edge-candidate-agent

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Translation

Chinese

Edge Candidate Agent

Edge Candidate Agent

Overview

概述

Convert daily market observations into reproducible research tickets and Phase I-compatible candidate specs. Prioritize signal quality and interface compatibility over aggressive strategy proliferation. This skill can run end-to-end standalone, but in the split workflow it primarily serves the final export/validation stage.
将每日市场观测结果转化为可复现的研究工单和兼容第一阶段的候选规格文件。优先考虑信号质量和接口兼容性,而非盲目扩张策略数量。该技能可独立端到端运行,但在拆分工作流中主要负责最终的导出/验证阶段。

When to Use

适用场景

  • Convert market observations, anomalies, or hypotheses into structured research tickets.
  • Run daily auto-detection to discover new edge candidates from EOD OHLCV and optional hints.
  • Export validated tickets as
    strategy.yaml
    +
    metadata.json
    for
    trade-strategy-pipeline
    Phase I.
  • Run preflight compatibility checks for
    edge-finder-candidate/v1
    before pipeline execution.
  • 将市场观测结果、异常现象或假设转化为结构化研究工单。
  • 运行每日自动检测,从收盘OHLCV数据和可选提示中发现新的超额收益候选策略。
  • 将验证通过的工单导出为
    strategy.yaml
    +
    metadata.json
    ,用于
    trade-strategy-pipeline
    第一阶段。
  • 在流水线执行前对
    edge-finder-candidate/v1
    进行接口兼容性预检。

Prerequisites

前置条件

  • Python 3.9+ with
    PyYAML
    installed.
  • Access to the target
    trade-strategy-pipeline
    repository for schema/stage validation.
  • uv
    available when running pipeline-managed validation via
    --pipeline-root
    .
  • 安装Python 3.9+及
    PyYAML
    库。
  • 有权访问目标
    trade-strategy-pipeline
    仓库,用于Schema/阶段验证。
  • 当通过
    --pipeline-root
    运行流水线管理的验证时,需要
    uv
    工具可用。

Output

输出产物

  • strategies/<candidate_id>/strategy.yaml
    : Phase I-compatible strategy spec.
  • strategies/<candidate_id>/metadata.json
    : provenance metadata including interface version and ticket context.
  • Validation status from
    scripts/validate_candidate.py
    (pass/fail + reasons).
  • Daily detection artifacts:
    • daily_report.md
    • market_summary.json
    • anomalies.json
    • watchlist.csv
    • tickets/exportable/*.yaml
    • tickets/research_only/*.yaml
  • strategies/<candidate_id>/strategy.yaml
    :兼容第一阶段的策略规格文件。
  • strategies/<candidate_id>/metadata.json
    :来源元数据,包含接口版本和工单上下文。
  • scripts/validate_candidate.py
    输出的验证状态(通过/失败+原因)。
  • 每日检测产物:
    • daily_report.md
    • market_summary.json
    • anomalies.json
    • watchlist.csv
    • tickets/exportable/*.yaml
    • tickets/research_only/*.yaml

Position in Split Workflow

在拆分工作流中的定位

Recommended split workflow:
  1. skills/edge-hint-extractor
    : observations/news ->
    hints.yaml
  2. skills/edge-concept-synthesizer
    : tickets/hints ->
    edge_concepts.yaml
  3. skills/edge-strategy-designer
    : concepts ->
    strategy_drafts
    + exportable ticket YAML
  4. skills/edge-candidate-agent
    (this skill): export + validate for pipeline handoff
推荐拆分工作流:
  1. skills/edge-hint-extractor
    :观测结果/新闻 →
    hints.yaml
  2. skills/edge-concept-synthesizer
    :工单/提示 →
    edge_concepts.yaml
  3. skills/edge-strategy-designer
    :概念 →
    strategy_drafts
    + 可导出的工单YAML
  4. skills/edge-candidate-agent
    (本技能):导出+验证,移交至流水线

