in store, and article_{article_id}.pdf not downloaded." + ) + + # Process the article directly + processor = ArticleProcessor(self.config, max_refine_attempts=max_refine_attempts) + results = processor.extract_structure_and_generate_code(str(filepath)) + + summary = results.get("summary") + code = results.get("code") + + if not code or code == "QuantConnect code could not be generated successfully.": + return ToolResult( + success=False, + error="Failed to generate valid QuantConnect code", + data={"summary": summary} + ) + + # Save code + code_dir = Path(self.config.tools.generated_code_dir) + code_dir.mkdir(parents=True, exist_ok=True) + + code_path = code_dir / f"algorithm_{article_id}.py" + with open(code_path, 'w', encoding='utf-8') as f: + f.write(code) - if not filepath.exists(): return ToolResult( - success=False, - error=f"Article not downloaded. Please download article {article_id} first." + success=True, + data={ + "code": code, + "summary": summary, + "path": str(code_path), + "source": {"type": "article", "article_id": article_id} + }, + message=f"Code generated and saved to {code_path}" ) - # Process the article + # Generate code from summary text (individual or consolidated) processor = ArticleProcessor(self.config, max_refine_attempts=max_refine_attempts) - results = processor.extract_structure_and_generate_code(str(filepath)) - - summary = results.get("summary") - code = results.get("code") + code = processor.generate_code_from_summary(summary_text) if not code or code == "QuantConnect code could not be generated successfully.": return ToolResult( success=False, error="Failed to generate valid QuantConnect code", - data={"summary": summary} + data={"summary": summary_text} ) - # Save code + # Save code with appropriate naming code_dir = Path(self.config.tools.generated_code_dir) code_dir.mkdir(parents=True, exist_ok=True) - code_path = code_dir / f"algorithm_{article_id}.py" + if is_consolidated: + code_path = code_dir / f"algorithm_consolidated_{summary_id}.py" + else: + article_id = source_info.get('article_id', summary_id) if source_info else summary_id + code_path = code_dir / f"algorithm_{article_id}.py" + with open(code_path, 'w', encoding='utf-8') as f: f.write(code) @@ -69,8 +143,10 @@ def execute(self, article_id: int, max_refine_attempts: int = 6) -> ToolResult: success=True, data={ "code": code, - "summary": summary, - "path": str(code_path) + "summary": summary_text, + "path": str(code_path), + "source": source_info, + "is_consolidated": is_consolidated }, message=f"Code generated and saved to {code_path}" ) diff --git a/tests/test_multi_article.py b/tests/test_multi_article.py new file mode 100644 index 0000000..d492a55 --- /dev/null +++ b/tests/test_multi_article.py @@ -0,0 +1,278 @@ +"""Tests for multi-article workflow with consolidated summaries.""" + +import pytest +import json +from pathlib import Path +from unittest.mock import Mock, patch + +from quantcoder.core.summary_store import ( + SummaryStore, + IndividualSummary, + ConsolidatedSummary +) + + +class TestSummaryStore: + """Tests for SummaryStore.""" + + @pytest.fixture + def store(self, tmp_path): + """Create a temporary summary store.""" + return SummaryStore(tmp_path) + + @pytest.fixture + def sample_individual(self): + """Create a sample individual summary.""" + return IndividualSummary( + article_id=1, + title="Momentum Trading Strategies", + authors="John Doe", + url="https://example.com/paper1", + strategy_type="momentum", + key_concepts=["12-month lookback", "monthly rebalance"], + indicators=["SMA", "RSI"], + risk_approach="volatility targeting", + summary_text="This paper presents a momentum strategy..." + ) + + def test_save_individual_summary(self, store, sample_individual): + """Test saving an individual summary.""" + summary_id = store.save_individual(sample_individual) + + assert summary_id == 1 + assert store.get_summary_id_for_article(1) == 1 + + # Retrieve and verify + saved = store.get_summary(summary_id) + assert saved is not None + assert saved['title'] == "Momentum Trading Strategies" + assert saved['is_consolidated'] is False + + def test_save_consolidated_summary(self, store, sample_individual): + """Test saving a consolidated summary.""" + # First save individual summaries + store.save_individual(sample_individual) + + individual2 = IndividualSummary( + article_id=2, + title="Risk Management Techniques", + authors="Jane Smith", + url="https://example.com/paper2", + strategy_type="risk_management", + key_concepts=["stop loss", "position sizing"], + indicators=["ATR"], + risk_approach="fixed fractional", + summary_text="This paper presents risk management..." + ) + store.save_individual(individual2) + + # Create consolidated + consolidated = ConsolidatedSummary( + summary_id=0, + source_article_ids=[1, 2], + references=[ + {"id": 1, "title": "Momentum Trading", "contribution": "signals"}, + {"id": 2, "title": "Risk Management", "contribution": "risk"} + ], + merged_strategy_type="hybrid", + merged_description="Combined momentum and risk management", + contributions_by_article={1: "momentum signals", 2: "risk management"}, + key_concepts=["momentum", "risk"], + indicators=["SMA", "ATR"], + risk_approach="Combined approach" + ) + + consolidated_id = store.save_consolidated(consolidated) + + assert consolidated_id == 3 # After 2 individual summaries + assert store.is_consolidated(consolidated_id) + + # Retrieve and verify + saved = store.get_summary(consolidated_id) + assert saved is not None + assert saved['source_article_ids'] == [1, 2] + assert saved['is_consolidated'] is True + + def test_list_summaries(self, store, sample_individual): + """Test listing all summaries.""" + store.save_individual(sample_individual) + + summaries = store.list_summaries() + + assert len(summaries['individual']) == 1 + assert len(summaries['consolidated']) == 0 + assert summaries['individual'][0]['article_id'] == 1 + + def test_get_individual_summaries(self, store, sample_individual): + """Test getting multiple individual summaries.""" + store.save_individual(sample_individual) + + individual2 = IndividualSummary( + article_id=2, + title="Paper 2", + authors="Author", + url="", + strategy_type="other", + key_concepts=[], + indicators=[], + risk_approach="", + summary_text="Summary 2" + ) + store.save_individual(individual2) + + summaries = store.get_individual_summaries([1, 2]) + assert len(summaries) == 2 + + +class TestMultiArticleWorkflow: + """Tests for the multi-article workflow integration.""" + + @pytest.fixture + def mock_config(self, tmp_path): + """Create a mock config.""" + config = Mock() + config.home_dir = tmp_path + config.tools.downloads_dir = str(tmp_path / "downloads") + config.tools.generated_code_dir = str(tmp_path / "generated") + + # Create directories + (tmp_path / "downloads").mkdir() + (tmp_path / "generated").mkdir() + + return config + + def test_workflow_single_article(self, mock_config, tmp_path): + """Test workflow with single article.""" + # Create articles.json + articles = [{"title": "Test Paper", "authors": "Author", "URL": "http://test.com"}] + with open(tmp_path / "articles.json", 'w') as f: + json.dump(articles, f) + + store = SummaryStore(tmp_path) + + # Simulate creating individual summary + individual = IndividualSummary( + article_id=1, + title="Test Paper", + authors="Author", + url="http://test.com", + strategy_type="momentum", + key_concepts=["test"], + indicators=["SMA"], + risk_approach="basic", + summary_text="Test summary" + ) + summary_id = store.save_individual(individual) + + # Verify we can retrieve it + summary = store.get_summary(summary_id) + assert summary is not None + assert summary['article_id'] == 1 + + def test_workflow_multiple_articles_creates_consolidated(self, mock_config, tmp_path): + """Test that multiple articles create a consolidated summary.""" + store = SummaryStore(tmp_path) + + # Create two individual summaries + for i in [1, 2]: + individual = IndividualSummary( + article_id=i, + title=f"Paper {i}", + authors="Author", + url=f"http://test{i}.com", + strategy_type="momentum" if i == 1 else "risk_management", + key_concepts=[f"concept{i}"], + indicators=["SMA"] if i == 1 else ["ATR"], + risk_approach="basic", + summary_text=f"Summary for paper {i}" + ) + store.save_individual(individual) + + # Create consolidated + consolidated = ConsolidatedSummary( + summary_id=0, + source_article_ids=[1, 2], + references=[ + {"id": 1, "title": "Paper 1", "contribution": "momentum"}, + {"id": 2, "title": "Paper 2", "contribution": "risk"} + ], + merged_strategy_type="hybrid", + merged_description="Combined strategy", + contributions_by_article={1: "signals", 2: "risk"}, + key_concepts=["concept1", "concept2"], + indicators=["SMA", "ATR"], + risk_approach="combined" + ) + consolidated_id = store.save_consolidated(consolidated) + + # Verify + assert consolidated_id == 3 + summaries = store.list_summaries() + assert len(summaries['individual']) == 2 + assert len(summaries['consolidated']) == 1 + assert summaries['consolidated'][0]['source_article_ids'] == [1, 2] + + +class TestIndividualSummary: + """Tests for IndividualSummary dataclass.""" + + def test_to_dict(self): + """Test conversion to dict.""" + summary = IndividualSummary( + article_id=1, + title="Test", + authors="Author", + url="http://test.com", + strategy_type="momentum", + key_concepts=["a", "b"], + indicators=["SMA"], + risk_approach="basic", + summary_text="Summary" + ) + + d = summary.to_dict() + assert d['article_id'] == 1 + assert d['title'] == "Test" + assert d['key_concepts'] == ["a", "b"] + + def test_from_dict(self): + """Test creation from dict.""" + data = { + "article_id": 1, + "title": "Test", + "authors": "Author", + "url": "http://test.com", + "strategy_type": "momentum", + "key_concepts": ["a"], + "indicators": ["SMA"], + "risk_approach": "basic", + "summary_text": "Summary", + "created_at": "2024-01-01T00:00:00" + } + + summary = IndividualSummary.from_dict(data) + assert summary.article_id == 1 + assert summary.title == "Test" + + +class TestConsolidatedSummary: + """Tests for ConsolidatedSummary dataclass.""" + + def test_to_dict(self): + """Test conversion to dict.""" + summary = ConsolidatedSummary( + summary_id=5, + source_article_ids=[1, 2, 3], + references=[{"id": 1, "title": "P1", "contribution": "c1"}], + merged_strategy_type="hybrid", + merged_description="Combined", + contributions_by_article={1: "signals"}, + key_concepts=["a"], + indicators=["SMA"], + risk_approach="combined" + ) + + d = summary.to_dict() + assert d['summary_id'] == 5 + assert d['source_article_ids'] == [1, 2, 3] + assert d['is_consolidated'] is True From 698507519564cd6f2f4210fd28dd4a6d72085992 Mon Sep 17 00:00:00 2001 From: Claude Date: Wed, 28 Jan 2026 20:30:44 +0000 Subject: [PATCH 18/22] Add --backtest flag to generate command for spot workflow - Add --backtest flag to generate command to run QuantConnect backtest - Add --min-sharpe option (default 0.5) for acceptance threshold - Add --start-date and --end-date options for backtest period - Auto-publish to Notion when Sharpe meets threshold - Add _publish_to_notion helper for article creation - Export StrategyArticle, ScheduleConfig, ScheduleInterval, PipelineConfig from scheduler This enables the spot generation workflow to optionally backtest generated code and publish successful strategies to Notion, matching the batch workflow behavior. https://claude.ai/code/session_01SwNvxUMWNQ3RYpdCNg38xY --- quantcoder/cli.py | 167 ++++++++++++++++++++++++++++++- quantcoder/scheduler/__init__.py | 13 ++- 2 files changed, 175 insertions(+), 5 deletions(-) diff --git a/quantcoder/cli.py b/quantcoder/cli.py index bf49bbd..d31975e 100644 --- a/quantcoder/cli.py +++ b/quantcoder/cli.py @@ -267,13 +267,107 @@ def list_summaries(ctx): console.print("\n[dim]Use 'quantcoder generate ' to generate code from any summary[/dim]") +def _publish_to_notion(config, summary_id: int, code: str, sharpe: float, + backtest_data: dict, console): + """Publish strategy article to Notion after successful backtest.""" + import os + from quantcoder.core.summary_store import SummaryStore + + # Check Notion credentials + notion_key = os.getenv('NOTION_API_KEY') + notion_db = os.getenv('NOTION_DATABASE_ID') + + if not notion_key or not notion_db: + console.print("[yellow]⚠ Notion credentials not configured[/yellow]") + console.print(f"[dim]Set NOTION_API_KEY and NOTION_DATABASE_ID in {config.home_dir / '.env'}[/dim]") + console.print("[dim]Use 'quantcoder schedule config' to configure[/dim]") + return + + try: + from quantcoder.scheduler import NotionClient, StrategyArticle + + # Get summary data + store = SummaryStore(config.home_dir) + summary = store.get_summary(summary_id) + + if not summary: + console.print(f"[yellow]⚠ Could not retrieve summary {summary_id} for article[/yellow]") + return + + # Determine title and description based on summary type + if summary.get('is_consolidated'): + paper_title = f"Consolidated from articles {summary.get('source_article_ids', [])}" + description = summary.get('merged_description', '') + strategy_type = summary.get('merged_strategy_type', 'hybrid') + paper_url = "" + authors = [] + else: + paper_title = summary.get('title', f'Strategy {summary_id}') + description = summary.get('summary_text', '') + strategy_type = summary.get('strategy_type', 'unknown') + paper_url = summary.get('url', '') + authors = [summary.get('authors', 'Unknown')] + + # Generate article title based on performance + if sharpe >= 1.5: + perf_label = "High-Performance" + elif sharpe >= 1.0: + perf_label = "Strong" + elif sharpe >= 0.5: + perf_label = "Viable" + else: + perf_label = "Experimental" + + strategy_type_display = strategy_type.replace("_", " ").title() + title = f"{perf_label} {strategy_type_display} Strategy" + + # Build backtest results for article + backtest_results = { + 'sharpe_ratio': sharpe, + 'total_return': backtest_data.get('total_return', 