--- name: brain-feature-implementation description: Implements WorldQuant Brain features from an idea markdown file. Downloads dataset and generates alpha expressions defined in the idea. allowed-tools: - Read - RunTerminal - ManageTodoList --- # Brain Feature Implementation ## Description This skill automates the process of converting a WorldQuant Brain idea document (Markdown) into actionable Alpha expressions. It handles dataset downloading and code generation for each distinct idea pattern. ## Scope of Work * This skill operates exclusively by manipulating local CSV files using the provided Python scripts. * **Do NOT use any WorldQuant Brain MCP tools** (e.g., `brain-api`). * **Do NOT write custom Python scripts** (e.g. `python -c ...` or new `.py` files) to check data or generate expressions. You MUST use the `scripts\/implement_idea.py` tool. * Do not attempt to submit alphas or run simulations on the platform. Focus only on generating the expression files locally. ## Instructions 1. **Analyze the Idea Document** * Read the provided markdown file. * Extract the following metadata: * **Dataset ID** (e.g., `analyst15`) * **Region** (e.g., `GLB`) * **Delay** (e.g., `1` or `0`) * *If any metadata is missing, ask the user to clarify.* 2. **Download Dataset** * Execute the fetch script using the extracted parameters. * **Locate Scripts**: * Check your current working directory (`ls -R` or `Get-ChildItem -Recurse`). * Find the path to `fetch_dataset.py`. It is likely in `brain-feature-implementation\/scripts` or `scripts`. * **Run Command**: * Change directory to the folder containing the script before running it. * Command: ```bash cd && python fetch_dataset.py --datasetid --region --delay ``` * Wait for the download to complete. The script will create a folder in `..\/data\/`. 3. **Plan Implementation** * Scan the markdown file for **Feature Definitions** or **Formulas**. * Look for patterns like `Definition: ` or code blocks describing math. * Use the `manage_todo_list` tool to create a plan with one entry for each unique idea\/formula found. * *Title*: The Idea Name or ID (e.g., "3.1.1 Estimate Stability Score"). * *Description*: The specific template formula (e.g., `template: "{st_dev} \/ abs({mean})"`). 4. **Execute Implementation** * For each item in the Todo List: * **Construct the Template**: * Use Python format string syntax `{variable}`. * The `{variable}` must match the **suffix** of the fields in the dataset (e.g., `mean`, `st_dev`, `gro`). * **CRITICAL**: Do NOT include the full prefix or horizon in the template. The script auto-detects these. * *Correct Example*: For `anl15_gr_12_m_gro \/ anl15_gr_12_m_pe`, use template: `{gro} \/ {pe}`. * *Incorrect Example*: `{anl15_gr_12_m_gro} \/ {pe}` (Includes prefix). * *Incorrect Example*: `${gro} \/ ${pe}` (Shell syntax). * **Determine Dataset Folder**: `{ID}_{REGION}_delay{DELAY}` (e.g., `analyst10_GLB_delay1`). * **Run Script**: * Navigate to the folder containing `implement_idea.py` (as identified in step 2). * Command: ```bash cd && python implement_idea.py --template "" --dataset "" ``` * *Note*: The script ONLY accepts `--template` and `--dataset`. Do not pass any other arguments like `--filters` or `--groupby`. * **Strict Rule**: Do NOT use `python -c` or create temporary scripts to verify or process results. Trust the output of `implement_idea.py`. * Verify the output (number of expressions generated). * Mark the Todo item as completed. 5. **Finalize Output** * After all Todo items are completed, merge all generated expressions into a single file. * **Run Merge Script**: * Navigate to the folder containing scripts. * Command: ```bash cd && python merge_expression_list.py --dataset "" ``` * This will create `final_expressions.json` in the dataset directory. * Report the total number of unique expressions and the path to the final file to the user. ## Script Dependencies This skill relies on the following scripts in its `scripts\/` directory: - `fetch_dataset.py`: Downloads data from Brain API. - `implement_idea.py`: Generates alpha expressions from templates. - `ace_lib.py` & `helpful_functions.py`: Support libraries.