OpenEvolve is an open-source evolutionary coding agent that uses large language models (LLMs) to iteratively improve programs. It implements a MAP-Elites quality-diversity algorithm with island-based evolution, supporting multiple LLM backends (OpenAI, Claude Code, etc.) and a cascade evaluation pattern. The system accepts a user-provided initial program and an evaluator script, then repeatedly mutates the program via LLM-generated SEARCH/REPLACE diffs or full rewrites, evaluates the fitness, and maintains a diverse population across feature dimensions. The core architecture is a library with a CLI entry point (`openevolve-run`), a high-level API (`run_evolution`, `evolve_function`, `evolve_code`), and a controller that orchestrates the evolution loop, prompt sampling, LLM inference, parallel evaluation, and database storage. The repository includes 20+ diverse examples ranging from algorithm optimization (AlgoTune, TSP, circle packing) to mathematical discovery (Heilbronn, kissing number) and hardware-specific kernel tuning (MLX Metal, MLIR). The codebase is well-structured with extensive unit and integration tests, typed configuration, and a modular design that separates concerns (evaluator, LLM, database, prompt templates). It is actively maintained with frequent commits and responsive issue triage.
GeneTrader is a Python application that optimizes trading strategy hyperparameters for Freqtrade using genetic algorithms (default) and Optuna. It runs as a CLI tool (`main.py`) or a systemd daemon, generating candidate strategies, executing Freqtrade backtests via subprocess, and scoring candidates with a multi-component fitness function designed to prevent overfitting (minimum trades, drawdown cap, profit factor requirement, complexity penalty). The architecture is modular: `genetic_algorithm/` provides generic GA operators (crossover, mutation, tournament selection, diversity maintenance), `optimization/` contains optimizer base classes and implementations, `strategy/` handles backtest execution, walk-forward validation, and a selection bar (false-discovery diagnostic), and `scripts/` includes deployment workflows and utility scripts. The repo is hybrid—it is a software application that performs data research for trading strategy optimization, with strong emphasis on statistical rigor (walk-forward, Monte Carlo robustness, selection bar). External dependencies include Freqtrade (Docker image), Binance (for pair listing and delisting data), and SSH/SCP for deployment. The codebase is well-structured with tests, but shows signs of personal project maintenance (script sprawl, hardcoded paths, potential overfitting in sample results).