0), + 'max_drawdown': backtest_data.get('statistics', {}).get('Max Drawdown', 0), + 'win_rate': backtest_data.get('statistics', {}).get('Win Rate', 'N/A'), + } + + # Create StrategyArticle directly + article = StrategyArticle( + title=title, + paper_title=paper_title, + paper_url=paper_url, + paper_authors=authors, + strategy_summary=description, + strategy_type=strategy_type, + backtest_results=backtest_results, + code_snippet=code[:2000] if len(code) > 2000 else code, + tags=[strategy_type_display] + ) + + # Publish to Notion + notion_client = NotionClient(api_key=notion_key, database_id=notion_db) + page = notion_client.create_strategy_page(article) + + if page: + console.print(f"[green]✓ Published to Notion[/green] (page: {page.id[:8]}...)") + else: + console.print("[yellow]⚠ Failed to create Notion page[/yellow]") + + except ImportError as e: + console.print(f"[yellow]⚠ Scheduler module not available: {e}[/yellow]") + except Exception as e: + console.print(f"[red]✗ Failed to publish to Notion: {e}[/red]") + + @main.command(name='generate') @click.argument('summary_id', type=int) @click.option('--max-attempts', default=6, help='Maximum refinement attempts') @click.option('--open-in-editor', is_flag=True, help='Open generated code in editor (default: Zed)') @click.option('--editor', default=None, help='Editor to use (overrides config, e.g., zed, code, vim)') +@click.option('--backtest', is_flag=True, help='Run backtest on QuantConnect after generation') +@click.option('--min-sharpe', default=0.5, type=float, help='Min Sharpe to keep algo and publish to Notion (with --backtest)') +@click.option('--start-date', default='2020-01-01', help='Backtest start date (with --backtest)') +@click.option('--end-date', default='2024-01-01', help='Backtest end date (with --backtest)') @click.pass_context -def generate_code(ctx, summary_id, max_attempts, open_in_editor, editor): +def generate_code(ctx, summary_id, max_attempts, open_in_editor, editor, backtest, min_sharpe, start_date, end_date): """ Generate QuantConnect code from a summary. @@ -281,10 +375,17 @@ def generate_code(ctx, summary_id, max_attempts, open_in_editor, editor): - An individual article summary ID - A consolidated summary ID (created from multiple articles) + With --backtest flag: + - Runs backtest on QuantConnect after code generation + - If Sharpe >= min-sharpe: keeps algo in QC and publishes article to Notion + - If Sharpe < min-sharpe: reports results but does not publish + Examples: quantcoder generate 1 # From article 1 summary quantcoder generate 6 # From consolidated summary #6 quantcoder generate 1 --open-in-editor + quantcoder generate 1 --backtest # Generate, backtest, and publish if good + quantcoder generate 1 --backtest --min-sharpe 1.0 """ config = ctx.obj['config'] tool = GenerateCodeTool(config) @@ -329,6 +430,70 @@ def generate_code(ctx, summary_id, max_attempts, open_in_editor, editor): console.print(f"[cyan]Opened in {editor_name}[/cyan]") else: console.print(f"[yellow]Could not open in {editor_name}. Is it installed?[/yellow]") + + # Handle backtest if requested + if backtest: + code_path = result.data.get('path') + if not code_path: + console.print("[red]✗[/red] Cannot backtest: no code file path") + return + + # Check QuantConnect credentials + if not config.has_quantconnect_credentials(): + console.print("[red]Error: QuantConnect credentials not configured[/red]") + console.print(f"[yellow]Please set QUANTCONNECT_API_KEY and QUANTCONNECT_USER_ID in {config.home_dir / '.env'}[/yellow]") + return + + console.print("\n") + backtest_tool = BacktestTool(config) + + with console.status(f"Running backtest ({start_date} to {end_date})..."): + bt_result = backtest_tool.execute( + file_path=code_path, + start_date=start_date, + end_date=end_date, + name=f"Summary_{summary_id}" + ) + + if not bt_result.success: + console.print(f"[red]✗[/red] Backtest failed: {bt_result.error}") + return + + sharpe = bt_result.data.get('sharpe_ratio', 0) + console.print(f"[green]✓[/green] Backtest complete: Sharpe = {sharpe:.2f}") + + # Display backtest results + from rich.table import Table + bt_table = Table(title="Backtest Results") + bt_table.add_column("Metric", style="cyan") + bt_table.add_column("Value", style="green") + + bt_table.add_row("Sharpe Ratio", f"{sharpe:.2f}") + bt_table.add_row("Total Return", str(bt_result.data.get('total_return', 'N/A'))) + + stats = bt_result.data.get('statistics', {}) + for key, value in list(stats.items())[:6]: + bt_table.add_row(key, str(value)) + + console.print(bt_table) + + # Check acceptance criteria + if sharpe >= min_sharpe: + console.print(f"\n[green]✓ Sharpe {sharpe:.2f} >= {min_sharpe} - ACCEPTED[/green]") + console.print("[cyan]Publishing to Notion...[/cyan]") + + # Publish to Notion + _publish_to_notion( + config=config, + summary_id=summary_id, + code=result.data['code'], + sharpe=sharpe, + backtest_data=bt_result.data, + console=console + ) + else: + console.print(f"\n[yellow]⚠ Sharpe {sharpe:.2f} < {min_sharpe} - NOT PUBLISHED[/yellow]") + console.print("[dim]Strategy kept locally but not published to Notion[/dim]") else: console.print(f"[red]✗[/red] {result.error}") diff --git a/quantcoder/scheduler/__init__.py b/quantcoder/scheduler/__init__.py index 5a0ed4e..9578e69 100644 --- a/quantcoder/scheduler/__init__.py +++ b/quantcoder/scheduler/__init__.py @@ -6,14 +6,19 @@ - Automated end-to-end workflow orchestration """ -from .notion_client import NotionClient -from .article_generator import ArticleGenerator -from .runner import ScheduledRunner -from .automated_pipeline import AutomatedBacktestPipeline +from .notion_client import NotionClient, StrategyArticle +from .article_generator import ArticleGenerator, StrategyReport +from .runner import ScheduledRunner, ScheduleConfig, ScheduleInterval +from .automated_pipeline import AutomatedBacktestPipeline, PipelineConfig __all__ = [ "NotionClient", + "StrategyArticle", "ArticleGenerator", + "StrategyReport", "ScheduledRunner", + "ScheduleConfig", + "ScheduleInterval", "AutomatedBacktestPipeline", + "PipelineConfig", ] From a65d6d9f0473f44904532e0cc04a86d690dc866b Mon Sep 17 00:00:00 2001 From: Claude Date: Wed, 28 Jan 2026 20:40:50 +0000 Subject: [PATCH 19/22] Add Tavily deep search for semantic paper discovery - Add TavilyClient for Tavily Search API integration - Add DeepSearchTool with LLM-based relevance filtering - Add --deep flag to search command for semantic search - Add --no-filter flag to skip LLM filtering - Add --tavily-key option to schedule config command - Add has_tavily_api_key() and get_tavily_api_key() to Config - Export DeepSearchTool and TavilyClient from tools module - Add 19 tests for deep search functionality Usage: quantcoder search "momentum strategy" --deep quantcoder schedule config --tavily-key tvly-xxx The deep search uses Tavily's semantic search with academic domain filtering (arXiv, SSRN, etc.) and optional LLM filtering to identify papers with implementable quantitative trading strategies. https://claude.ai/code/session_01SwNvxUMWNQ3RYpdCNg38xY --- quantcoder/cli.py | 98 +++++++--- quantcoder/config.py | 20 ++ quantcoder/tools/__init__.py | 3 + quantcoder/tools/deep_search.py | 325 ++++++++++++++++++++++++++++++++ tests/test_deep_search.py | 298 +++++++++++++++++++++++++++++ 5 files changed, 723 insertions(+), 21 deletions(-) create mode 100644 quantcoder/tools/deep_search.py create mode 100644 tests/test_deep_search.py diff --git a/quantcoder/cli.py b/quantcoder/cli.py index d31975e..e332555 100644 --- a/quantcoder/cli.py +++ b/quantcoder/cli.py @@ -110,30 +110,70 @@ def interactive(config: Config): @main.command() @click.argument('query') @click.option('--num', default=5, help='Number of results to return') +@click.option('--deep', is_flag=True, help='Use Tavily for semantic deep search (requires TAVILY_API_KEY)') +@click.option('--no-filter', is_flag=True, help='Skip LLM relevance filtering (with --deep)') @click.pass_context -def search(ctx, query, num): +def search(ctx, query, num, deep, no_filter): """ - Search for academic articles on CrossRef. + Search for academic articles. - Example: quantcoder search "algorithmic trading" --num 3 + By default uses CrossRef API for keyword search. + With --deep flag, uses Tavily for semantic search + LLM filtering. + + Examples: + quantcoder search "algorithmic trading" --num 3 + quantcoder search "momentum strategy" --deep + quantcoder search "mean reversion" --deep --num 10 """ config = ctx.obj['config'] - tool = SearchArticlesTool(config) - with console.status(f"Searching for '{query}'..."): - result = tool.execute(query=query, max_results=num) + if deep: + # Use Tavily deep search + from .tools import DeepSearchTool + tool = DeepSearchTool(config) - if result.success: - console.print(f"[green]✓[/green] {result.message}") - - for idx, article in enumerate(result.data, 1): - published = f" ({article['published']})" if article.get('published') else "" - console.print( - f" [cyan]{idx}.[/cyan] {article['title']}\n" - f" [dim]{article['authors']}{published}[/dim]" + with console.status(f"Deep searching for '{query}'..."): + result = tool.execute( + query=query, + max_results=num, + filter_relevance=not no_filter, ) + + if result.success: + console.print(f"[green]✓[/green] {result.message}\n") + + for idx, article in enumerate(result.data, 1): + score = article.get('relevance_score', 0) + score_color = "green" if score > 0.7 else "yellow" if score > 0.5 else "dim" + published = f" ({article['published']})" if article.get('published') else "" + + console.print( + f" [cyan]{idx}.[/cyan] {article['title']}\n" + f" [{score_color}]Score: {score:.2f}[/{score_color}]{published}\n" + f" [dim]{article['URL'][:60]}...[/dim]" + ) + + console.print(f"\n[dim]Use 'quantcoder download ' to get articles[/dim]") + else: + console.print(f"[red]✗[/red] {result.error}") else: - console.print(f"[red]✗[/red] {result.error}") + # Use CrossRef keyword search (default) + tool = SearchArticlesTool(config) + + with console.status(f"Searching for '{query}'..."): + result = tool.execute(query=query, max_results=num) + + if result.success: + console.print(f"[green]✓[/green] {result.message}") + + for idx, article in enumerate(result.data, 1): + published = f" ({article['published']})" if article.get('published') else "" + console.print( + f" [cyan]{idx}.[/cyan] {article['title']}\n" + f" [dim]{article['authors']}{published}[/dim]" + ) + else: + console.print(f"[red]✗[/red] {result.error}") @main.command() @@ -1379,34 +1419,46 @@ def schedule_status(): @schedule.command(name='config') @click.option('--notion-key', help='Set Notion API key') @click.option('--notion-db', help='Set Notion database ID') +@click.option('--tavily-key', help='Set Tavily API key for deep search') @click.option('--show', is_flag=True, help='Show current configuration') -def schedule_config(notion_key, notion_db, show): +def schedule_config(notion_key, notion_db, tavily_key, show): """ - Configure scheduler settings (Notion integration, etc.) + Configure scheduler settings (Notion, Tavily, etc.) Examples: quantcoder schedule config --show quantcoder schedule config --notion-key secret_xxx --notion-db abc123 + quantcoder schedule config --tavily-key tvly-xxx """ import os from pathlib import Path + from dotenv import load_dotenv env_file = Path.home() / ".quantcoder" / ".env" + # Load existing env vars + if env_file.exists(): + load_dotenv(env_file) + if show: - console.print("\n[bold cyan]Scheduler Configuration[/bold cyan]\n") + console.print("\n[bold cyan]Integration Configuration[/bold cyan]\n") # Check Notion settings notion_key_set = bool(os.getenv('NOTION_API_KEY')) notion_db_set = bool(os.getenv('NOTION_DATABASE_ID')) + tavily_key_set = bool(os.getenv('TAVILY_API_KEY')) + + console.print("[bold]Notion (article publishing):[/bold]") + console.print(f" NOTION_API_KEY: {'[green]Set[/green]' if notion_key_set else '[yellow]Not set[/yellow]'}") + console.print(f" NOTION_DATABASE_ID: {'[green]Set[/green]' if notion_db_set else '[yellow]Not set[/yellow]'}") - console.print(f"NOTION_API_KEY: {'[green]Set[/green]' if notion_key_set else '[yellow]Not set[/yellow]'}") - console.print(f"NOTION_DATABASE_ID: {'[green]Set[/green]' if notion_db_set else '[yellow]Not set[/yellow]'}") + console.print("\n[bold]Tavily (deep search):[/bold]") + console.print(f" TAVILY_API_KEY: {'[green]Set[/green]' if tavily_key_set else '[yellow]Not set[/yellow]'}") console.print(f"\n[dim]Environment file: {env_file}[/dim]") return - if not notion_key and not notion_db: + if not notion_key and not notion_db and not tavily_key: console.print("[yellow]No configuration options provided. Use --show to see current config.