agentmatrix-alpha-pipeline

name	agentmatrix-alpha-pipeline
description	Run the AgentMatrix alpha pipeline from alpha_resource.md through internal validation, strategy packaging, external simulation, and live-readiness gates.

AgentMatrix Alpha Pipeline Skill

Use this skill when the task is to run or review the full alpha research pipeline in agentmatrix-research.

Stages

1. Feeder produces alpha_resource.md.
2. Factor research normalizes FactorResearchSpec, implements the factor, and runs internal validation.
3. Validated factors are promoted to strategy_candidate only when data quality and red-flag checks are acceptable.
4. Strategy engine builds target weights with the same factor signal path used in research.
5. Backtest adapter packages GM, PTrade, or QMT external simulation files.
6. Returned terminal simulation evidence is parsed and attached before any live_ready promotion.

Commands

Check amazingdata:

python -m research_core.factor_lab.cli check-amazingdata

Run internal validation:

python -m research_core.factor_lab.cli run-factor-research --factor-set wq101 --data-source amazingdata --start 2023-01-01 --end 2025-12-31 --universe csi800 --max-symbols 300

Build strategy signals:

python -m research_core.strategy_engine.cli build-alpha-strategy --validated-run runtime/factor_lab/jobs/<job_id>.json --rebalance-frequency daily --top-n 50

Package external simulation:

python -m research_core.backtest_adapter.cli package-external-sim --engine gm --strategy <strategy_id> --signal-path runtime/strategy_engine/<strategy_id>/target_weights.csv --start 2023-01-01 --end 2025-12-31

Proof Rules

• Internal validation is necessary but not sufficient for live trading.
• Never promote to live_ready without external simulation evidence and explicit human approval.
• Never auto-flip factor direction to improve metrics.
• For amazingdata, named universes must be resolved and intersected with point-in-time ClickHouse listing status from ods_security_status_daily; use --universe all only when index membership is intentionally not enforced.
• Warmup rows are allowed for factor computation, but validation evidence must be trimmed to the requested [start, end] window.
• Multi-year external simulations require multi-date strategy signals; use --as-of only for a single-snapshot smoke export.
• Stop on failed data-quality status, missing required fields, empty factor coverage, or unresolved lookahead risk.