The invention belongs to the technical field of financial science and technology, and discloses a multi-agent collaborative document-driven quantitative research and transaction self-evolution
system and method. The
system adopts a layered architecture, comprises a data and factor
service layer, an execution engine layer, an agent layer, an interface
service layer and a front-end
control layer, and aims to solve the core problems that research and
engineering implementation are separated in quantitative
strategy research and development,
code generation lacks interface constraints and strategies lack self-evolution ability. According to the
system, through
cooperative work of a research agent, a factor agent and a coding agent, a strategy idea described by a
natural language is automatically converted into a standardized document, configuration and
executable code; through a
closed loop formed by self-monitoring, self-diagnosis and self-improvement intelligent agents, automatic diagnosis and optimization of problems of strategy
overfitting, factor attenuation and the like are realized, continuous self-evolution of the strategy is driven, and full-life-cycle automatic management from strategy conception, factor design, automatic coding and real disk back-testing to feedback autonomous optimization is realized.