factor_agent

LLM-driven, mechanism-first formulaic factor research on quantlab.

Modules

acceptance	Acceptance: the accepted factors' incremental test in the acceptance model, the one-time hold-out, and their export.
accepted	Accepted factors exported by Acceptance.export, one generated module each (GraphFactor subclasses).
aggregations	Session aggregations: the operators that reduce each session's intraday bars to one value per stock and day.
campaign	The Campaign: the research loop, from one config to accepted and rejected candidates.
candidate	A factor candidate as the proposer writes it: a stated mechanism and the KunQuant code.
cli	The factor-agent console script: factor-agent check <config> [--ping].
config	The campaign config: one YAML file holds every setting of a run.
derived	Derived columns: columns a daily factor's graph reads that its dataset does not hold.
evaluator	The Evaluator: the only module that reads data.
events	The events file: what a campaign is doing, appended as it happens, for anyone watching the run.
exported	Accepted factors as quantlab factors: a FactorKunQuant whose outputs are recorded graphs.
gate	The Gate: deterministic checks that every candidate passes before it is evaluated.
ledger	The trial ledger: one JSON line per candidate, accepted or not.
llm
period_lag	Period lags read from data: the lag columns PeriodLag(x, k) reads, computed when a factor is.
preflight	The report of Campaign.check: what a run would refuse before its first LLM call.
prompts	Prompt templates.
researcher	The Researcher: the LLM roles of a round, from prompt to checked candidates.
scoring	Scoring: how a factor's raw values become the values that are judged.
segments	Evaluation segments: the date ranges the campaign and the acceptance read, the purge and the hold-out lock.
session	Session columns: intraday graphs computed on intraday bars, one value per stock and session.
snapshot	The RunSnapshot: the files a run searched with and the code it ran, kept in its run directory.
web	The web frontend: a read-only view of the run directories under a folder, served on localhost.
zoo	The Zoo: the factors a candidate must not rewrite, as graphs the Gate compares it with.