Agent skill

Rd Agent Factor Mining

by qusong0627 in qusong0627/QuantMind

RD-Agent A股因子挖掘端到端流水线:环境 preflight → 启动演化 → 轮询完成 → 批量回测评估 → IC/Sharpe 排序 → explain 解读 → export 入库 → Markdown 报告。在 QuantBot / Claude Code 中挖因子时使用,一条命令跑完整流程。触发词:挖因子、因子挖掘、挖新因子、因子演化、RD-Agent、alpha…

AGPL-3.0Auto-check: notesDevOps & Cloud

Install Rd Agent Factor Mining

skills CLI
$ npx skills add qusong0627/QuantMind --skill rd-agent-factor-mining -a claude-code

Project install by default; add -g for ~/.claude/skills/.

GitHub CLI
$ gh skill install qusong0627/QuantMind rd-agent-factor-mining --agent claude-code

Project scope by default; add --scope user for a personal install. Needs GitHub CLI 2.90.0 or later (public preview).

Manual copy
$ git clone --depth 1 https://github.com/qusong0627/QuantMind.git skills-src && mkdir -p .claude/skills && cp -r skills-src/skills/rd-agent-factor-mining .claude/skills/rd-agent-factor-mining && rm -rf skills-src

Use ~/.claude/skills/ instead of .claude/skills for a personal install. The folder must contain SKILL.md.

Claude Code skills documentation · loads skills from .claude/skills/

Facts

Skill name
rd-agent-factor-mining
GitHub stars
1.7k
Token cost
~2k tokens
SKILL.md length
384 words
Files
1
Skills in repo
27
Repo updated
First seen
Licence
AGPL-3.0

At a glance

RD-Agent A股因子挖掘端到端流水线:环境 preflight → 启动演化 → 轮询完成 → 批量回测评估 → IC/Sharpe 排序 → explain 解读 → export 入库 → Markdown 报告。在 QuantBot / Claude Code 中挖因子时使用,一条命令跑完整流程。触发词:挖因子、因子挖掘、挖新因子、因子演化、RD-Agent、alpha…

  • Works in 7 steps: 环境前置(必须,一分钟先过) → 一键管线(推荐入口) → 手动分步(需要精细控制时用 API) → …
  • DevOps & Cloud work in your project
  • SKILL.md covers 0. 环境前置(必须,一分钟先过), 1. 一键管线(推荐入口), 1.5 因子工厂(QuantDB 富字段 × 算子 × 窗口… and 2. 手动分步(需要精细控制时用 API), plus 4 more sections
  • Calls curl, python3 and docker; needs DEEPSEEK_API_KEY

What it does

Rd Agent Factor Mining is an agent skill from qusong0627/QuantMind. RD-Agent A股因子挖掘端到端流水线:环境 preflight → 启动演化 → 轮询完成 → 批量回测评估 → IC/Sharpe 排序 → explain 解读 → export 入库 → Markdown 报告。在 QuantBot / Claude Code 中挖因子时使用,一条命令跑完整流程。触发词:挖因子、因子挖掘、挖新因子、因子演化、RD-Agent、alpha agent、自动挖因子、一键挖因子、因子回测、演化因子、启动因子任务

Its SKILL.md is about 2k tokens, which your agent loads only when the skill is triggered. It is a single SKILL.md file with no bundled scripts.

It sits in DevOps & Cloud. It works with Docker and DeepSeek. The repository describes itself as: QuantMind(量化大脑)开源版是一款面向个人开发者与投研团队的 AI 原生多市场量化交易平台。深度集成微软 Qlib、RD-Agent 因子演化与 QuantBot全能工作台,提供从 300+ 维因子挖掘、13 种机器学习与深度学习模型工场、Qlib 高性能回测、截面批量推理、7x24… The licence is AGPL-3.0.

When your agent uses it

  • DevOps & Cloud work in your project

Example prompts

  • “/rd-agent-factor-mining”

Requirements

  • Python 3
  • Docker
  • A credential in DEEPSEEK_API_KEY

Workflow steps

7 steps, taken from the step headings in SKILL.md.