[/yellow]") return @@ -1425,6 +1477,10 @@ def schedule_config(notion_key, notion_db, show): env_vars['NOTION_DATABASE_ID'] = notion_db console.print("[green]Set NOTION_DATABASE_ID[/green]") + if tavily_key: + env_vars['TAVILY_API_KEY'] = tavily_key + console.print("[green]Set TAVILY_API_KEY[/green]") + # Write back env_file.parent.mkdir(parents=True, exist_ok=True) with open(env_file, 'w') as f: diff --git a/quantcoder/config.py b/quantcoder/config.py index ec5a5ad..501e9d5 100644 --- a/quantcoder/config.py +++ b/quantcoder/config.py @@ -216,6 +216,26 @@ def has_quantconnect_credentials(self) -> bool: user_id = os.getenv("QUANTCONNECT_USER_ID") return bool(api_key and user_id) + def has_tavily_api_key(self) -> bool: + """Check if Tavily API key is available for deep search.""" + from dotenv import load_dotenv + + env_path = self.home_dir / ".env" + if env_path.exists(): + load_dotenv(env_path) + + return bool(os.getenv("TAVILY_API_KEY")) + + def get_tavily_api_key(self) -> Optional[str]: + """Get Tavily API key from environment.""" + from dotenv import load_dotenv + + env_path = self.home_dir / ".env" + if env_path.exists(): + load_dotenv(env_path) + + return os.getenv("TAVILY_API_KEY") + def save_api_key(self, api_key: str): """Save API key to .env file.""" env_path = self.home_dir / ".env" diff --git a/quantcoder/tools/__init__.py b/quantcoder/tools/__init__.py index ce04b4a..e8b86d0 100644 --- a/quantcoder/tools/__init__.py +++ b/quantcoder/tools/__init__.py @@ -4,6 +4,7 @@ from .article_tools import SearchArticlesTool, DownloadArticleTool, SummarizeArticleTool from .code_tools import GenerateCodeTool, ValidateCodeTool, BacktestTool from .file_tools import ReadFileTool, WriteFileTool +from .deep_search import DeepSearchTool, TavilyClient __all__ = [ "Tool", @@ -16,4 +17,6 @@ "BacktestTool", "ReadFileTool", "WriteFileTool", + "DeepSearchTool", + "TavilyClient", ] diff --git a/quantcoder/tools/deep_search.py b/quantcoder/tools/deep_search.py new file mode 100644 index 0000000..ff41f53 --- /dev/null +++ b/quantcoder/tools/deep_search.py @@ -0,0 +1,325 @@ +"""Deep search using Tavily API for high-quality research discovery.""" + +import os +import logging +from typing import Dict, List, Optional, Any +from dataclasses import dataclass + +import requests + +from .base import Tool, ToolResult + +logger = logging.getLogger(__name__) + + +@dataclass +class SearchResult: + """A single search result from Tavily.""" + title: str + url: str + content: str # Extracted content/snippet + score: float # Relevance score + published_date: Optional[str] = None + + def to_dict(self) -> Dict: + return { + "title": self.title, + "url": self.url, + "content": self.content, + "score": self.score, + "published_date": self.published_date, + } + + +class TavilyClient: + """Client for Tavily Search API.""" + + BASE_URL = "https://api.tavily.com" + + def __init__(self, api_key: Optional[str] = None): + """Initialize Tavily client. + + Args: + api_key: Tavily API key. Falls back to TAVILY_API_KEY env var. + """ + self.api_key = api_key or os.getenv("TAVILY_API_KEY") + + if not self.api_key: + logger.warning("Tavily API key not configured. Set TAVILY_API_KEY environment variable.") + + def is_configured(self) -> bool: + """Check if client is properly configured.""" + return bool(self.api_key) + + def search( + self, + query: str, + search_depth: str = "advanced", + max_results: int = 10, + include_domains: Optional[List[str]] = None, + exclude_domains: Optional[List[str]] = None, + include_answer: bool = False, + include_raw_content: bool = False, + ) -> List[SearchResult]: + """Search using Tavily API. + + Args: + query: Search query + search_depth: "basic" or "advanced" (more thorough) + max_results: Maximum number of results + include_domains: Only include results from these domains + exclude_domains: Exclude results from these domains + include_answer: Include AI-generated answer summary + include_raw_content: Include full page content + + Returns: + List of SearchResult objects + """ + if not self.api_key: + logger.error("Tavily API key not configured") + return [] + + payload = { + "api_key": self.api_key, + "query": query, + "search_depth": search_depth, + "max_results": max_results, + "include_answer": include_answer, + "include_raw_content": include_raw_content, + } + + if include_domains: + payload["include_domains"] = include_domains + if exclude_domains: + payload["exclude_domains"] = exclude_domains + + try: + response = requests.post( + f"{self.BASE_URL}/search", + json=payload, + timeout=30 + ) + response.raise_for_status() + data = response.json() + + results = [] + for item in data.get("results", []): + results.append(SearchResult( + title=item.get("title", ""), + url=item.get("url", ""), + content=item.get("content", ""), + score=item.get("score", 0.0), + published_date=item.get("published_date"), + )) + + return results + + except requests.exceptions.RequestException as e: + logger.error(f"Tavily search failed: {e}") + return [] + + def search_research_papers( + self, + query: str, + max_results: int = 10, + ) -> List[SearchResult]: + """Search specifically for research papers and academic content. + + Args: + query: Search query + max_results: Maximum number of results + + Returns: + List of SearchResult objects + """ + # Enhance query for academic/research content + enhanced_query = f"{query} research paper quantitative trading strategy backtest" + + # Focus on academic and research domains + include_domains = [ + "arxiv.org", + "ssrn.com", + "papers.ssrn.com", + "scholar.google.com", + "researchgate.net", + "sciencedirect.com", + "springer.com", + "wiley.com", + "tandfonline.com", + "jstor.org", + "nber.org", + ] + + return self.search( + query=enhanced_query, + search_depth="advanced", + max_results=max_results, + include_domains=include_domains, + ) + + +class DeepSearchTool(Tool): + """Tool for deep research paper discovery using Tavily.""" + + @property + def name(self) -> str: + return "deep_search" + + @property + def description(self) -> str: + return "Deep semantic search for research papers using Tavily API" + + def execute( + self, + query: str, + max_results: int = 10, + filter_relevance: bool = True, + min_relevance_score: float = 0.5, + ) -> ToolResult: + """Execute deep search for research papers. + + Args: + query: Search query (e.g., "momentum trading strategy") + max_results: Maximum number of results to return + filter_relevance: Use LLM to filter for implementable strategies + min_relevance_score: Minimum Tavily relevance score (0-1) + + Returns: + ToolResult with list of relevant papers + """ + self.logger.info(f"Deep searching for: {query}") + + # Check Tavily configuration + tavily = TavilyClient() + if not tavily.is_configured(): + return ToolResult( + success=False, + error="Tavily API key not configured. Set TAVILY_API_KEY in ~/.quantcoder/.env" + ) + + try: + # Search using Tavily + results = tavily.search_research_papers(query, max_results=max_results * 2) + + if not results: + return ToolResult( + success=False, + error="No results found. Try a different query." + ) + + # Filter by minimum relevance score + results = [r for r in results if r.score >= min_relevance_score] + + # Optionally filter for implementable strategies using LLM + if filter_relevance and results: + results = self._filter_for_implementable(results) + + # Limit to requested max + results = results[:max_results] + + if not results: + return ToolResult( + success=False, + error="No implementable trading strategies found in search results." + ) + + # Convert to article format compatible with existing workflow + articles = self._convert_to_articles(results) + + # Save to articles.json for compatibility with download/summarize + self._save_articles_cache(articles) + + return ToolResult( + success=True, + data=articles, + message=f"Found {len(articles)} relevant papers via deep search" + ) + + except Exception as e: + self.logger.error(f"Deep search failed: {e}") + return ToolResult(success=False, error=str(e)) + + def _filter_for_implementable(self, results: List[SearchResult]) -> List[SearchResult]: + """Filter results for papers with implementable trading strategies. + + Uses LLM to analyze content and determine if the paper contains + a backtestable quantitative trading strategy. + """ + try: + from ..core.llm import get_llm_provider + llm = get_llm_provider(self.config) + except Exception as e: + self.logger.warning(f"LLM not available for filtering: {e}") + return results + + filtered = [] + + for result in results: + # Build prompt for relevance check + prompt = f"""Analyze this search result and determine if it describes an IMPLEMENTABLE quantitative trading strategy. + +Title: {result.title} +Content: {result.content[:1000]} + +Answer with ONLY "YES" or "NO": +- YES if the paper describes a specific, backtestable trading strategy with clear rules +- NO if it's theoretical, survey-only, or doesn't describe a concrete strategy + +Answer:""" + + try: + response = llm.generate(prompt, max_tokens=10) + is_relevant = "YES" in response.upper() + + if is_relevant: + filtered.append(result) + self.logger.debug(f"Kept: {result.title}") + else: + self.logger.debug(f"Filtered out: {result.title}") + + except Exception as e: + self.logger.warning(f"LLM filter failed for {result.title}: {e}") + # Keep result if LLM fails + filtered.append(result) + + return filtered + + def _convert_to_articles(self, results: List[SearchResult]) -> List[Dict]: + """Convert SearchResults to article format compatible with existing workflow.""" + articles = [] + + for result in results: + # Extract DOI if present in URL + doi = "" + if "doi.org" in result.url: + doi = result.url.split("doi.org/")[-1] + elif "arxiv.org" in result.url: + # Extract arxiv ID + doi = result.url.split("/")[-1] + + article = { + "title": result.title, + "authors": "Unknown", # Tavily doesn't always provide authors + "published": result.published_date or "", + "DOI": doi, + "URL": result.url, + "abstract": result.content, # Use content as abstract + "relevance_score": result.score, + "source": "tavily_deep_search", + } + articles.append(article) + + return articles + + def _save_articles_cache(self, articles: List[Dict]): + """Save articles to cache file for compatibility with download/summarize.""" + import json + from pathlib import Path + + cache_file = Path(self.config.home_dir) / "articles.json" + cache_file.parent.mkdir(parents=True, exist_ok=True) + + with open(cache_file, 'w') as f: + json.dump(articles, f, indent=4) + + self.logger.info(f"Saved {len(articles)} articles to cache") diff --git a/tests/test_deep_search.py b/tests/test_deep_search.py new file mode 100644 index 0000000..993526e --- /dev/null +++ b/tests/test_deep_search.py @@ -0,0 +1,298 @@ +"""Tests for deep search using Tavily.""" + +import pytest +from unittest.mock import Mock, patch, MagicMock +from pathlib import Path + +from quantcoder.tools.deep_search import ( + TavilyClient, + DeepSearchTool, + SearchResult, +) + + +class TestTavilyClient: + """Tests for TavilyClient.""" + + def test_is_configured_without_key(self): + """Test configuration check without API key.""" + with patch.dict('os.environ', {}, clear=True): + client = TavilyClient(api_key=None) + assert not client.is_configured() + + def test_is_configured_with_key(self): + """Test configuration check with API key.""" + client = TavilyClient(api_key="test-key") + assert client.is_configured() + + def test_is_configured_from_env(self): + """Test configuration from environment variable.""" + with patch.dict('os.environ', {'TAVILY_API_KEY': 'env-key'}): + client = TavilyClient() + assert client.is_configured() + assert client.api_key == 'env-key' + + @patch('requests.post') + def test_search_success(self, mock_post): + """Test successful search.""" + mock_response = Mock() + mock_response.status_code = 200 + mock_response.json.return_value = { + "results": [ + { + "title": "Momentum Trading Strategies", + "url": "https://arxiv.org/abs/1234.5678", + "content": "This paper presents a momentum strategy...", + "score": 0.85, + "published_date": "2024-01-15", + } + ] + } + mock_response.raise_for_status = Mock() + mock_post.return_value = mock_response + + client = TavilyClient(api_key="test-key") + results = client.search("momentum trading") + + assert len(results) == 1 + assert results[0].title == "Momentum Trading Strategies" + assert results[0].score == 0.85 + + @patch('requests.post') + def test_search_no_api_key(self, mock_post): + """Test search without API key.""" + with patch.dict('os.environ', {}, clear=True): + client = TavilyClient(api_key=None) + results = client.search("momentum") + + assert results == [] + mock_post.assert_not_called() + + @patch('requests.post') + def test_search_api_error(self, mock_post): + """Test search with API error.""" + import requests + mock_post.side_effect = requests.exceptions.RequestException("API Error") + + client = TavilyClient(api_key="test-key") + results = client.search("momentum") + + assert results == [] + + @patch('requests.post') + def test_search_research_papers(self, mock_post): + """Test research paper specific search.""" + mock_response = Mock() + mock_response.status_code = 200 + mock_response.json.return_value = {"results": []} + mock_response.raise_for_status = Mock() + mock_post.return_value = mock_response + + client = TavilyClient(api_key="test-key") + client.search_research_papers("factor investing") + + # Check that academic domains are included + call_args = mock_post.call_args + payload = call_args[1]['json'] + assert "arxiv.org" in payload.get('include_domains', []) + assert "ssrn.com" in payload.get('include_domains', []) + + +class TestSearchResult: + """Tests for SearchResult dataclass.""" + + def test_to_dict(self): + """Test conversion to dict.""" + result = SearchResult( + title="Test Paper", + url="https://example.com/paper", + content="Test content", + score=0.75, + published_date="2024-01-01" + ) + + d = result.to_dict() + assert d['title'] == "Test Paper" + assert d['score'] == 0.75 + assert d['published_date'] == "2024-01-01" + + +class TestDeepSearchTool: + """Tests for DeepSearchTool.""" + + @pytest.fixture + def mock_config(self, tmp_path): + """Create a mock config.""" + config = Mock() + config.home_dir = tmp_path + return config + + def test_tool_name(self, mock_config): + """Test tool name property.""" + tool = DeepSearchTool(mock_config) + assert tool.name == "deep_search" + + def test_tool_description(self, mock_config): + """Test tool description property.""" + tool = DeepSearchTool(mock_config) + assert "Tavily" in tool.description + + @patch.object(TavilyClient, 'is_configured', return_value=False) + def test_execute_no_api_key(self, mock_configured, mock_config): + """Test execution without API key.""" + tool = DeepSearchTool(mock_config) + result = tool.execute("momentum") + + assert not result.success + assert "TAVILY_API_KEY" in result.error + + @patch.object(TavilyClient, 'search_research_papers') + @patch.object(TavilyClient, 'is_configured', return_value=True) + def