Upload alpha_factory/infra/factor_store.py
Browse files
alpha_factory/infra/factor_store.py
CHANGED
|
@@ -80,6 +80,8 @@ class FactorStore:
|
|
| 80 |
iteration: int = 1,
|
| 81 |
):
|
| 82 |
"""Insert a new alpha candidate (before BRAIN results arrive)."""
|
|
|
|
|
|
|
| 83 |
self.conn.execute("""
|
| 84 |
INSERT OR REPLACE INTO alphas (alpha_id, expression, neutralization, decay,
|
| 85 |
fields_used, operators_used, archetype, theme, anomaly_tag,
|
|
@@ -107,38 +109,47 @@ class FactorStore:
|
|
| 107 |
metrics.margin_pct, fitness_score, alpha_id])
|
| 108 |
|
| 109 |
def update_verdict(self, alpha_id: str, verdict: Verdict, memo: str = ""):
|
|
|
|
| 110 |
self.conn.execute("""
|
| 111 |
UPDATE alphas SET verdict = ?, gatekeeper_memo = ? WHERE alpha_id = ?
|
| 112 |
""", [verdict.value, memo, alpha_id])
|
| 113 |
|
| 114 |
def update_correlation(self, alpha_id: str, max_corr: float):
|
|
|
|
| 115 |
self.conn.execute("""
|
| 116 |
UPDATE alphas SET max_corr_to_library = ? WHERE alpha_id = ?
|
| 117 |
""", [max_corr, alpha_id])
|
| 118 |
|
| 119 |
def get_all_themes(self) -> list[str]:
|
|
|
|
| 120 |
result = self.conn.execute("SELECT theme FROM alphas WHERE theme IS NOT NULL").fetchall()
|
| 121 |
return [r[0] for r in result]
|
| 122 |
|
| 123 |
def get_all_anomaly_tags(self) -> list[str]:
|
|
|
|
| 124 |
result = self.conn.execute("SELECT anomaly_tag FROM alphas WHERE anomaly_tag IS NOT NULL").fetchall()
|
| 125 |
return [r[0] for r in result]
|
| 126 |
|
| 127 |
def get_dead_themes(self) -> list[str]:
|
|
|
|
| 128 |
result = self.conn.execute("""
|
| 129 |
SELECT theme FROM dead_themes WHERE cooldown_until > CURRENT_TIMESTAMP
|
| 130 |
""").fetchall()
|
| 131 |
return [r[0] for r in result]
|
| 132 |
|
| 133 |
def exists(self, alpha_id: str) -> bool:
|
|
|
|
| 134 |
result = self.conn.execute("SELECT 1 FROM alphas WHERE alpha_id = ?", [alpha_id]).fetchone()
|
| 135 |
return result is not None
|
| 136 |
|
| 137 |
def get_expression_hashes(self) -> set[str]:
|
|
|
|
| 138 |
result = self.conn.execute("SELECT alpha_id FROM alphas").fetchall()
|
| 139 |
return {r[0] for r in result}
|
| 140 |
|
| 141 |
def count_consecutive_kills(self) -> int:
|
|
|
|
|
|
|
| 142 |
results = self.conn.execute("""
|
| 143 |
SELECT verdict FROM alphas
|
| 144 |
ORDER BY submitted_at DESC, rowid DESC
|
|
@@ -153,12 +164,14 @@ class FactorStore:
|
|
| 153 |
return count
|
| 154 |
|
| 155 |
def kill_theme(self, theme: str, last_sharpe: float, reason: str, cooldown_days: int = 180):
|
|
|
|
| 156 |
self.conn.execute("""
|
| 157 |
INSERT INTO dead_themes (theme, universe, last_sharpe, reason, cooldown_until)
|
| 158 |
VALUES (?, 'TOP3000', ?, ?, CURRENT_TIMESTAMP + INTERVAL ? DAY)
|
| 159 |
""", [theme, last_sharpe, reason, cooldown_days])
|
| 160 |
|
| 161 |
def get_library_stats(self) -> dict:
|
|
|
|
| 162 |
total = self.conn.execute("SELECT COUNT(*) FROM alphas").fetchone()[0]
|
| 163 |
promoted = self.conn.execute("SELECT COUNT(*) FROM alphas WHERE verdict = 'promote'").fetchone()[0]
|
| 164 |
killed = self.conn.execute("SELECT COUNT(*) FROM alphas WHERE verdict = 'kill'").fetchone()[0]
|
|
|
|
| 80 |
iteration: int = 1,
|
| 81 |
):
|
| 82 |
"""Insert a new alpha candidate (before BRAIN results arrive)."""