  1. 环境前置(必须,一分钟先过)
  2. 一键管线(推荐入口)
  3. 手动分步(需要精细控制时用 API)
  4. 方向建议库(direction 直接用)
  5. 验收标准(工具完成后自查)
  6. 常见问题与踩坑
  7. 参考文件

What it can do on your machine

Read from SKILL.md and the folder at commit 2e93d9a. It shows what the files ask for, not the result of running them.

  • Tool permissions

    Pre-approves nothing: there is no allowed-tools line, so your agent's usual permission prompts apply.

    From allowed-tools in the SKILL.md frontmatter.

  • Runs code

    Shell commands in SKILL.md call:

    • curl
    • python3
    • docker

    From the folder's file list and the shell code blocks in SKILL.md.

  • Network

    No URLs in SKILL.md. Its commands use curl and docker, which can reach the network depending on how they are called.

    From URLs in SKILL.md, links to its own repository left out.

  • Credentials

    Names these keys or tokens, usually read from environment variables:

    • DEEPSEEK_API_KEY

    From names ending in _API_KEY, _TOKEN, _SECRET, _KEY or _PASSWORD in SKILL.md.

Context cost

Rd Agent Factor Mining loads about 2k tokens when it runs. Until then it costs about 63 tokens; SKILL.md has 384 words of instructions outside code blocks.

Always · name and description, kept in context so the agent knows when to use it
~63
When it runs · the whole SKILL.md, loaded when a task matches
~2k

Estimates: characters ÷ 4, the usual rule of thumb; real counts depend on the model's tokenizer. Scripts and assets cost tokens only if the agent reads them.

Safety

Auto-check: notes

The automated check noted patterns worth knowing about, such as sudo or a known installer.

  • NoteMentions a .env fileSKILL.md:28
    nv.py` 优先级最高) | 更新 `~/projects/quantmind/.env` 的 `DEEPSEEK_API_KEY`,改后必须 `docker compose up -d quantmind` recreate |
  • NoteMentions a .env fileSKILL.md:187
    nvalid` | DEEPSEEK_API_KEY 失效 | 换 key 到 `.env`,`docker compose up -d quantmind` recreate 才生效 |

Automated static check — not a guarantee. Review scripts before installing. It scans the text of SKILL.md for risky patterns (piping downloads into a shell, reading credential files, hidden Unicode, destructive commands); files beside SKILL.md are not scanned.

SKILL.md

The full file from qusong0627/QuantMind at commit 2e93d9a, republished under its AGPL-3.0 licence (© qusong0627). 384 words, ~1,987 tokens.

Download SKILL.mdSave it as .claude/skills/rd-agent-factor-mining/SKILL.md (or your agent's skills folder).
name
rd-agent-factor-mining
description
RD-Agent A股因子挖掘端到端流水线:环境 preflight → 启动演化 → 轮询完成 → 批量回测评估 → IC/Sharpe 排序 → explain 解读 → export 入库 → Markdown 报告。在 QuantBot / Claude Code 中挖因子时使用,一条命令跑完整流程。触发词:挖因子、因子挖掘、挖新因子、因子演化、RD-Agent、alpha agent、自动挖因子、一键挖因子、因子回测、演化因子、启动因子任务

⚙️ 本技能遵循公共运行环境契约(最高优先级,先于本文其余内容执行): 详见 _shared/env-contract.md,执行前先读它。

RD-Agent 因子挖掘(端到端流水线)

调用 RD-Agent(Alpha Agent)自动挖掘 A 股 alpha 因子,覆盖完整链路: preflight → evolve(LLM 演化)→ 轮询 → 批量回测 → 排名 → explain → export → 报告。

0. 环境前置(必须,一分钟先过)