test_execute_no_results(self, mock_configured, mock_search, mock_config): + """Test execution with no results.""" + mock_search.return_value = [] + + tool = DeepSearchTool(mock_config) + result = tool.execute("obscure query xyz") + + assert not result.success + assert "No results" in result.error + + @patch.object(TavilyClient, 'search_research_papers') + @patch.object(TavilyClient, 'is_configured', return_value=True) + def test_execute_success(self, mock_configured, mock_search, mock_config): + """Test successful execution.""" + mock_search.return_value = [ + SearchResult( + title="Momentum Paper", + url="https://arxiv.org/test", + content="Trading strategy content", + score=0.8, + ) + ] + + tool = DeepSearchTool(mock_config) + result = tool.execute("momentum", filter_relevance=False) + + assert result.success + assert len(result.data) == 1 + assert result.data[0]['title'] == "Momentum Paper" + + @patch.object(TavilyClient, 'search_research_papers') + @patch.object(TavilyClient, 'is_configured', return_value=True) + def test_execute_filters_low_score(self, mock_configured, mock_search, mock_config): + """Test that low-score results are filtered.""" + mock_search.return_value = [ + SearchResult(title="High Score", url="https://test1.com", content="Good", score=0.8), + SearchResult(title="Low Score", url="https://test2.com", content="Bad", score=0.3), + ] + + tool = DeepSearchTool(mock_config) + result = tool.execute("test", filter_relevance=False, min_relevance_score=0.5) + + assert result.success + assert len(result.data) == 1 + assert result.data[0]['title'] == "High Score" + + @patch.object(TavilyClient, 'search_research_papers') + @patch.object(TavilyClient, 'is_configured', return_value=True) + def test_execute_saves_cache(self, mock_configured, mock_search, mock_config): + """Test that results are saved to articles.json.""" + mock_search.return_value = [ + SearchResult(title="Test", url="https://test.com", content="Content", score=0.9) + ] + + tool = DeepSearchTool(mock_config) + result = tool.execute("test", filter_relevance=False) + + assert result.success + cache_file = mock_config.home_dir / "articles.json" + assert cache_file.exists() + + @patch.object(TavilyClient, 'search_research_papers') + @patch.object(TavilyClient, 'is_configured', return_value=True) + def test_convert_to_articles_format(self, mock_configured, mock_search, mock_config): + """Test conversion to standard article format.""" + mock_search.return_value = [ + SearchResult( + title="ArXiv Paper", + url="https://arxiv.org/abs/2401.12345", + content="Abstract text", + score=0.85, + published_date="2024-01-15" + ) + ] + + tool = DeepSearchTool(mock_config) + result = tool.execute("test", filter_relevance=False) + + assert result.success + article = result.data[0] + assert article['title'] == "ArXiv Paper" + assert article['URL'] == "https://arxiv.org/abs/2401.12345" + assert article['abstract'] == "Abstract text" + assert article['relevance_score'] == 0.85 + assert article['source'] == "tavily_deep_search" + + +class TestLLMFiltering: + """Tests for LLM-based relevance filtering.""" + + @pytest.fixture + def mock_config(self, tmp_path): + """Create a mock config.""" + config = Mock() + config.home_dir = tmp_path + return config + + @patch.object(DeepSearchTool, '_filter_for_implementable') + @patch.object(TavilyClient, 'search_research_papers') + @patch.object(TavilyClient, 'is_configured', return_value=True) + def test_llm_filter_keeps_relevant(self, mock_configured, mock_search, mock_filter, mock_config): + """Test LLM filter keeps relevant papers.""" + test_results = [ + SearchResult(title="Good Paper", url="https://test.com", content="Strategy", score=0.8) + ] + mock_search.return_value = test_results + # Mock filter to return same results (all kept) + mock_filter.return_value = test_results + + tool = DeepSearchTool(mock_config) + result = tool.execute("test", filter_relevance=True) + + assert result.success + assert len(result.data) == 1 + mock_filter.assert_called_once() + + @patch.object(DeepSearchTool, '_filter_for_implementable') + @patch.object(TavilyClient, 'search_research_papers') + @patch.object(TavilyClient, 'is_configured', return_value=True) + def test_llm_filter_removes_irrelevant(self, mock_configured, mock_search, mock_filter, mock_config): + """Test LLM filter removes irrelevant papers.""" + mock_search.return_value = [ + SearchResult(title="Bad Paper", url="https://test.com", content="Not a strategy", score=0.8) + ] + # Mock filter to return empty list (all filtered out) + mock_filter.return_value = [] + + tool = DeepSearchTool(mock_config) + result = tool.execute("test", filter_relevance=True) + + # Should fail because all results filtered out + assert not result.success + assert "No implementable" in result.error + + @patch.object(TavilyClient, 'search_research_papers') + @patch.object(TavilyClient, 'is_configured', return_value=True) + def test_filter_skipped_when_disabled(self, mock_configured, mock_search, mock_config): + """Test that filter is skipped when filter_relevance=False.""" + mock_search.return_value = [ + SearchResult(title="Paper", url="https://test.com", content="Content", score=0.8) + ] + + tool = DeepSearchTool(mock_config) + # With filter_relevance=False, should not call LLM + result = tool.execute("test", filter_relevance=False) + + assert result.success + assert len(result.data) == 1 From 2e1be874710c0a6a62992866c1b1a7d2c6798d22 Mon Sep 17 00:00:00 2001 From: Claude Date: Wed, 28 Jan 2026 20:56:31 +0000 Subject: [PATCH 20/22] Add --evolve flag to both spot and batch workflows Spot workflow (generate command): - Add --evolve flag to run evolution after backtest passes - Add --gens option (default 5) for evolution generations - Add --variants option (default 3) for variants per generation - Add _run_evolution() helper function for evolution execution Batch workflow (schedule run/start commands): - Add --evolve, --gens, --variants options to schedule run - Add same options to schedule start for scheduled runs - Add evolve_strategies, evolution_generations, evolution_variants to PipelineConfig Usage: # Spot workflow quantcoder generate 1 --backtest --evolve --gens 5 # Batch workflow quantcoder schedule run --evolve --gens 5 quantcoder schedule start --interval daily --evolve https://claude.ai/code/session_01SwNvxUMWNQ3RYpdCNg38xY --- quantcoder/cli.py | 140 +++++++++++++++++++-- quantcoder/scheduler/automated_pipeline.py | 5 + 2 files changed, 138 insertions(+), 7 deletions(-) diff --git a/quantcoder/cli.py b/quantcoder/cli.py index e332555..8a16a6c 100644 --- a/quantcoder/cli.py +++ b/quantcoder/cli.py @@ -397,6 +397,72 @@ def _publish_to_notion(config, summary_id: int, code: str, sharpe: float, console.print(f"[red]✗ Failed to publish to Notion: {e}[/red]") +def _run_evolution(config, code: str, source_name: str, max_generations: int, + variants_per_gen: int, start_date: str, end_date: str, console): + """Run evolution on a strategy to improve it.""" + import asyncio + import os + + try: + from quantcoder.evolver import EvolutionEngine, EvolutionConfig + + # Get QC credentials + qc_user = os.getenv('QC_USER_ID') or os.getenv('QUANTCONNECT_USER_ID') + qc_token = os.getenv('QC_API_TOKEN') or os.getenv('QUANTCONNECT_API_KEY') + qc_project = os.getenv('QC_PROJECT_ID') + + if not all([qc_user, qc_token]): + console.print("[yellow]⚠ QC credentials not fully configured for evolution[/yellow]") + return None + + # Create evolution config + evo_config = EvolutionConfig( + qc_user_id=qc_user, + qc_api_token=qc_token, + qc_project_id=int(qc_project) if qc_project else None, + max_generations=max_generations, + variants_per_generation=variants_per_gen, + backtest_start_date=start_date, + backtest_end_date=end_date, + ) + + engine = EvolutionEngine(evo_config) + + # Progress callback + def on_gen_complete(state, gen): + best = state.elite_pool.get_best() + if best and best.fitness: + console.print(f" [dim]Gen {gen}: Best fitness = {best.fitness:.4f}[/dim]") + + engine.on_generation_complete = on_gen_complete + + async def run_evo(): + return await engine.evolve(code, source_name) + + # Run evolution + with console.status("Evolving strategy..."): + result = asyncio.run(run_evo()) + + # Get best variant + best = engine.get_best_variant() + if best and best.code: + return { + 'code': best.code, + 'sharpe': best.metrics.get('sharpe_ratio', 0) if best.metrics else 0, + 'backtest_data': best.metrics or {}, + 'evolution_id': result.evolution_id, + } + + return None + + except ImportError as e: + console.print(f"[yellow]⚠ Evolution module not available: {e}[/yellow]") + return None + except Exception as e: + console.print(f"[red]✗ Evolution failed: {e}[/red]") + return None + + @main.command(name='generate') @click.argument('summary_id', type=int) @click.option('--max-attempts', default=6, help='Maximum refinement attempts') @@ -406,8 +472,11 @@ def _publish_to_notion(config, summary_id: int, code: str, sharpe: float, @click.option('--min-sharpe', default=0.5, type=float, help='Min Sharpe to keep algo and publish to Notion (with --backtest)') @click.option('--start-date', default='2020-01-01', help='Backtest start date (with --backtest)') @click.option('--end-date', default='2024-01-01', help='Backtest end date (with --backtest)') +@click.option('--evolve', is_flag=True, help='Evolve strategy after backtest passes (with --backtest)') +@click.option('--gens', default=5, type=int, help='Number of evolution generations (with --evolve)') +@click.option('--variants', default=3, type=int, help='Variants per generation (with --evolve)') @click.pass_context -def generate_code(ctx, summary_id, max_attempts, open_in_editor, editor, backtest, min_sharpe, start_date, end_date): +def generate_code(ctx, summary_id, max_attempts, open_in_editor, editor, backtest, min_sharpe, start_date, end_date, evolve, gens, variants): """ Generate QuantConnect code from a summary. @@ -420,12 +489,17 @@ def generate_code(ctx, summary_id, max_attempts, open_in_editor, editor, backtes - If Sharpe >= min-sharpe: keeps algo in QC and publishes article to Notion - If Sharpe < min-sharpe: reports results but does not publish + With --evolve flag (requires --backtest): + - After backtest passes, evolves the strategy for N generations + - Publishes the best evolved variant to Notion + Examples: quantcoder generate 1 # From article 1 summary quantcoder generate 6 # From consolidated summary #6 quantcoder generate 1 --open-in-editor quantcoder generate 1 --backtest # Generate, backtest, and publish if good quantcoder generate 1 --backtest --min-sharpe 1.0 + quantcoder generate 1 --backtest --evolve --gens 5 # Evolve after backtest """ config = ctx.obj['config'] tool = GenerateCodeTool(config) @@ -520,15 +594,39 @@ def generate_code(ctx, summary_id, max_attempts, open_in_editor, editor, backtes # Check acceptance criteria if sharpe >= min_sharpe: console.print(f"\n[green]✓ Sharpe {sharpe:.2f} >= {min_sharpe} - ACCEPTED[/green]") - console.print("[cyan]Publishing to Notion...[/cyan]") + + final_code = result.data['code'] + final_sharpe = sharpe + final_backtest_data = bt_result.data + + # Run evolution if requested + if evolve: + console.print(f"\n[cyan]Evolving strategy for {gens} generations...[/cyan]") + evolved_result = _run_evolution( + config=config, + code=result.data['code'], + source_name=f"Summary_{summary_id}", + max_generations=gens, + variants_per_gen=variants, + start_date=start_date, + end_date=end_date, + console=console + ) + + if evolved_result: + final_code = evolved_result['code'] + final_sharpe = evolved_result['sharpe'] + final_backtest_data = evolved_result['backtest_data'] + console.print(f"[green]✓ Evolution complete: Sharpe improved to {final_sharpe:.2f}[/green]") # Publish to Notion + console.print("[cyan]Publishing to Notion...[/cyan]") _publish_to_notion( config=config, summary_id=summary_id, - code=result.data['code'], - sharpe=sharpe, - backtest_data=bt_result.data, + code=final_code, + sharpe=final_sharpe, + backtest_data=final_backtest_data, console=console ) else: @@ -1255,9 +1353,12 @@ def schedule(): @click.option('--notion-min-sharpe', default=0.5, type=float, help='Min Sharpe for Notion article (defaults to min-sharpe)') @click.option('--output', type=click.Path(), help='Output directory') @click.option('--run-now', is_flag=True, help='Run immediately before starting schedule') +@click.option('--evolve', is_flag=True, help='Evolve strategies after backtest passes') +@click.option('--gens', default=5, type=int, help='Evolution generations (with --evolve)') +@click.option('--variants', default=3, type=int, help='Variants per generation (with --evolve)') @click.pass_context def schedule_start(ctx, interval, hour, day, queries, min_sharpe, max_strategies, - notion_min_sharpe, output, run_now): + notion_min_sharpe, output, run_now, evolve, gens, variants): """ Start the automated scheduled pipeline. @@ -1267,10 +1368,15 @@ def schedule_start(ctx, interval, hour, day, queries, min_sharpe, max_strategies 3. Publish successful strategies to Notion 4. Keep algorithms in QuantConnect + With --evolve flag: + - After each strategy passes backtest, evolves it for N generations + - Publishes the best evolved variant to Notion + Examples: quantcoder schedule start --interval daily --hour 6 quantcoder schedule start --interval weekly --day mon --hour 9 quantcoder schedule start --queries "momentum,mean reversion" --run-now + quantcoder schedule start --evolve --gens 5 # With evolution """ import asyncio from pathlib import Path @@ -1305,6 +1411,9 @@ def schedule_start(ctx, interval, hour, day, queries, min_sharpe, max_strategies min_sharpe_ratio=min_sharpe, max_strategies_per_run=max_strategies, notion_min_sharpe=notion_min_sharpe, + evolve_strategies=evolve, + evolution_generations=gens, + evolution_variants=variants, ) if search_queries: @@ -1312,6 +1421,9 @@ def schedule_start(ctx, interval, hour, day, queries, min_sharpe, max_strategies