Workflow

工作流步骤

  1. Run auto-detection from EOD OHLCV:
    • skills/edge-candidate-agent/scripts/auto_detect_candidates.py
    • Optional:
      --hints
      for human ideation input
    • Optional:
      --llm-ideas-cmd
      for external LLM ideation loop
  2. Load the contract and mapping references:
    • skills/edge-candidate-agent/references/pipeline_if_v1.md
    • skills/edge-candidate-agent/references/signal_mapping.md
    • skills/edge-candidate-agent/references/research_ticket_schema.md
    • skills/edge-candidate-agent/references/ideation_loop.md
  3. Build or update a research ticket using
    skills/edge-candidate-agent/references/research_ticket_schema.md
    .
  4. Export candidate artifacts with
    skills/edge-candidate-agent/scripts/export_candidate.py
    .
  5. Validate interface and Phase I constraints with
    skills/edge-candidate-agent/scripts/validate_candidate.py
    .
  6. Hand off candidate directory to
    trade-strategy-pipeline
    and run dry-run first.
  1. 基于收盘OHLCV数据运行自动检测:
    • 执行
      skills/edge-candidate-agent/scripts/auto_detect_candidates.py
    • 可选:通过
      --hints
      传入人工构思的提示
    • 可选:通过
      --llm-ideas-cmd
      接入外部LLM构思循环
  2. 加载合约和映射参考文件:
    • skills/edge-candidate-agent/references/pipeline_if_v1.md
    • skills/edge-candidate-agent/references/signal_mapping.md
    • skills/edge-candidate-agent/references/research_ticket_schema.md
    • skills/edge-candidate-agent/references/ideation_loop.md
  3. 使用
    skills/edge-candidate-agent/references/research_ticket_schema.md
    创建或更新研究工单。
  4. 执行
    skills/edge-candidate-agent/scripts/export_candidate.py
    导出候选产物。
  5. 执行
    skills/edge-candidate-agent/scripts/validate_candidate.py
    验证接口和第一阶段约束。
  6. 将候选目录移交至
    trade-strategy-pipeline
    ,并先运行试运行。

Quick Commands

快速命令

Daily auto-detection (with optional export/validation):
bash
python3 skills/edge-candidate-agent/scripts/auto_detect_candidates.py \
  --ohlcv /path/to/ohlcv.parquet \
  --output-dir reports/edge_candidate_auto \
  --top-n 10 \
  --hints path/to/hints.yaml \
  --export-strategies-dir /path/to/trade-strategy-pipeline/strategies \
  --pipeline-root /path/to/trade-strategy-pipeline
Create a candidate directory from a ticket:
bash
python3 skills/edge-candidate-agent/scripts/export_candidate.py \
  --ticket path/to/ticket.yaml \
  --strategies-dir /path/to/trade-strategy-pipeline/strategies
Validate interface contract only:
bash
python3 skills/edge-candidate-agent/scripts/validate_candidate.py \
  --strategy /path/to/trade-strategy-pipeline/strategies/my_candidate_v1/strategy.yaml
Validate both interface contract and pipeline schema/stage rules:
bash
python3 skills/edge-candidate-agent/scripts/validate_candidate.py \
  --strategy /path/to/trade-strategy-pipeline/strategies/my_candidate_v1/strategy.yaml \
  --pipeline-root /path/to/trade-strategy-pipeline \
  --stage phase1
每日自动检测(可选导出/验证):
bash
python3 skills/edge-candidate-agent/scripts/auto_detect_candidates.py \
  --ohlcv /path/to/ohlcv.parquet \
  --output-dir reports/edge_candidate_auto \
  --top-n 10 \
  --hints path/to/hints.yaml \
  --export-strategies-dir /path/to/trade-strategy-pipeline/strategies \
  --pipeline-root /path/to/trade-strategy-pipeline
从工单创建候选目录:
bash
python3 skills/edge-candidate-agent/scripts/export_candidate.py \
  --ticket path/to/ticket.yaml \
  --strategies-dir /path/to/trade-strategy-pipeline/strategies
仅验证接口合约:
bash
python3 skills/edge-candidate-agent/scripts/validate_candidate.py \
  --strategy /path/to/trade-strategy-pipeline/strategies/my_candidate_v1/strategy.yaml
同时验证接口合约和流水线Schema/阶段规则:
bash
python3 skills/edge-candidate-agent/scripts/validate_candidate.py \
  --strategy /path/to/trade-strategy-pipeline/strategies/my_candidate_v1/strategy.yaml \
  --pipeline-root /path/to/trade-strategy-pipeline \
  --stage phase1