做任何挖掘前,先跑容器内三项健康检查。任一 FAIL 都要先修再挖。

bash
cd ~/projects/quantmind && python3 scripts/alpha_agent/factor_pipeline.py --check-env
# 期望 3 项全 PASS: conda_shim / litellm_patch / deepseek_key
检查项作用失败处理
hardware最低 8 核 / 32GB。RD-Agent 演化会把 CPU/内存打满,低于此规格直接 412 失败,避免整机卡死换机器或关其他重负载;测试可设 ALPHA_AGENT_SKIP_HW_LOCK=1(生产勿开)
conda_shimRD-Agent LocalEnv 硬编码 rdagent4qlib conda 环境,容器无 conda,靠 shim 映射到容器 python确认 docker/conda-shim 挂载 /usr/local/bin/conda:ro 且文件有 +x
litellm_patchlitellm 1.97 + pydantic 2.13 冲突(Message is not fully defined)确认 docker/litellm_sitecustomize.py 挂载为 site-packages/sitecustomize.py:ro
deepseek_key因子挖掘走 DeepSeek 通道(llm_env.py 优先级最高)更新 ~/projects/quantmind/.env 的 DEEPSEEK_API_KEY,改后必须 docker compose up -d quantmind recreate

preflight 机制全在管道脚本内置;手动检修环境见文末「常见问题」。

1. 一键管线(推荐入口)

bash
cd ~/projects/quantmind

# 最小示例:一个方向,演化+批量回测+排名(默认报告 /tmp/rd_agent_factor_report.md)
python3 scripts/alpha_agent/factor_pipeline.py --direction "连板高度递减与涨停回封率"

# 全流程:演化 + 回测 + top5 解读 + 最高 |IC| 导出
python3 scripts/alpha_agent/factor_pipeline.py \
  --direction "筹码集中度上行伴随低位换手放大" \
  --universe csi300 --loops 3 \
  --explain-top 5 --export --min-ic 0.03 \
  --out /tmp/factor_report.md

# 只看环境
python3 scripts/alpha_agent/factor_pipeline.py --check-env

参数:

参数默认说明
--direction必填挖掘方向/假设,中文优先(见方向建议库)
--universecsi300csi300/csi500/csi1000/sse50/gem/star/csi800/all_a
--loops3演化轮数,实际以任务详情为准(可能出现归一值)
--check-envoff只跑环境健康检查
--no-backtestoff演化完成即停,不批量回测
--backtest-start2025-01-01回测起始日(到当天)
--backtest-universe=universe回测股票池
--explain-top N0对
--export / --min-icoff / 0.0对
--out/tmp/rd_agent_factor_report.md报告路径
--show-logoff轮询时打印任务日志

管线阶段(脚本自动执行):

  1. preflight 三项健康检查
  2. evolve 启动演化 → 拿 task_id
  3. 轮询 tasks/{id} 直到 completed(打印 phase/loop/error)
  4. 收集本次 task_id 的因子(metadata.task_id 过滤)
  5. 逐个 factor/{id}/backtest 触发 → 轮询全部 completed
  6. 按 |IC| 排序打印排行榜
  7. 对 --explain-top 因子 explain(LLM 解读,写入报告)
  8. --export 最高分因子
  9. 生成 Markdown 报告到 --out

一个方向跑完约 30–90 分钟(数据管线 + LLM 演化 + 逐因子回测)。

1.5 因子工厂(QuantDB 富字段 × 算子 × 窗口 → 成千上万表达式因子)

R&D-Agent 是「LLM 提假设 → 逐因子回测」;因子工厂是「系统性批量衍生」:拿 QuantDB 的几百个数值字段 (l1_factors / features_daily)做算子 × 窗口 × 二元组合,全量算 IC/ICIR、相关性去重,产出可训练 parquet。 适合「数据面已知、想从海量式子里筛好货」。两者互补,可都跑。