if output_dir: pipeline_config.output_dir = output_dir + if evolve: + console.print(f"[cyan]Evolution enabled: {gens} generations, {variants} variants/gen[/cyan]") + # Create pipeline and runner pipeline = AutomatedBacktestPipeline(config=config, pipeline_config=pipeline_config) @@ -1342,16 +1454,24 @@ async def run_pipeline(): @click.option('--min-sharpe', default=0.5, type=float, help='Acceptance criteria - min Sharpe to keep algo') @click.option('--max-strategies', default=10, type=int, help='Batch limit - max strategies per run') @click.option('--output', type=click.Path(), help='Output directory') +@click.option('--evolve', is_flag=True, help='Evolve strategies after backtest passes') +@click.option('--gens', default=5, type=int, help='Evolution generations (with --evolve)') +@click.option('--variants', default=3, type=int, help='Variants per generation (with --evolve)') @click.pass_context -def schedule_run(ctx, queries, min_sharpe, max_strategies, output): +def schedule_run(ctx, queries, min_sharpe, max_strategies, output, evolve, gens, variants): """ Run the automated pipeline once (no scheduling). Good for testing or manual runs. + With --evolve flag: + - After each strategy passes backtest, evolves it for N generations + - Publishes the best evolved variant to Notion + Examples: quantcoder schedule run quantcoder schedule run --queries "factor investing" --min-sharpe 1.0 + quantcoder schedule run --evolve --gens 5 # With evolution """ import asyncio from pathlib import Path @@ -1366,6 +1486,9 @@ def schedule_run(ctx, queries, min_sharpe, max_strategies, output): pipeline_config = PipelineConfig( min_sharpe_ratio=min_sharpe, max_strategies_per_run=max_strategies, + evolve_strategies=evolve, + evolution_generations=gens, + evolution_variants=variants, ) if search_queries: @@ -1373,6 +1496,9 @@ def schedule_run(ctx, queries, min_sharpe, max_strategies, output): if output_dir: pipeline_config.output_dir = output_dir + if evolve: + console.print(f"[cyan]Evolution enabled: {gens} generations, {variants} variants/gen[/cyan]") + pipeline = AutomatedBacktestPipeline(config=config, pipeline_config=pipeline_config) try: diff --git a/quantcoder/scheduler/automated_pipeline.py b/quantcoder/scheduler/automated_pipeline.py index 74162fa..b8c5d67 100644 --- a/quantcoder/scheduler/automated_pipeline.py +++ b/quantcoder/scheduler/automated_pipeline.py @@ -52,6 +52,11 @@ class PipelineConfig: publish_to_notion: bool = True notion_min_sharpe: float = 0.5 # Same as acceptance criteria by default + # Evolution settings - evolve strategies after backtest passes + evolve_strategies: bool = False # Enable evolution for passing strategies + evolution_generations: int = 5 # Number of generations to evolve + evolution_variants: int = 3 # Variants per generation + # Paper tracking (avoid reprocessing) processed_papers_file: Path = field(default_factory=lambda: Path.home() / ".quantcoder" / "processed_papers.json") From 8d95ea9c39cac28f99a6f3a6502b7655c322a093 Mon Sep 17 00:00:00 2001 From: Claude Date: Wed, 28 Jan 2026 21:09:17 +0000 Subject: [PATCH 21/22] Add centralized logging and process monitoring - Create logging_config.py with log rotation, JSON structured logging, and webhook alerting - Add LoggingConfigSettings to config.toml for configurable log levels, rotation size/count - Update CLI with `logs` command group: show, list, clear, config subcommands - Add AutoStats persistence to disk (session history, load_latest, list_sessions) - Integrate new logging system into CLI setup with Rich console handler https://claude.ai/code/session_01SwNvxUMWNQ3RYpdCNg38xY --- quantcoder/autonomous/pipeline.py | 94 +++++++- quantcoder/cli.py | 283 +++++++++++++++++++++-- quantcoder/config.py | 52 ++++- quantcoder/logging_config.py | 337 +++++++++++++++++++++++++++ tests/test_logging.py | 369 ++++++++++++++++++++++++++++++ 5 files changed, 1118 insertions(+), 17 deletions(-) create mode 100644 quantcoder/logging_config.py create mode 100644 tests/test_logging.py diff --git a/quantcoder/autonomous/pipeline.py b/quantcoder/autonomous/pipeline.py index ef65470..dd23f25 100644 --- a/quantcoder/autonomous/pipeline.py +++ b/quantcoder/autonomous/pipeline.py @@ -39,10 +39,14 @@ class AutoStats: avg_refinement_attempts: float = 0.0 auto_fix_rate: float = 0.0 start_time: float = None + session_id: str = None + last_updated: str = None def __post_init__(self): if self.start_time is None: self.start_time = time.time() + if self.session_id is None: + self.session_id = datetime.now().strftime("%Y%m%d_%H%M%S") @property def success_rate(self) -> float: @@ -56,6 +60,83 @@ def elapsed_hours(self) -> float: """Calculate elapsed time in hours.""" return (time.time() - self.start_time) / 3600 + def to_dict(self) -> Dict[str, Any]: + """Convert stats to dictionary for persistence.""" + return { + "session_id": self.session_id, + "total_attempts": self.total_attempts, + "successful": self.successful, + "failed": self.failed, + "avg_sharpe": self.avg_sharpe, + "avg_refinement_attempts": self.avg_refinement_attempts, + "auto_fix_rate": self.auto_fix_rate, + "start_time": self.start_time, + "success_rate": self.success_rate, + "elapsed_hours": self.elapsed_hours, + "last_updated": datetime.utcnow().isoformat() + "Z", + } + + @classmethod + def from_dict(cls, data: Dict[str, Any]) -> "AutoStats": + """Create stats from dictionary.""" + return cls( + total_attempts=data.get("total_attempts", 0), + successful=data.get("successful", 0), + failed=data.get("failed", 0), + avg_sharpe=data.get("avg_sharpe", 0.0), + avg_refinement_attempts=data.get("avg_refinement_attempts", 0.0), + auto_fix_rate=data.get("auto_fix_rate", 0.0), + start_time=data.get("start_time"), + session_id=data.get("session_id"), + last_updated=data.get("last_updated"), + ) + + def save(self, stats_dir: Path): + """Save stats to JSON file.""" + stats_dir.mkdir(parents=True, exist_ok=True) + stats_file = stats_dir / f"auto_stats_{self.session_id}.json" + + with open(stats_file, "w") as f: + json.dump(self.to_dict(), f, indent=2) + + # Also update latest stats symlink/file + latest_file = stats_dir / "auto_stats_latest.json" + with open(latest_file, "w") as f: + json.dump(self.to_dict(), f, indent=2) + + @classmethod + def load_latest(cls, stats_dir: Path) -> Optional["AutoStats"]: + """Load most recent stats from file.""" + latest_file = stats_dir / "auto_stats_latest.json" + if not latest_file.exists(): + return None + + try: + with open(latest_file) as f: + data = json.load(f) + return cls.from_dict(data) + except (json.JSONDecodeError, IOError): + return None + + @classmethod + def list_sessions(cls, stats_dir: Path) -> List[Dict[str, Any]]: + """List all saved stats sessions.""" + if not stats_dir.exists(): + return [] + + sessions = [] + for stats_file in sorted(stats_dir.glob("auto_stats_*.json")): + if stats_file.name == "auto_stats_latest.json": + continue + try: + with open(stats_file) as f: + data = json.load(f) + sessions.append(data) + except (json.JSONDecodeError, IOError): + continue + + return sessions + class AutonomousPipeline: """Self-improving autonomous strategy generation pipeline.""" @@ -78,7 +159,8 @@ def __init__( self.perf_learner = PerformanceLearner(self.db) self.prompt_refiner = PromptRefiner(self.db) - # Statistics + # Statistics with persistence + self.stats_dir = self.config.home_dir / "stats" self.stats = AutoStats() # Initialize LLM and agents for real mode @@ -90,6 +172,14 @@ def __init__( signal.signal(signal.SIGINT, self._handle_exit) signal.signal(signal.SIGTERM, self._handle_exit) + def _persist_stats(self): + """Save current stats to disk.""" + try: + self.stats.save(self.stats_dir) + except Exception as e: + # Don't let stats persistence break the pipeline + console.print(f"[dim]Warning: Could not persist stats: {e}[/dim]") + def _init_agents(self): """Initialize LLM and coordinator agent.""" try: @@ -174,6 +264,7 @@ async def run( self.stats.failed += 1 self.stats.total_attempts += 1 + self._persist_stats() # Save after each iteration # Check if we should continue if not await self._should_continue(iteration, max_iterations): @@ -183,6 +274,7 @@ async def run( console.print(f"[red]Error in iteration {iteration}: {e}[/red]") self.stats.failed += 1 self.stats.total_attempts += 1 + self._persist_stats() # Save after error # Generate final report await self._generate_final_report() diff --git a/quantcoder/cli.py b/quantcoder/cli.py index 8a16a6c..101dd41 100644 --- a/quantcoder/cli.py +++ b/quantcoder/cli.py @@ -23,18 +23,38 @@ console = Console() -def setup_logging(verbose: bool = False): - """Configure logging with rich handler.""" - log_level = logging.DEBUG if verbose else logging.INFO - - logging.basicConfig( - level=log_level, - format="%(message)s", - datefmt="[%X]", - handlers=[ - RichHandler(rich_tracebacks=True, console=console), - logging.FileHandler("quantcoder.log") - ] +def setup_logging(verbose: bool = False, config: Config = None): + """Configure logging with rich handler and rotation. + + Uses the new centralized logging system with: + - Log rotation (configurable size and backup count) + - Structured JSON logging (in addition to console output) + - Optional webhook alerting for errors + """ + from quantcoder.logging_config import setup_logging as setup_qc_logging + + # Get logging config if available + logging_config = None + if config: + try: + logging_config = config.get_logging_config() + except Exception: + pass # Use defaults if config fails + + # Create rich console handler + rich_handler = RichHandler( + rich_tracebacks=True, + console=console, + show_time=True, + show_path=False, + ) + rich_handler._custom_formatter = True # Signal to not override formatter + + # Setup centralized logging + setup_qc_logging( + verbose=verbose, + config=logging_config, + console_handler=rich_handler, ) @@ -49,12 +69,13 @@ def main(ctx, verbose, config, prompt): A conversational interface to transform research articles into trading algorithms. """ - setup_logging(verbose) - - # Load configuration + # Load configuration first so logging can use it config_path = Path(config) if config else None cfg = Config.load(config_path) + # Setup logging with config (enables rotation, JSON logs, webhooks) + setup_logging(verbose, cfg) + # Ensure API key is loaded try: if not cfg.api_key: @@ -1616,5 +1637,237 @@ def schedule_config(notion_key, notion_db, tavily_key, show): console.print(f"\n[dim]Configuration saved to {env_file}[/dim]") +# ============================================================================ +# LOGGING AND MONITORING COMMANDS +# ============================================================================ + +@main.group() +def logs(): + """ + View and manage logs. + + Commands to view log files, tail recent activity, and manage log rotation. + """ + pass + + +@logs.command(name='show') +@click.option('--lines', '-n', default=50, type=int, help='Number of lines to show') +@click.option('--json', 'json_format', is_flag=True, help='Show JSON structured logs') +@click.pass_context +def logs_show(ctx, lines, json_format): + """ + Show recent log entries. + + Examples: + quantcoder logs show + quantcoder logs show --lines 100 + quantcoder logs show --json + """ + from quantcoder.logging_config import get_log_files + + config = ctx.obj['config'] + log_dir = config.home_dir / "logs" + + if json_format: + log_file = log_dir / "quantcoder.json.log" + else: + log_file = log_dir / "quantcoder.log" + + if not log_file.exists(): + console.print(f"[yellow]No log file found at {log_file}[/yellow]") + console.print("[dim]Logs will be created after running commands.[/dim]") + return + + try: + with open(log_file) as f: + all_lines = f.readlines() + recent = all_lines[-lines:] if len(all_lines) > lines else all_lines + + console.print(f"[cyan]Last {len(recent)} entries from {log_file.name}:[/cyan]\n") + + for line in recent: + line = line.rstrip() + if json_format: + try: + import json + data = json.loads(line) + level = data.get('level', 'INFO') + color = { + 'DEBUG': 'dim', + 'INFO': 'green', + 'WARNING': 'yellow', + 'ERROR': 'red', + 'CRITICAL': 'bold red', + }.get(level, 'white') + console.print(f"[{color}]{data.get('timestamp', '')} | {level} | {data.get('message', '')}[/{color}]") + except json.JSONDecodeError: + console.print(line) + else: + # Color based on log level + if ' ERROR ' in line or ' CRITICAL ' in line: + console.print(f"[red]{line}[/red]") + elif ' WARNING ' in line: + console.print(f"[yellow]{line}[/yellow]") + elif ' DEBUG ' in line: + console.print(f"[dim]{line}[/dim]") + else: + console.print(line) + + except Exception as e: + console.print(f"[red]Error reading log file: {e}[/red]") + + +@logs.command(name='list') +@click.pass_context +def logs_list(ctx): + """ + List all log files. + + Shows all log files with their sizes and modification times. + """ + from rich.table import Table + + config = ctx.obj['config'] + log_dir = config.home_dir / "logs" + + if not log_dir.exists(): + console.print(f"[yellow]Log directory not found: {log_dir}[/yellow]") + return + + log_files = sorted(log_dir.glob("quantcoder*.log*")) + + if not log_files: + console.print("[yellow]No log files found.[/yellow]") + return + + table = Table(title="Log Files") + table.add_column("File", style="cyan") + table.add_column("Size", style="green") + table.add_column("Modified", style="dim") + + for log_file in log_files: + size = log_file.stat().st_size + if size > 1024 * 1024: + size_str = f"{size / (1024 * 1024):.1f} MB" + elif size > 1024: + size_str = f"{size / 1024:.1f} KB" + else: + size_str = f"{size} B" + + from datetime import datetime + mtime = datetime.fromtimestamp(log_file.stat().st_mtime) + mtime_str = mtime.strftime("%Y-%m-%d %H:%M:%S") + + table.add_row(log_file.name, size_str, mtime_str) + + console.print(table) + console.print(f"\n[dim]Log directory: {log_dir}[/dim]") + + +@logs.command(name='clear') +@click.option('--keep', default=1, type=int, help='Number of backup files to keep') +@click.confirmation_option(prompt='Are you sure you want to clear old log files?') +@click.pass_context +def logs_clear(ctx, keep): + """ + Clear old log files. + + Keeps the most recent backup files and removes older ones. + """ + config = ctx.obj['config'] + log_dir = config.home_dir / "logs" + + if not log_dir.exists(): + console.print("[yellow]No log directory found.