rd-agent-factor-mining

Automates end-to-end A-share alpha factor mining with RD-Agent evolution, backtesting, and reporting.

1.5k|337|Updated Apr 15, 2026
One-click install
npx skills add https://github.com/qusong0627/QuantMind --skill rd-agent-factor-mining-qusong0627
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: rd-agent-factor-mining
Source: https://github.com/qusong0627/QuantMind/tree/main/skills/rd-agent-factor-mining
Command: npx skills add https://github.com/qusong0627/QuantMind --skill rd-agent-factor-mining-qusong0627

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve? Manually designing, testing, and validating quantitative alpha factors is slow and error-prone. This Skill orchestrates the full RD-Agent pipeline—environment preflight, LLM-driven factor evolution, batch backtesting, IC/Sharpe ranking, LLM explanation, and production export—so a single command produces validated factors and a Markdown report. ## Core Features & Use Cases - One-command pipeline: Runs preflight health checks (conda shim, litellm patch, DeepSeek key), launches evolution, polls task status, batch-backtests factors, ranks by |IC|, explains top factors, and exports qualifying factors to the production feature library. - Factor factory mode: Systematically derives thousands of expression factors from QuantDB fields using operators, windows, and binary combinations, computing IC/ICIR with correlation deduplication. - Manual API control: Provides curl-based endpoints for evolve, polling, cancel, backtest, explain, export, and stats when fine-grained control is needed. - Use Case: A quant researcher wants to test the hypothesis "chip concentration rising with low-position turnover expansion" on the CSI 300. They run the pipeline with that direction, wait 30–90 minutes, and receive a ranked factor list with IC/Sharpe metrics, LLM interpretations, and a Markdown report. ## Quick Start Ask the assistant to run the RD-Agent factor mining pipeline with a direction like "连板高度递减与涨停回封率" on the csi300 universe and generate the factor report.

Frequently Asked Questions about rd-agent-factor-mining

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I run an automated alpha factor mining pipeline?

Run the factor_pipeline.py script with a --direction hypothesis, universe, and loop count. It handles preflight checks, RD-Agent evolution, polling, batch backtesting, IC ranking, LLM explanation, and report generation in one command.

What is the difference between RD-Agent evolution and the factor factory?

RD-Agent evolution uses an LLM to propose hypotheses and backtest factors one by one. The factor factory systematically derives thousands of expression factors from QuantDB fields using operators, windows, and binary combinations, then filters by IC/ICIR and correlation.

Why does RD-Agent fail with 'conda: not found' in Docker?

RD-Agent's LocalEnv hardcodes a conda environment named rdagent4qlib, but the container has no conda. The conda shim must be mounted at /usr/local/bin/conda with executable permissions to map calls to the container Python.

How long does a factor mining run take?

A single direction typically takes 30 to 90 minutes, covering the data pipeline, LLM evolution loops, and per-factor backtesting. Running 1 to 3 directions serially per batch is recommended to avoid queue overload.

What are the hardware requirements for factor evolution?

The preflight check requires at least 8 CPU cores and 32GB of RAM. RD-Agent evolution saturates CPU and memory, so lower specs cause the task to fail with a 412 error to prevent system lockup.

Why do mined factors show status pending with null IC values?

Factors have not been backtested yet. Trigger the backtest endpoint for each factor, or avoid using the --no-backtest flag in the pipeline so backtesting runs automatically after evolution completes.