bash
# 容器内执行(重依赖 duckdb/pandas,QwenPaw 本地 venv 跑不了)
docker exec -w /app quantmind python /app/backend/scripts/factor_factory.py \
  --start-date 2025-09-01 --end-date 2026-08-31 --top-n 200
# 冒烟(小样本,先验证环境)
docker exec -w /app quantmind python /app/backend/scripts/factor_factory.py --smoke
  • 产物:data/quantcustom/6_ml_datasets/l1_factors/dt=YYYYMMDD/data.parquet(列:symbol(后缀式) + date + OHLCV + 因子 float32)、MANIFEST.csv、PROPOSALS.json。
  • 关键参数:--windows 5,10,20,60、--ops tsrank,tsstd,roc,zscore,delta,decay,slope、--cs-ops csrank,cszscore、--binary-ops csdiff,csratio,tscorr、--top-n 200、--pool-factor 3.0、--corr-threshold 0.85、--jobs 0(自动并行)、--compression zstd、--out。
  • 只读展示:GET /api/v1/alpha-agent/factory-factors(读 MANIFEST,前端因子库加「工厂」徽标,仅展示不回测/训练操作)。
  • 训练侧读取:QuantDBFactorReader(mode="CUSTOM")(QM_QUANTCUSTOM_DATA_DIR)。
  • 落盘/目录口径见 [[quantdb-data-structure]] 的 quantcustom 小节。
Show full SKILL.md (151 more words)Show less

2. 手动分步(需要精细控制时用 API)

认证
bash
BASE=http://127.0.0.1:8000
TOKEN=$(curl -s -X POST $BASE/api/v1/auth/login -H "Content-Type: application/json" \
  -d '{"username":"admin","password":"admin123","tenant_id":"default"}' \
  | python3 -c "import sys,json; print(json.load(sys.stdin).get('access_token',''))")
AUTH="Authorization: Bearer $TOKEN"
池子 / 类别 / 数据健康
bash
curl -s -H "$AUTH" "$BASE/api/v1/alpha-agent/universes"        # 支持的股票池
curl -s -H "$AUTH" "$BASE/api/v1/alpha-agent/markets"          # 支持的市场
curl -s -H "$AUTH" "$BASE/api/v1/alpha-agent/factor-categories" # 挖掘类别参考
curl -s -H "$AUTH" "$BASE/api/v1/alpha-agent/data-summary"      # 数据覆盖(日期/股票数)
启动演化
bash
curl -s -X POST "$BASE/api/v1/alpha-agent/evolve" -H "$AUTH" \
  --data-urlencode "market=a_share" \
  --data-urlencode "universe=csi300" \
  --data-urlencode "loop_n=3" \
  --data-urlencode "direction=低换手率高动量" \
  -w "\nHTTP %{http_code}\n"
# 返回 task_id(后续所有步骤用)
轮询 / 取消
bash
curl -s -H "$AUTH" "$BASE/api/v1/alpha-agent/tasks/{task_id}"      # 状态 progress/phase/loop/error
curl -s -H "$AUTH" "$BASE/api/v1/alpha-agent/tasks/{task_id}/log"  # 实时日志(含失败原因)
curl -s -X POST -H "$AUTH" "$BASE/api/v1/alpha-agent/tasks/{task_id}/cancel"
# 状态机: pending → running → backtesting → completed | failed
因子回测(注意是 query 参数,不是 form)
bash
curl -s -X POST -H "$AUTH" "$BASE/api/v1/alpha-agent/factors/{factor_id}/backtest?start_date=2025-01-01&end_date=2026-08-21&universe=csi300&data_source=qlib_bin"
# factors 列表里 ic_value/sharpe_ratio/rank_ic 回测完成后回填;status 变 completed
解读 / 导出 / 统计
bash
curl -s -X POST -H "$AUTH" "$BASE/api/v1/alpha-agent/factors/{factor_id}/explain"   # LLM 解读因子逻辑
curl -s -X POST -H "$AUTH" "$BASE/api/v1/alpha-agent/factors/{factor_id}/export"    # 加入生产特征库
curl -s -H "$AUTH" "$BASE/api/v1/alpha-agent/factors"                               # 全部因子(含本次 task 的)
curl -s -H "$AUTH" "$BASE/api/v1/alpha-agent/stats"                                 # avg_ic/best_sharpe 等

3. 方向建议库(direction 直接用)