[/yellow]") + return + + # Find backup files (*.log.1, *.log.2, etc.) + removed = 0 + for pattern in ["quantcoder.log.*", "quantcoder.json.log.*"]: + backup_files = sorted(log_dir.glob(pattern), key=lambda f: f.stat().st_mtime, reverse=True) + + for backup_file in backup_files[keep:]: + try: + backup_file.unlink() + removed += 1 + console.print(f"[dim]Removed: {backup_file.name}[/dim]") + except Exception as e: + console.print(f"[red]Failed to remove {backup_file.name}: {e}[/red]") + + if removed: + console.print(f"\n[green]Cleared {removed} old log file(s)[/green]") + else: + console.print("[dim]No old log files to clear[/dim]") + + +@logs.command(name='config') +@click.option('--level', type=click.Choice(['DEBUG', 'INFO', 'WARNING', 'ERROR']), + help='Set log level') +@click.option('--format', 'log_format', type=click.Choice(['standard', 'json']), + help='Set log format') +@click.option('--max-size', type=int, help='Max log file size in MB') +@click.option('--backups', type=int, help='Number of backup files to keep') +@click.option('--webhook', help='Webhook URL for error alerts') +@click.option('--show', is_flag=True, help='Show current logging configuration') +@click.pass_context +def logs_config(ctx, level, log_format, max_size, backups, webhook, show): + """ + Configure logging settings. + + Examples: + quantcoder logs config --show + quantcoder logs config --level DEBUG + quantcoder logs config --max-size 20 --backups 10 + quantcoder logs config --webhook https://hooks.slack.com/... + """ + config = ctx.obj['config'] + + if show: + console.print("\n[bold cyan]Logging Configuration[/bold cyan]\n") + console.print(f" Level: [green]{config.logging.level}[/green]") + console.print(f" Format: [green]{config.logging.format}[/green]") + console.print(f" Max File Size: [green]{config.logging.max_file_size_mb} MB[/green]") + console.print(f" Backup Count: [green]{config.logging.backup_count}[/green]") + console.print(f" Alert on Error: [green]{config.logging.alert_on_error}[/green]") + console.print(f" Webhook URL: [green]{config.logging.webhook_url or 'Not set'}[/green]") + console.print(f"\n Log Directory: [dim]{config.home_dir / 'logs'}[/dim]") + return + + updated = False + + if level: + config.logging.level = level + console.print(f"[green]Set log level: {level}[/green]") + updated = True + + if log_format: + config.logging.format = log_format + console.print(f"[green]Set log format: {log_format}[/green]") + updated = True + + if max_size: + config.logging.max_file_size_mb = max_size + console.print(f"[green]Set max file size: {max_size} MB[/green]") + updated = True + + if backups: + config.logging.backup_count = backups + console.print(f"[green]Set backup count: {backups}[/green]") + updated = True + + if webhook: + config.logging.webhook_url = webhook + config.logging.alert_on_error = True + console.print(f"[green]Set webhook URL and enabled error alerts[/green]") + updated = True + + if updated: + config.save() + console.print("\n[dim]Configuration saved. Restart quantcoder to apply changes.[/dim]") + else: + console.print("[yellow]No options provided. Use --show to see current config.[/yellow]") + + if __name__ == '__main__': main() diff --git a/quantcoder/config.py b/quantcoder/config.py index 501e9d5..4205c97 100644 --- a/quantcoder/config.py +++ b/quantcoder/config.py @@ -3,13 +3,26 @@ import os import toml from pathlib import Path -from typing import Optional, Dict, Any +from typing import Optional, Dict, Any, List from dataclasses import dataclass, field import logging logger = logging.getLogger(__name__) +@dataclass +class LoggingConfigSettings: + """Configuration for logging system.""" + level: str = "INFO" # DEBUG, INFO, WARNING, ERROR + format: str = "standard" # standard, json + max_file_size_mb: int = 10 + backup_count: int = 5 + rotate_when: str = "midnight" # midnight, h (hourly), d (daily) + alert_on_error: bool = False + webhook_url: Optional[str] = None + alert_levels: List[str] = field(default_factory=lambda: ["ERROR", "CRITICAL"]) + + @dataclass class ModelConfig: """Configuration for the AI model.""" @@ -88,6 +101,7 @@ class Config: multi_agent: MultiAgentConfig = field(default_factory=MultiAgentConfig) scheduler: SchedulerConfig = field(default_factory=SchedulerConfig) notion: NotionConfig = field(default_factory=NotionConfig) + logging: LoggingConfigSettings = field(default_factory=LoggingConfigSettings) api_key: Optional[str] = None quantconnect_api_key: Optional[str] = None quantconnect_user_id: Optional[str] = None @@ -124,6 +138,8 @@ def from_dict(cls, data: Dict[str, Any]) -> "Config": config.ui = UIConfig(**data["ui"]) if "tools" in data: config.tools = ToolsConfig(**data["tools"]) + if "logging" in data: + config.logging = LoggingConfigSettings(**data["logging"]) return config @@ -149,6 +165,16 @@ def to_dict(self) -> Dict[str, Any]: "disabled_tools": self.tools.disabled_tools, "downloads_dir": self.tools.downloads_dir, "generated_code_dir": self.tools.generated_code_dir, + }, + "logging": { + "level": self.logging.level, + "format": self.logging.format, + "max_file_size_mb": self.logging.max_file_size_mb, + "backup_count": self.logging.backup_count, + "rotate_when": self.logging.rotate_when, + "alert_on_error": self.logging.alert_on_error, + "webhook_url": self.logging.webhook_url, + "alert_levels": self.logging.alert_levels, } } @@ -246,3 +272,27 @@ def save_api_key(self, api_key: str): logger.info(f"API key saved to {env_path}") self.api_key = api_key + + def get_logging_config(self): + """Get logging configuration for setup_logging().""" + from quantcoder.logging_config import LoggingConfig + + # Check for webhook URL in environment + from dotenv import load_dotenv + env_path = self.home_dir / ".env" + if env_path.exists(): + load_dotenv(env_path) + + webhook_url = self.logging.webhook_url or os.getenv("QUANTCODER_WEBHOOK_URL") + + return LoggingConfig( + level=self.logging.level, + format=self.logging.format, + log_dir=self.home_dir / "logs", + max_file_size_mb=self.logging.max_file_size_mb, + backup_count=self.logging.backup_count, + rotate_when=self.logging.rotate_when, + alert_on_error=self.logging.alert_on_error, + webhook_url=webhook_url, + alert_levels=self.logging.alert_levels, + ) diff --git a/quantcoder/logging_config.py b/quantcoder/logging_config.py new file mode 100644 index 0000000..f4fdbdf --- /dev/null +++ b/quantcoder/logging_config.py @@ -0,0 +1,337 @@ +""" +Centralized Logging Configuration for QuantCoder +================================================= + +Provides configurable logging with: +- Log rotation (size-based and time-based) +- Structured JSON logging option +- Per-module log level control +- Webhook alerting for failures +""" + +import logging +import json +import os +from datetime import datetime +from logging.handlers import RotatingFileHandler, TimedRotatingFileHandler +from pathlib import Path +from typing import Optional, Dict, Any, Callable, List +from dataclasses import dataclass, field +import threading + + +@dataclass +class LoggingConfig: + """Configuration for logging system.""" + level: str = "INFO" + format: str = "standard" # standard, json + log_dir: Optional[Path] = None + + # File rotation settings + max_file_size_mb: int = 10 + backup_count: int = 5 + rotate_when: str = "midnight" # midnight, h (hourly), d (daily) + + # Per-module levels (module_name -> level) + module_levels: Dict[str, str] = field(default_factory=dict) + + # Alerting + alert_on_error: bool = False + webhook_url: Optional[str] = None + alert_levels: List[str] = field(default_factory=lambda: ["ERROR", "CRITICAL"]) + + +class JSONFormatter(logging.Formatter): + """JSON formatter for structured logging.""" + + def format(self, record: logging.LogRecord) -> str: + log_data = { + "timestamp": datetime.utcnow().isoformat() + "Z", + "level": record.levelname, + "logger": record.name, + "message": record.getMessage(), + "module": record.module, + "function": record.funcName, + "line": record.lineno, + } + + # Add exception info if present + if record.exc_info: + log_data["exception"] = self.formatException(record.exc_info) + + # Add extra fields if present + if hasattr(record, "extra_data"): + log_data["extra"] = record.extra_data + + return json.dumps(log_data) + + +class WebhookHandler(logging.Handler): + """Handler that sends alerts to a webhook URL.""" + + def __init__(self, webhook_url: str, alert_levels: List[str] = None): + super().__init__() + self.webhook_url = webhook_url + self.alert_levels = alert_levels or ["ERROR", "CRITICAL"] + self._lock = threading.Lock() + + def emit(self, record: logging.LogRecord): + if record.levelname not in self.alert_levels: + return + + try: + import requests + + payload = { + "timestamp": datetime.utcnow().isoformat() + "Z", + "level": record.levelname, + "logger": record.name, + "message": record.getMessage(), + "module": record.module, + "function": record.funcName, + } + + if record.exc_info: + payload["exception"] = self.format(record) + + with self._lock: + requests.post( + self.webhook_url, + json=payload, + timeout=5, + headers={"Content-Type": "application/json"} + ) + except Exception: + # Don't let webhook failures break logging + pass + + +class QuantCoderLogger: + """ + Central logging manager for QuantCoder. + + Usage: + from quantcoder.logging_config import setup_logging, get_logger + + # Setup once at startup + setup_logging(verbose=True) + + # Get logger in any module + logger = get_logger(__name__) + logger.info("Starting process") + """ + + _instance = None + _initialized = False + + def __new__(cls): + if cls._instance is None: + cls._instance = super().__new__(cls) + return cls._instance + + def __init__(self): + if QuantCoderLogger._initialized: + return + self.config: Optional[LoggingConfig] = None + self.handlers: List[logging.Handler] = [] + QuantCoderLogger._initialized = True + + def setup( + self, + verbose: bool = False, + config: Optional[LoggingConfig] = None, + console_handler: Optional[logging.Handler] = None, + ): + """ + Initialize logging system. + + Args: + verbose: Enable DEBUG level logging + config: Optional LoggingConfig for advanced settings + console_handler: Optional custom console handler (e.g., RichHandler) + """ + # Clean up existing handlers + self.cleanup() + + # Use provided config or defaults + self.config = config or LoggingConfig() + + # Determine log level + if verbose: + level = logging.DEBUG + else: + level = getattr(logging, self.config.level.upper(), logging.INFO) + + # Get log directory + log_dir = self.config.log_dir or Path.home() / ".quantcoder" / "logs" + log_dir.mkdir(parents=True, exist_ok=True) + + # Create root logger + root_logger = logging.getLogger("quantcoder") + root_logger.setLevel(level) + + # Choose formatter + if self.config.format == "json": + formatter = JSONFormatter() + else: + formatter = logging.Formatter( + "%(asctime)s | %(levelname)-8s | %(name)s | %(message)s", + datefmt="%Y-%m-%d %H:%M:%S" + ) + + # Console handler + if console_handler: + console_handler.setLevel(level) + if not hasattr(console_handler, '_custom_formatter'): + console_handler.setFormatter(formatter) + root_logger.addHandler(console_handler) + self.handlers.append(console_handler) + else: + console = logging.StreamHandler() + console.setLevel(level) + console.setFormatter(formatter) + root_logger.addHandler(console) + self.handlers.append(console) + + # Rotating file handler (size-based) + log_file = log_dir / "quantcoder.log" + file_handler = RotatingFileHandler( + log_file, + maxBytes=self.config.max_file_size_mb * 1024 * 1024, + backupCount=self.config.backup_count, + ) + file_handler.setLevel(level) + file_handler.setFormatter(formatter) + root_logger.addHandler(file_handler) + self.handlers.append(file_handler) + + # JSON log file (always structured for parsing) + json_log_file = log_dir / "quantcoder.json.log" + json_handler = RotatingFileHandler( + json_log_file, + maxBytes=self.config.max_file_size_mb * 1024 * 1024, + backupCount=self.config.backup_count, + ) + json_handler.setLevel(level) + json_handler.setFormatter(JSONFormatter()) + root_logger.addHandler(json_handler) + self.handlers.append(json_handler) + + # Webhook handler for alerts + if self.config.alert_on_error and self.config.webhook_url: + webhook_handler = WebhookHandler( + self.config.webhook_url, + self.config.alert_levels + ) + webhook_handler.setLevel(logging.ERROR) + root_logger.addHandler(webhook_handler) + self.handlers.append(webhook_handler) + + # Apply per-module log levels + for module_name, module_level in self.config.module_levels.items(): + module_logger = logging.getLogger(module_name) + module_logger.setLevel(getattr(logging, module_level.upper(), logging.INFO)) + + # Reduce noise from third-party libraries + logging.getLogger("urllib3").setLevel(logging.WARNING) + logging.getLogger("requests").setLevel(logging.WARNING) + logging.getLogger("httpx").setLevel(logging.WARNING) + logging.getLogger("apscheduler").setLevel(logging.WARNING) + + root_logger.info(f"Logging initialized: level={logging.getLevelName(level)}, dir={log_dir}") + + def cleanup(self): + """Remove all handlers from root logger.""" + root_logger = logging.getLogger("quantcoder") + for handler in self.handlers: + try: + handler.close() + root_logger.removeHandler(handler) + except Exception: + pass + self.handlers.clear() + + def get_log_files(self) -> List[Path]: + """Get list of all log files.""" + if not self.config or not self.config.log_dir: + log_dir = Path.home() / ".quantcoder" / "logs" + else: + log_dir = self.config.log_dir + + if not log_dir.exists(): + return [] + + return sorted(log_dir.glob("quantcoder*.log*")) + + +# Module-level functions for convenience +_logger_manager = QuantCoderLogger() + + +def setup_logging( + verbose: bool = False, + config: Optional[LoggingConfig] = None, + console_handler: Optional[logging.Handler] = None, +): + """ + Setup logging for QuantCoder. + + Call this once at application startup. + + Args: + verbose: Enable DEBUG level + config: Optional LoggingConfig for advanced settings + console_handler: Optional custom console handler + """ + _logger_manager.setup(verbose, config, console_handler) + + +def get_logger(name: str) -> logging.Logger: + """ + Get a logger for a module. + + Args: + name: Module name (typically __name__) + + Returns: + Logger instance + """ + # Ensure it's under quantcoder namespace + if not name.startswith("quantcoder"): + name = f"quantcoder.