Commit Graph

8 Commits

Author SHA1 Message Date
陈少杰 baf67dbd58 Trim the research phase before trusting profiling output
The legacy path was already narrowed to market-only compact execution, but the research stage remained the slowest leg and the profiler lacked persistent raw event artifacts for comparison. This change further compresses the compact prompts for Bull Researcher, Bear Researcher, and Research Manager, adds durable raw event dumps to the graph profiler, and keeps profiling evidence out of the runtime contract itself.

Constraint: No new dependencies and no runtime-contract pollution for profiling-only data
Rejected: Add synthetic timing fields back into the subprocess protocol | those timings are not real graph-stage boundaries and would mislead diagnosis
Rejected: Skip raw event dump persistence and rely on console output | makes multi-run comparison and regression tracking fragile
Confidence: high
Scope-risk: narrow
Reversibility: clean
Directive: Keep profiling as an external diagnostic surface; if stage timing ever enters contracts again, it must come from real graph boundaries
Tested: python -m pytest web_dashboard/backend/tests/test_executors.py web_dashboard/backend/tests/test_services_migration.py web_dashboard/backend/tests/test_api_smoke.py -q
Tested: python -m compileall tradingagents/agents/researchers/bull_researcher.py tradingagents/agents/researchers/bear_researcher.py tradingagents/agents/managers/research_manager.py orchestrator/profile_stage_chain.py
Tested: real provider profiling via orchestrator/profile_stage_chain.py with market-only compact settings; dump persisted to orchestrator/profile_runs/600519.SS_2026-04-10_20260413T184742Z.json
Not-tested: browser/manual consumption of the persisted profiling dump
2026-04-14 02:51:07 +08:00
陈少杰 0cd40a9bab feat: integrate TradingOrchestrator with 5-level signal dashboard
- Merge orchestrator module (Quant+LLM dual-track signal fusion)
- Replace ANALYSIS_SCRIPT_TEMPLATE to use TradingOrchestrator.get_combined_signal()
- Extend signal levels: BUY/OVERWEIGHT/HOLD/UNDERWEIGHT/SELL (direction × confidence≥0.7)
- Backend: parse SIGNAL_DETAIL: stdout line, populate quant_signal/llm_signal/confidence fields
- Backend: update _extract_decision() regex for 5-level signals
- Backend: add OVERWEIGHT/UNDERWEIGHT colors to PDF export
- Frontend: DecisionBadge classMap for all 5 signal levels
- Frontend: index.css color tokens --overweight/--underweight
- Frontend: AnalysisMonitor shows LLM signal, Quant signal, confidence% on completion
- Add orchestrator/cache/ to .gitignore

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-10 01:59:43 +08:00
陈少杰 73fa75d9fb chore: add .worktrees/ to .gitignore 2026-04-09 21:24:21 +08:00
Yijia Xiao 393d4c6a1b
chore: add data_cache to .gitignore 2026-02-03 23:30:55 +00:00
Yijia Xiao aba1880c8c
chore: update .gitignore to official Python template 2026-02-03 23:16:38 +00:00
luohy15 a6734d71bc WIP 2025-09-26 16:17:50 +08:00
Zhongyi Lu b8f712b170 Exclude `.env` from Git 2025-06-21 23:29:26 -07:00
Yijia-Xiao cc97cb6d5d chore(release): v0.1.0 – initial public release of TradingAgents 2025-06-05 04:27:57 -07:00