优先挖 78 核心因子集之外的空白区(筹码/微观结构/连板情绪/隔夜/资金流持续性):

text
1. 连板情绪承继   连板高度递增与涨停回封率,捕捉题材情绪承接力由弱转强的启动票
2. 筹码分布       筹码集中度上行伴随低位换手放大,获利盘充分消化的突破信号
3. 隔夜/日内背离  隔夜收益与日内收益背离,捕捉大单隔夜布局意图
4. 资金流持续性   主力大单净流入的天数持续性与金额强度共振
5. 下行波动偏度   低下行风险与负偏度修正,挖掘低波动异象的非对称变体
6. 量价微观结构   开盘跳空幅度与量能共振,叠加尾盘动量延续
7. 动量质量       趋势斜率 R2 与收益动量叠加,过滤高噪音动量
8. 波动聚簇修正   波动率自相关的反转信号(高低波动切换)
9. 流动性衰减     换手率衰减速度与跌幅对比
10. 行业相对强度   个股相对行业指数 20 日超额与行业轮动方向一致

每批建议跑 1–3 个方向(串行排队),避免队列过载。

4. 验收标准(工具完成后自查)

  • preflight 三项 PASS
  • 演化任务 completed(非 failed)
  • 有因子入库且完成批量回测(ic_value 非空)
  • 排行榜上 |IC| 高、ICIR 明显 > 0 的因子受关注
  • 高分因子完成 explain,解读与 direction 假设一致(非噪声)
  • 确认有效的因子已 export(日志有导出记录)
  • 报告落盘(默认 /tmp/rd_agent_factor_report.md)

5. 常见问题与踩坑

现象根因处理
timeout: failed to run command 'python' + conda: not found容器无 conda,RD-Agent 需 rdagent4qlib envconda shim 挂载 /usr/local/bin/conda;宿主机文件记得 chmod +x
Message is not fully defined / ChatCompletionReasoningSummaryTextBlock is not definedlitellm 1.97 + pydantic 2.13 冲突docker/litellm_sitecustomize.py 挂载为 sitecustomize
Authentication Fails ... api key is invalidDEEPSEEK_API_KEY 失效换 key 到 .env,docker compose up -d quantmind recreate 才生效
因子 status=pending 且 ic_value=null还没跑回测触发 backtest(pipeline /--no-backtest 时更是如此)
任务秒 failed先看 tasks/{id}/log 尾部具体错误常见上面两类,按表修
engine upstream unavailable(503)回测并发把 engine 挤忙稍等重试;少并行任务
传 universe=all_a 详情显示 csi300后端对部分池归一以任务详情 universe 为准

6. 参考文件

  • 一键管线:scripts/alpha_agent/factor_pipeline.py
  • 环境修复:docker/conda-shim、docker/litellm_sitecustomize.py(compose 挂载固化)
  • RD-Agent Runner 入口:scripts/alpha_agent/run_rd_agent.py
  • 因子工厂:backend/scripts/factor_factory.py(+ backend/scripts/alpha_library_factors.py 复用算子/写盘)

© qusong0627, AGPL-3.0. Rendered from Markdown: HTML in the file is shown as text, images as links, and headings moved down two levels. Raw file

Files

Just SKILL.md in skills/rd-agent-factor-mining of qusong0627/QuantMind.

Open the folder on GitHubat commit 2e93d9a

Compare with similar skills

Rd Agent Factor Mining next to the 5 skills that share the most tags, products or categories with it. Stars are the repository's; “used in” counts other GitHub owners with a copy.

Rd Agent Factor Mining compared with similar skills
SkillStarsUsed inTokensAuto-checkLicenceRepo updated
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Operate Pi Dispatchedgehero/pi-dispatch178—~7.6kAutomated safety check: NotesMIT
Cloud TestFreakStudioCN/mpy-hardware-extension132—~1.7kAutomated safety check: PassCustom licence
Weave Router Local Testingweave-os/router5.6k—~3.1kAutomated safety check: NotesApache-2.0
GreptimeDB Dev Docker ImageGreptimeTeam/greptimedb6.7k—~4kAutomated safety check: NotesApache-2.0

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  • Tiger Brokers C++ OpenAPI SDK

    qusong0627/QuantMind

    Guides an agent through the Tiger Brokers OpenAPI C++ SDK for build setup, market data, orders and real-time push, defaulting to paper trading.