{name}" + return logging.getLogger(name) + + +def get_log_files() -> List[Path]: + """Get list of all log files.""" + return _logger_manager.get_log_files() + + +def log_with_context( + logger: logging.Logger, + level: int, + message: str, + **context +): + """ + Log a message with additional context data. + + The context will appear in structured (JSON) logs. + + Args: + logger: Logger instance + level: Log level (logging.INFO, etc.) + message: Log message + **context: Additional context key-value pairs + """ + record = logger.makeRecord( + logger.name, + level, + "", + 0, + message, + (), + None, + ) + record.extra_data = context + logger.handle(record) diff --git a/tests/test_logging.py b/tests/test_logging.py new file mode 100644 index 0000000..1b9c330 --- /dev/null +++ b/tests/test_logging.py @@ -0,0 +1,369 @@ +"""Tests for centralized logging and monitoring.""" + +import json +import logging +import pytest +from pathlib import Path +from unittest.mock import Mock, patch, MagicMock +from datetime import datetime + +from quantcoder.logging_config import ( + LoggingConfig, + JSONFormatter, + WebhookHandler, + QuantCoderLogger, + setup_logging, + get_logger, + get_log_files, + log_with_context, +) +from quantcoder.config import Config, LoggingConfigSettings + + +class TestLoggingConfig: + """Tests for LoggingConfig dataclass.""" + + def test_default_values(self): + """Test default configuration values.""" + config = LoggingConfig() + assert config.level == "INFO" + assert config.format == "standard" + assert config.max_file_size_mb == 10 + assert config.backup_count == 5 + assert config.alert_on_error is False + + def test_custom_values(self): + """Test custom configuration values.""" + config = LoggingConfig( + level="DEBUG", + format="json", + max_file_size_mb=20, + backup_count=10, + alert_on_error=True, + webhook_url="https://example.com/webhook", + ) + assert config.level == "DEBUG" + assert config.format == "json" + assert config.max_file_size_mb == 20 + assert config.webhook_url == "https://example.com/webhook" + + +class TestJSONFormatter: + """Tests for JSON log formatter.""" + + def test_format_basic_record(self): + """Test formatting a basic log record.""" + formatter = JSONFormatter() + record = logging.LogRecord( + name="test.module", + level=logging.INFO, + pathname="test.py", + lineno=42, + msg="Test message", + args=(), + exc_info=None, + ) + + output = formatter.format(record) + data = json.loads(output) + + assert data["level"] == "INFO" + assert data["logger"] == "test.module" + assert data["message"] == "Test message" + assert data["line"] == 42 + assert "timestamp" in data + + def test_format_with_exception(self): + """Test formatting a record with exception info.""" + formatter = JSONFormatter() + + try: + raise ValueError("Test error") + except ValueError: + import sys + exc_info = sys.exc_info() + + record = logging.LogRecord( + name="test.module", + level=logging.ERROR, + pathname="test.py", + lineno=42, + msg="Error occurred", + args=(), + exc_info=exc_info, + ) + + output = formatter.format(record) + data = json.loads(output) + + assert data["level"] == "ERROR" + assert "exception" in data + assert "ValueError" in data["exception"] + + +class TestWebhookHandler: + """Tests for webhook alerting handler.""" + + def test_handler_filters_by_level(self): + """Test that handler only sends alerts for configured levels.""" + handler = WebhookHandler( + webhook_url="https://example.com/webhook", + alert_levels=["ERROR", "CRITICAL"] + ) + + # INFO should not trigger webhook + info_record = logging.LogRecord( + name="test", level=logging.INFO, pathname="", lineno=0, + msg="Info message", args=(), exc_info=None + ) + with patch('requests.post') as mock_post: + handler.emit(info_record) + mock_post.assert_not_called() + + @patch('requests.post') + def test_handler_sends_error_alerts(self, mock_post): + """Test that handler sends alerts for ERROR level.""" + mock_post.return_value = Mock(status_code=200) + + handler = WebhookHandler( + webhook_url="https://example.com/webhook", + alert_levels=["ERROR", "CRITICAL"] + ) + + error_record = logging.LogRecord( + name="test.module", level=logging.ERROR, pathname="test.py", + lineno=42, msg="Error occurred", args=(), exc_info=None + ) + handler.emit(error_record) + + mock_post.assert_called_once() + call_args = mock_post.call_args + payload = call_args[1]['json'] + + assert payload['level'] == 'ERROR' + assert payload['message'] == 'Error occurred' + assert payload['logger'] == 'test.module' + + @patch('requests.post') + def test_handler_handles_webhook_failure(self, mock_post): + """Test that webhook failures don't break logging.""" + mock_post.side_effect = Exception("Network error") + + handler = WebhookHandler( + webhook_url="https://example.com/webhook", + alert_levels=["ERROR"] + ) + + error_record = logging.LogRecord( + name="test", level=logging.ERROR, pathname="", lineno=0, + msg="Error", args=(), exc_info=None + ) + + # Should not raise exception + handler.emit(error_record) + + +class TestQuantCoderLogger: + """Tests for centralized logger manager.""" + + def test_singleton_pattern(self): + """Test that QuantCoderLogger uses singleton pattern.""" + logger1 = QuantCoderLogger() + logger2 = QuantCoderLogger() + assert logger1 is logger2 + + def test_setup_creates_handlers(self, tmp_path): + """Test that setup creates file handlers.""" + config = LoggingConfig(log_dir=tmp_path) + + # Reset singleton state for test + QuantCoderLogger._initialized = False + logger_manager = QuantCoderLogger() + logger_manager.setup(verbose=False, config=config) + + # Check log files are created + log_file = tmp_path / "quantcoder.log" + json_log_file = tmp_path / "quantcoder.json.log" + + # Write a log message to create files + test_logger = logging.getLogger("quantcoder.test") + test_logger.info("Test message") + + assert log_file.exists() or json_log_file.exists() + + # Cleanup + logger_manager.cleanup() + + +class TestGetLogger: + """Tests for get_logger function.""" + + def test_returns_logger_with_namespace(self): + """Test that get_logger returns properly namespaced logger.""" + logger = get_logger("mymodule") + assert logger.name == "quantcoder.mymodule" + + def test_already_namespaced_logger(self): + """Test that already namespaced logger is not double-prefixed.""" + logger = get_logger("quantcoder.existing") + assert logger.name == "quantcoder.existing" + + +class TestConfigLoggingSettings: + """Tests for Config logging settings integration.""" + + def test_config_has_logging_settings(self): + """Test that Config includes logging settings.""" + config = Config() + assert hasattr(config, 'logging') + assert isinstance(config.logging, LoggingConfigSettings) + + def test_logging_settings_defaults(self): + """Test default logging settings in Config.""" + config = Config() + assert config.logging.level == "INFO" + assert config.logging.format == "standard" + assert config.logging.max_file_size_mb == 10 + assert config.logging.backup_count == 5 + + def test_config_to_dict_includes_logging(self): + """Test that to_dict includes logging config.""" + config = Config() + data = config.to_dict() + + assert "logging" in data + assert data["logging"]["level"] == "INFO" + assert data["logging"]["format"] == "standard" + + def test_config_from_dict_with_logging(self): + """Test that from_dict loads logging config.""" + data = { + "logging": { + "level": "DEBUG", + "format": "json", + "max_file_size_mb": 25, + "backup_count": 15, + "alert_on_error": True, + "webhook_url": "https://test.com", + "alert_levels": ["ERROR"], + } + } + + config = Config.from_dict(data) + assert config.logging.level == "DEBUG" + assert config.logging.format == "json" + assert config.logging.max_file_size_mb == 25 + assert config.logging.alert_on_error is True + + def test_get_logging_config_method(self, tmp_path): + """Test get_logging_config returns LoggingConfig object.""" + # Mock dotenv module + import sys + mock_dotenv = MagicMock() + original_dotenv = sys.modules.get('dotenv') + sys.modules['dotenv'] = mock_dotenv + + try: + config = Config() + config.home_dir = tmp_path + config.logging.level = "DEBUG" + config.logging.format = "json" + + with patch.dict('os.environ', {}, clear=True): + logging_config = config.get_logging_config() + + assert logging_config.level == "DEBUG" + assert logging_config.format == "json" + assert logging_config.log_dir == tmp_path / "logs" + finally: + # Restore original dotenv + if original_dotenv: + sys.modules['dotenv'] = original_dotenv + else: + sys.modules.pop('dotenv', None) + + +class TestAutoStatsPersistence: + """Tests for AutoStats persistence.""" + + def test_autostats_to_dict(self): + """Test AutoStats serialization.""" + from quantcoder.autonomous.pipeline import AutoStats + + stats = AutoStats( + total_attempts=10, + successful=7, + failed=3, + avg_sharpe=1.5, + ) + + data = stats.to_dict() + assert data['total_attempts'] == 10 + assert data['successful'] == 7 + assert data['failed'] == 3 + assert data['avg_sharpe'] == 1.5 + assert 'session_id' in data + assert 'last_updated' in data + + def test_autostats_from_dict(self): + """Test AutoStats deserialization.""" + from quantcoder.autonomous.pipeline import AutoStats + + data = { + 'total_attempts': 5, + 'successful': 4, + 'failed': 1, + 'avg_sharpe': 2.0, + 'session_id': 'test_session', + } + + stats = AutoStats.from_dict(data) + assert stats.total_attempts == 5 + assert stats.successful == 4 + assert stats.session_id == 'test_session' + + def test_autostats_save_load(self, tmp_path): + """Test saving and loading AutoStats.""" + from quantcoder.autonomous.pipeline import AutoStats + + stats = AutoStats( + total_attempts=10, + successful=8, + failed=2, + ) + stats.save(tmp_path) + + # Check file exists + assert (tmp_path / f"auto_stats_{stats.session_id}.json").exists() + assert (tmp_path / "auto_stats_latest.json").exists() + + # Load and verify + loaded = AutoStats.load_latest(tmp_path) + assert loaded is not None + assert loaded.total_attempts == 10 + assert loaded.successful == 8 + + def test_autostats_list_sessions(self, tmp_path): + """Test listing AutoStats sessions.""" + from quantcoder.autonomous.pipeline import AutoStats + import time + + # Create multiple sessions + for i in range(3): + stats = AutoStats(total_attempts=i * 10) + stats.session_id = f"session_{i}" + stats.save(tmp_path) + time.sleep(0.01) # Small delay to ensure different mtimes + + sessions = AutoStats.list_sessions(tmp_path) + assert len(sessions) == 3 + + def test_autostats_success_rate(self): + """Test success rate calculation.""" + from quantcoder.autonomous.pipeline import AutoStats + + stats = AutoStats(total_attempts=10, successful=7, failed=3) + assert stats.success_rate == 0.7 + + empty_stats = AutoStats() + assert empty_stats.success_rate == 0.0 From cb141d9a9a8ac8db134decac300b1e92baa2880e Mon Sep 17 00:00:00 2001 From: Claude Date: Wed, 28 Jan 2026 21:11:23 +0000 Subject: [PATCH 22/22] Add comprehensive documentation guide Complete guide covering all QuantCoder features: - Two workflows (Spot and Batch) - All CLI commands - Configuration options - Logging and monitoring - Deep search with Tavily - Strategy evolution - Notion integration https://claude.ai/code/session_01SwNvxUMWNQ3RYpdCNg38xY --- docs/QUANTCODER_GUIDE.md | 616 +++++++++++++++++++++++++++++++++++++++ 1 file changed, 616 insertions(+) create mode 100644 docs/QUANTCODER_GUIDE.md diff --git a/docs/QUANTCODER_GUIDE.md b/docs/QUANTCODER_GUIDE.md new file mode 100644 index 0000000..fd40f77 --- /dev/null +++ b/docs/QUANTCODER_GUIDE.md @@ -0,0 +1,616 @@ +# QuantCoder CLI - Complete Guide + +> AI-powered CLI for transforming research papers into QuantConnect trading algorithms + +--- + +## Table of Contents + +1. [Overview](#overview) +2. [Installation & Setup](#installation--setup) +3. [Two Workflows](#two-workflows) +4. [CLI Commands Reference](#cli-commands-reference) +5. [Configuration](#configuration) +6. [Logging & Monitoring](#logging--monitoring) +7. [Deep Search with Tavily](#deep-search-with-tavily) +8. [Strategy Evolution](#strategy-evolution) +9. [Notion Integration](#notion-integration) +10. [Environment Variables](#environment-variables) + +--- + +## Overview + +QuantCoder is a conversational CLI tool that automates the research-to-algorithm pipeline: + +``` +Research Paper → Summary → QuantConnect Code → Backtest → Evolution → Publish +``` + +### Key Features + +| Feature | Description | +|---------|-------------| +| **Paper Discovery** | Search academic papers via CrossRef or semantic deep search (Tavily) | +| **Multi-Article Workflow** | Combine insights from multiple papers into consolidated strategies | +| **Code Generation** | Generate QuantConnect-compatible Python algorithms | +| **Auto-Refinement** | Automatically fix compilation errors with LLM assistance | +| **Backtesting** | Run backtests on QuantConnect