|
| 83 |
+
# NOTE: All SQL uses parameterized queries (? placeholders) to prevent injection.
|
| 84 |
+
# The expression field is user-controlled (from LLM output) but is passed as a param.
|
| 85 |
self.conn.execute("""
|
| 86 |
INSERT OR REPLACE INTO alphas (alpha_id, expression, neutralization, decay,
|
| 87 |
fields_used, operators_used, archetype, theme, anomaly_tag,
|
|
|
|
| 109 |
metrics.margin_pct, fitness_score, alpha_id])
|
| 110 |
|
| 111 |
def update_verdict(self, alpha_id: str, verdict: Verdict, memo: str = ""):
|
| 112 |
+
"""Set the final verdict for an alpha."""
|
| 113 |
self.conn.execute("""
|
| 114 |
UPDATE alphas SET verdict = ?, gatekeeper_memo = ? WHERE alpha_id = ?
|
| 115 |
""", [verdict.value, memo, alpha_id])
|
| 116 |
|
| 117 |
def update_correlation(self, alpha_id: str, max_corr: float):
|
| 118 |
+
"""Update max correlation to library."""
|
| 119 |
self.conn.execute("""
|
| 120 |
UPDATE alphas SET max_corr_to_library = ? WHERE alpha_id = ?
|
| 121 |
""", [max_corr, alpha_id])
|
| 122 |
|
| 123 |
def get_all_themes(self) -> list[str]:
|
| 124 |
+
"""Get themes of all alphas in the store."""
|
| 125 |
result = self.conn.execute("SELECT theme FROM alphas WHERE theme IS NOT NULL").fetchall()
|
| 126 |
return [r[0] for r in result]
|
| 127 |
|
| 128 |
def get_all_anomaly_tags(self) -> list[str]:
|
| 129 |
+
"""Get anomaly tags of all alphas."""
|
| 130 |
result = self.conn.execute("SELECT anomaly_tag FROM alphas WHERE anomaly_tag IS NOT NULL").fetchall()
|
| 131 |
return [r[0] for r in result]
|
| 132 |
|
| 133 |
def get_dead_themes(self) -> list[str]:
|
| 134 |
+
"""Get themes that are in cooldown."""
|
| 135 |
result = self.conn.execute("""
|
| 136 |
SELECT theme FROM dead_themes WHERE cooldown_until > CURRENT_TIMESTAMP
|
| 137 |
""").fetchall()
|
| 138 |
return [r[0] for r in result]
|
| 139 |
|
| 140 |
def exists(self, alpha_id: str) -> bool:
|
| 141 |
+
"""Check if an alpha already exists (dedup)."""
|
| 142 |
result = self.conn.execute("SELECT 1 FROM alphas WHERE alpha_id = ?", [alpha_id]).fetchone()
|
| 143 |
return result is not None
|
| 144 |
|
| 145 |
def get_expression_hashes(self) -> set[str]:
|
| 146 |
+
"""Get all alpha_ids for dedup."""
|
| 147 |
result = self.conn.execute("SELECT alpha_id FROM alphas").fetchall()
|
| 148 |
return {r[0] for r in result}
|
| 149 |
|
| 150 |
def count_consecutive_kills(self) -> int:
|
| 151 |
+
"""Count consecutive kills from most recent (for kill switch)."""
|
| 152 |
+
# Use rowid as tiebreaker for deterministic ordering when timestamps are equal
|
| 153 |
results = self.conn.execute("""
|
| 154 |
SELECT verdict FROM alphas
|
| 155 |
ORDER BY submitted_at DESC, rowid DESC
|
|
|
|
| 164 |
return count
|
| 165 |
|
| 166 |
def kill_theme(self, theme: str, last_sharpe: float, reason: str, cooldown_days: int = 180):
|
| 167 |
+
"""Add a theme to the dead list with cooldown."""
|
| 168 |
self.conn.execute("""
|
| 169 |
INSERT INTO dead_themes (theme, universe, last_sharpe, reason, cooldown_until)
|
| 170 |
VALUES (?, 'TOP3000', ?, ?, CURRENT_TIMESTAMP + INTERVAL ? DAY)
|
| 171 |
""", [theme, last_sharpe, reason, cooldown_days])
|
| 172 |
|
| 173 |
def get_library_stats(self) -> dict:
|
| 174 |
+
"""Summary statistics for the factor store."""
|
| 175 |
total = self.conn.execute("SELECT COUNT(*) FROM alphas").fetchone()[0]
|
| 176 |
promoted = self.conn.execute("SELECT COUNT(*) FROM alphas WHERE verdict = 'promote'").fetchone()[0]
|
| 177 |
killed = self.conn.execute("SELECT COUNT(*) FROM alphas WHERE verdict = 'kill'").fetchone()[0]
|