    1.7k GitHub stars~942 tokensUpdated today
    Auto-check passed
  • Tiger Brokers OpenAPI C# SDK

    qusong0627/QuantMind

    Guides building C# and .NET apps on the Tiger Brokers OpenAPI SDK: setup, market data, orders, accounts, options and real-time push, defaulting to paper trading.

    1.7k GitHub stars~1k tokensUpdated today
    Auto-check passed

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Questions about Rd Agent Factor Mining

What does Rd Agent Factor Mining do?

RD-Agent A股因子挖掘端到端流水线:环境 preflight → 启动演化 → 轮询完成 → 批量回测评估 → IC/Sharpe 排序 → explain 解读 → export 入库 → Markdown 报告。在 QuantBot / Claude Code 中挖因子时使用,一条命令跑完整流程。触发词:挖因子、因子挖掘、挖新因子、因子演化、RD-Agent、alpha…. Rd Agent Factor Mining is an agent skill from qusong0627/QuantMind.

When should I use Rd Agent Factor Mining?

Rd Agent Factor Mining fits situations like: devOps & Cloud work in your project.

How do I install Rd Agent Factor Mining in Claude Code?

Run `npx skills add qusong0627/QuantMind --skill rd-agent-factor-mining -a claude-code`. Or copy the skill folder (skills/rd-agent-factor-mining in qusong0627/QuantMind) into .claude/skills/rd-agent-factor-mining in your project. Claude Code loads it when a task matches its description.

How do I install Rd Agent Factor Mining in Codex?

Run `npx skills add qusong0627/QuantMind --skill rd-agent-factor-mining -a codex`. Or copy the skill folder (skills/rd-agent-factor-mining in qusong0627/QuantMind) into .agents/skills/rd-agent-factor-mining in your project. Codex loads it when a task matches its description.

Can I use Rd Agent Factor Mining in Cursor, Gemini CLI or GitHub Copilot?

Cursor, Gemini CLI, GitHub Copilot and OpenCode also load SKILL.md folders. With the skills CLI, run `npx skills add qusong0627/QuantMind --skill rd-agent-factor-mining -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/rd-agent-factor-mining, .gemini/skills/rd-agent-factor-mining, .github/skills/rd-agent-factor-mining and .opencode/skills/rd-agent-factor-mining in your project.

What does Rd Agent Factor Mining need to run?

Going by SKILL.md and its folder, Rd Agent Factor Mining needs the command-line tools its instructions call (curl, python3 and docker) and credentials named DEEPSEEK_API_KEY. Our summary lists: Python 3; Docker; A credential in DEEPSEEK_API_KEY.

Does Rd Agent Factor Mining access the network?

SKILL.md contains no URLs. Its commands use curl and docker, which can reach the network depending on how they are called. This is read from the text; nothing was executed.

Is Rd Agent Factor Mining safe to install?

Our automated static check of SKILL.md found notes only (mentions a .env file), nothing it rates as a warning. It is not a guarantee. Review the folder before installing.

What licence does Rd Agent Factor Mining use?

Rd Agent Factor Mining is published under the AGPL-3.0 licence (the repository's licence). It allows redistribution, so the full SKILL.md is shown on this page.

How many tokens does Rd Agent Factor Mining use?

About 2k tokens (SKILL.md is roughly 7.9k characters). Agents keep only the skill's name and description in context until a task matches; then they load SKILL.md in full.

What are the alternatives to Rd Agent Factor Mining?

Skills that share tags, products or a category with Rd Agent Factor Mining: Deepseek Harness Docker (runzhliu/deepseek-harness-docker, 110 stars), Operate Pi Dispatch (edgehero/pi-dispatch, 178 stars), Cloud Test (FreakStudioCN/mpy-hardware-extension, 132 stars) and Weave Router Local Testing (weave-os/router, 5.6k stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.

Who maintains Rd Agent Factor Mining?

qusong0627 (a GitHub user) maintains it in qusong0627/QuantMind, which has 1,717 GitHub stars. The repository holds 27 skills in this directory. The repository was last updated on October 8, 2026.

Source: qusong0627/QuantMind on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.