cloud | +| **Evolution** | AlphaEvolve-inspired strategy optimization | +| **Scheduling** | Automated daily/weekly pipeline runs | +| **Notion Publishing** | Publish successful strategies as articles | +| **Comprehensive Logging** | Structured logs with rotation and alerting | + +--- + +## Installation & Setup + +### 1. Clone and Install + +```bash +git clone https://github.com/SL-Mar/quantcoder-cli.git +cd quantcoder-cli +pip install -e . +``` + +### 2. Configure API Keys + +```bash +# Interactive setup +quantcoder schedule config --show + +# Set individual keys +quantcoder schedule config --notion-key secret_xxx --notion-db abc123 +quantcoder schedule config --tavily-key tvly-xxx +``` + +Or manually create `~/.quantcoder/.env`: + +```env +# Required +ANTHROPIC_API_KEY=sk-ant-xxx +# or +OPENAI_API_KEY=sk-xxx + +# QuantConnect (for backtesting) +QUANTCONNECT_API_KEY=xxx +QUANTCONNECT_USER_ID=xxx + +# Optional integrations +NOTION_API_KEY=secret_xxx +NOTION_DATABASE_ID=xxx +TAVILY_API_KEY=tvly-xxx + +# Alerting (optional) +QUANTCODER_WEBHOOK_URL=https://hooks.slack.com/... +``` + +### 3. Verify Setup + +```bash +quantcoder --help +quantcoder schedule config --show +``` + +--- + +## Two Workflows + +### Workflow 1: Spot Generation (Manual/Interactive) + +For ad-hoc strategy generation with full control over each step. + +```bash +# Step 1: Search for papers +quantcoder search "momentum trading strategies" --num 5 + +# Or use deep semantic search +quantcoder search "mean reversion with machine learning" --deep + +# Step 2: Download a paper +quantcoder download 1 2 3 + +# Step 3: Summarize and extract strategy +quantcoder summarize 1 + +# Step 4: Generate code (with optional backtest and evolution) +quantcoder generate 1 --backtest --evolve --gens 5 +``` + +#### Spot Generation Options + +```bash +quantcoder generate [OPTIONS] + +Options: + --max-attempts INT Maximum refinement attempts (default: 6) + --open-in-editor Open generated code in editor + --editor TEXT Editor to use (zed, code, vim) + --backtest Run backtest on QuantConnect + --min-sharpe FLOAT Min Sharpe to keep algo (default: 0.5) + --start-date TEXT Backtest start date (default: 2020-01-01) + --end-date TEXT Backtest end date (default: 2024-01-01) + --evolve Evolve strategy after backtest passes + --gens INT Evolution generations (default: 5) + --variants INT Variants per generation (default: 3) +``` + +### Workflow 2: Batch Mode (Automated/Scheduled) + +For hands-off automated strategy discovery and generation. + +#### One-Time Run + +```bash +# Run the full pipeline once +quantcoder schedule run + +# With custom options +quantcoder schedule run \ + --queries "momentum,mean reversion,factor investing" \ + --min-sharpe 1.0 \ + --max-strategies 10 \ + --evolve --gens 5 +``` + +#### Scheduled Runs + +```bash +# Start daily schedule at 6 AM +quantcoder schedule start --interval daily --hour 6 + +# Start weekly schedule on Monday at 9 AM +quantcoder schedule start --interval weekly --day mon --hour 9 + +# With evolution enabled +quantcoder schedule start --interval daily --evolve --gens 5 --run-now +``` + +#### Check Status + +```bash +quantcoder schedule status +``` + +--- + +## CLI Commands Reference + +### Main Commands + +| Command | Description | +|---------|-------------| +| `quantcoder` | Launch interactive chat mode | +| `quantcoder search ` | Search for academic papers | +| `quantcoder download ` | Download paper PDFs | +| `quantcoder summarize ` | Create strategy summary from paper | +| `quantcoder summaries` | List all summaries | +| `quantcoder generate ` | Generate QuantConnect code | +| `quantcoder validate ` | Validate generated code | +| `quantcoder backtest ` | Run backtest on QuantConnect | + +### Schedule Commands + +| Command | Description | +|---------|-------------| +| `quantcoder schedule start` | Start scheduled pipeline | +| `quantcoder schedule run` | Run pipeline once | +| `quantcoder schedule status` | Show scheduler status | +| `quantcoder schedule config` | Configure integrations | + +### Evolution Commands + +| Command | Description | +|---------|-------------| +| `quantcoder evolve start ` | Start evolution from code file | +| `quantcoder evolve list` | List saved evolutions | +| `quantcoder evolve show ` | Show evolution details | +| `quantcoder evolve export ` | Export best variant | + +### Autonomous Mode Commands + +| Command | Description | +|---------|-------------| +| `quantcoder auto start` | Start autonomous mode | +| `quantcoder auto status` | Show learning statistics | +| `quantcoder auto report` | Generate learning report | + +### Logging Commands + +| Command | Description | +|---------|-------------| +| `quantcoder logs show` | Show recent log entries | +| `quantcoder logs list` | List all log files | +| `quantcoder logs clear` | Clear old log files | +| `quantcoder logs config` | Configure logging settings | + +--- + +## Configuration + +Configuration is stored in `~/.quantcoder/config.toml`: + +```toml +[model] +provider = "anthropic" # anthropic, openai, mistral, deepseek, ollama +model = "claude-sonnet-4-5-20250929" +temperature = 0.5 +max_tokens = 3000 + +[ui] +theme = "monokai" +auto_approve = false +show_token_usage = true +editor = "zed" # zed, code, vim, etc. + +[tools] +enabled_tools = ["*"] +disabled_tools = [] +downloads_dir = "downloads" +generated_code_dir = "generated_code" + +[logging] +level = "INFO" # DEBUG, INFO, WARNING, ERROR +format = "standard" # standard, json +max_file_size_mb = 10 +backup_count = 5 +alert_on_error = false +webhook_url = "" # For Slack/Discord alerts +``` + +--- + +## Logging & Monitoring + +### Log Files + +Logs are stored in `~/.quantcoder/logs/`: + +| File | Format | Purpose | +|------|--------|---------| +| `quantcoder.log` | Human-readable | Console-style logs | +| `quantcoder.json.log` | JSON | Structured logs for parsing | +| `quantcoder.log.1` | Rotated | Backup files | + +### View Logs + +```bash +# Show recent entries +quantcoder logs show + +# Show more entries +quantcoder logs show --lines 100 + +# Show JSON structured logs +quantcoder logs show --json + +# List all log files +quantcoder logs list +``` + +### Configure Logging + +```bash +# Show current config +quantcoder logs config --show + +# Set log level +quantcoder logs config --level DEBUG + +# Configure rotation +quantcoder logs config --max-size 20 --backups 10 + +# Enable webhook alerts +quantcoder logs config --webhook https://hooks.slack.com/services/xxx +``` + +### Webhook Alerts + +Set `QUANTCODER_WEBHOOK_URL` or use `--webhook` to receive alerts on ERROR/CRITICAL events. + +Payload format: +```json +{ + "timestamp": "2026-01-28T10:30:00Z", + "level": "ERROR", + "logger": "quantcoder.scheduler.runner", + "message": "Pipeline failed", + "module": "runner", + "function": "run_pipeline" +} +``` + +### AutoStats Persistence + +Autonomous mode statistics are persisted to `~/.quantcoder/stats/`: + +```bash +# View stats +quantcoder auto status + +# Generate report +quantcoder auto report --format json +``` + +--- + +## Deep Search with Tavily + +Traditional keyword search (CrossRef) may miss relevant papers. Deep search uses Tavily's semantic search + LLM filtering. + +### Setup + +```bash +# Get API key from https://tavily.com +quantcoder schedule config --tavily-key tvly-xxx +``` + +### Usage + +```bash +# Semantic deep search +quantcoder search "pairs trading with cointegration" --deep + +# With more results +quantcoder search "factor investing" --deep --num 10 + +# Skip LLM filtering (faster, more results) +quantcoder search "momentum" --deep --no-filter +``` + +### How It Works + +``` +Query → Tavily Semantic Search → Academic Filters (arxiv, ssrn, etc.) + → LLM Relevance Check → Implementable Strategies Only +``` + +The LLM filter removes papers that: +- Are purely theoretical with no trading application +- Lack actionable entry/exit signals +- Are surveys or meta-analyses without novel strategies + +--- + +## Strategy Evolution + +AlphaEvolve-inspired optimization that uses LLM-generated mutations instead of parameter grid search. + +### Start Evolution + +```bash +# From generated code +quantcoder evolve start ./generated_code/strategy_1.py + +# With options +quantcoder evolve start strategy.py \ + --generations 10 \ + --variants 5 \ + --start-date 2019-01-01 \ + --end-date 2024-01-01 +``` + +### Or Integrate with Generate + +```bash +# Generate → Backtest → Evolve → Publish +quantcoder generate 1 --backtest --evolve --gens 5 --variants 3 +``` + +### Evolution Process + +1. **Initial Population**: Start with base strategy +2. **Variation**: LLM generates N variants per generation +3. **Evaluation**: Backtest each variant on QuantConnect +4. **Selection**: Keep elite performers +5. **Mutation**: Apply targeted improvements +6. **Repeat**: Until convergence or max generations + +### Manage Evolutions + +```bash +# List all evolutions +quantcoder evolve list + +# Show details +quantcoder evolve show evo_20260128_123456 + +# Export best variant +quantcoder evolve export evo_20260128_123456 --output best_strategy.py +``` + +--- + +## Notion Integration + +Publish successful strategies as formatted articles in your Notion database. + +### Setup + +1. Create a Notion integration at https://www.notion.so/my-integrations +2. Share your database with the integration +3. Configure QuantCoder: + +```bash +quantcoder schedule config \ + --notion-key secret_xxx \ + --notion-db your_database_id +``` + +### Automatic Publishing + +Strategies are published when: +- Backtest Sharpe ratio >= `min_sharpe` (default: 0.5) +- Using `--backtest` flag with `generate` command +- Or running scheduled pipeline + +### Article Format + +Published articles include: + +| Section | Content | +|---------|---------| +| Title | Performance-based title (e.g., "High-Performance Momentum Strategy") | +| Paper Reference | Original paper title, URL, authors | +| Strategy Summary | Extracted strategy description | +| Backtest Results | Sharpe, returns, drawdown, win rate | +| Code Snippet | First 2000 chars of generated code | +| Tags | Strategy type (momentum, mean_reversion, etc.) | + +--- + +## Environment Variables + +### Required + +| Variable | Description | +|----------|-------------| +| `ANTHROPIC_API_KEY` | Anthropic API key (for Claude models) | +| `OPENAI_API_KEY` | OpenAI API key (alternative) | + +### QuantConnect + +| Variable | Description | +|----------|-------------| +| `QUANTCONNECT_API_KEY` | QuantConnect API key | +| `QUANTCONNECT_USER_ID` | QuantConnect user ID | +| `QC_PROJECT_ID` | Default project ID (optional) | + +### Integrations + +| Variable | Description | +|----------|-------------| +| `NOTION_API_KEY` | Notion integration secret | +| `NOTION_DATABASE_ID` | Target database ID | +| `TAVILY_API_KEY` | Tavily API key for deep search | + +### Monitoring + +| Variable | Description | +|----------|-------------| +| `QUANTCODER_WEBHOOK_URL` | Webhook URL for error alerts | + +--- + +## Example Full Workflow + +### Manual Workflow + +```bash +# 1. Search for papers +quantcoder search "statistical arbitrage" --deep --num 5 + +# 2. Download promising papers +quantcoder download 1 2 + +# 3. Create summaries +quantcoder summarize 1 +quantcoder summarize 2 + +# 4. List summaries +quantcoder summaries + +# 5. Generate, backtest, evolve, and publish +quantcoder generate 1 \ + --backtest \ + --min-sharpe 1.0 \ + --evolve \ + --gens 5 \ + --open-in-editor +``` + +### Automated Workflow + +```bash +# Configure once +quantcoder schedule config \ + --notion-key secret_xxx \ + --notion-db xxx \ + --tavily-key tvly-xxx + +# Start daily automation +quantcoder schedule start \ + --interval daily \ + --hour 6 \ + --queries "momentum,mean reversion,factor investing" \ + --min-sharpe 1.0 \ + --evolve \ + --gens 5 \ + --run-now + +# Monitor +quantcoder schedule status +quantcoder logs show --lines 50 +``` + +--- + +## Troubleshooting + +### Common Issues + +| Issue | Solution | +|-------|----------| +| "API key not found" | Check `~/.quantcoder/.env` | +| "QuantConnect credentials not configured" | Set `QUANTCONNECT_API_KEY` and `QUANTCONNECT_USER_ID` | +| "Tavily API key not set" | Run `quantcoder schedule config --tavily-key xxx` | +| "Notion credentials not configured" | Run `quantcoder schedule config --notion-key xxx --notion-db xxx` | +| Backtest timeout | Increase timeout or simplify strategy | +| Evolution not improving | Try more generations or higher mutation rate | + +### Debug Mode + +```bash +# Enable verbose logging +quantcoder --verbose search "test" + +# Set debug level permanently +quantcoder logs config --level DEBUG +``` + +### Check Logs + +```bash +# View recent errors +quantcoder logs show --lines 100 | grep -i error + +# View JSON logs for analysis +quantcoder logs show --json +``` + +--- + +## Architecture Overview + +``` +┌─────────────────────────────────────────────────────────────────┐ +│ QuantCoder CLI │ +├─────────────────────────────────────────────────────────────────┤ +│ Workflows │ +│ ├── Spot Generation (manual) │ +│ └── Batch Mode (automated) │ +├─────────────────────────────────────────────────────────────────┤ +│ Core Components │ +│ ├── Paper Search (CrossRef, Tavily) │ +│ ├── PDF Processing & Summarization │ +│ ├── Code Generation (multi-provider LLM) │ +│ ├── Validation & Auto-refinement │ +│ ├── QuantConnect Integration │ +│ └── Evolution Engine │ +├─────────────────────────────────────────────────────────────────┤ +│ Integrations │ +│ ├── Notion (article publishing) │ +│ ├── Tavily (semantic search) │ +│ └── Webhooks (alerting) │ +├─────────────────────────────────────────────────────────────────┤ +│ Monitoring │ +│ ├── Structured Logging (JSON + standard) │ +│ ├── Log Rotation │ +│ ├── AutoStats Persistence │ +│ └── Webhook Alerts │ +└─────────────────────────────────────────────────────────────────┘ +``` + +--- + +*Last updated: January 2026*