Export Rules

导出规则

  • Keep
    validation.method: full_sample
    .
  • Keep
    validation.oos_ratio
    omitted or
    null
    .
  • Export only supported entry families for v1:
    • pivot_breakout
      with
      vcp_detection
    • gap_up_continuation
      with
      gap_up_detection
  • Mark unsupported hypothesis families as research-only in ticket notes, not as export candidates.
  • 保留
    validation.method: full_sample
  • 保留
    validation.oos_ratio
    为省略或
    null
  • 仅导出v1支持的入场策略类型:
    • 带有
      vcp_detection
      pivot_breakout
    • 带有
      gap_up_detection
      gap_up_continuation
  • 将不支持的假设类型标记为仅研究工单,不作为导出候选。

Guardrails

防护规则

  • Reject candidates that violate schema bounds (risk, exits, empty conditions).
  • Reject candidate when folder name and
    id
    mismatch.
  • Require deterministic metadata with
    interface_version: edge-finder-candidate/v1
    .
  • Use
    --dry-run
    in pipeline before full execution.
  • 拒绝违反Schema限制的候选策略(风险、出场条件、空条件等)。
  • 当文件夹名称与
    id
    不匹配时,拒绝该候选策略。
  • 要求元数据具有确定性,且
    interface_version: edge-finder-candidate/v1
  • 在流水线中使用
    --dry-run
    进行完整执行前的试运行。

Resources

资源说明

skills/edge-candidate-agent/scripts/export_candidate.py

skills/edge-candidate-agent/scripts/export_candidate.py

Generate
strategies/<candidate_id>/strategy.yaml
and
metadata.json
from a research ticket YAML.
从研究工单YAML文件生成
strategies/<candidate_id>/strategy.yaml
metadata.json

skills/edge-candidate-agent/scripts/validate_candidate.py

skills/edge-candidate-agent/scripts/validate_candidate.py

Run interface checks and optional
StrategySpec
/
validate_spec
checks against
trade-strategy-pipeline
.
trade-strategy-pipeline
执行接口检查和可选的
StrategySpec
/
validate_spec
检查。

skills/edge-candidate-agent/scripts/auto_detect_candidates.py

skills/edge-candidate-agent/scripts/auto_detect_candidates.py

Auto-detect edge ideas from EOD OHLCV, generate exportable/research tickets, and optionally export/validate automatically.
从收盘OHLCV数据中自动检测超额收益策略想法,生成可导出/仅研究的工单,并可选择自动导出/验证。

skills/edge-candidate-agent/references/pipeline_if_v1.md

skills/edge-candidate-agent/references/pipeline_if_v1.md

Condensed integration contract for
edge-finder-candidate/v1
.
edge-finder-candidate/v1
的精简集成合约。

skills/edge-candidate-agent/references/signal_mapping.md

skills/edge-candidate-agent/references/signal_mapping.md

Map hypothesis families to currently exportable signal families.
将假设类型映射至当前可导出的信号类型。

skills/edge-candidate-agent/references/research_ticket_schema.md

skills/edge-candidate-agent/references/research_ticket_schema.md

Ticket schema used by
export_candidate.py
.
export_candidate.py
使用的工单Schema。

skills/edge-candidate-agent/references/ideation_loop.md

skills/edge-candidate-agent/references/ideation_loop.md

Hint schema and external LLM ideation command contract.
提示Schema和外部LLM构思命令合约。