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NexQuant/rdagent/log/ui/app.py
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import argparse
import textwrap
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from collections import defaultdict
from datetime import datetime, timezone
from pathlib import Path
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from typing import Callable, Type
import pandas as pd
import plotly.express as px
import plotly.graph_objects as go
import streamlit as st
from plotly.subplots import make_subplots
from st_btn_select import st_btn_select
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from streamlit import session_state as state
from streamlit.delta_generator import DeltaGenerator
from rdagent.app.model_extraction_and_code.GeneralModel import GeneralModelScenario
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from rdagent.components.coder.factor_coder.CoSTEER.evaluators import (
FactorSingleFeedback,
)
from rdagent.components.coder.factor_coder.factor import FactorFBWorkspace, FactorTask
from rdagent.components.coder.model_coder.CoSTEER.evaluators import ModelCoderFeedback
from rdagent.components.coder.model_coder.model import ModelFBWorkspace, ModelTask
from rdagent.core.proposal import Hypothesis, HypothesisFeedback
from rdagent.log.base import Message
from rdagent.log.storage import FileStorage
from rdagent.log.ui.qlib_report_figure import report_figure
from rdagent.scenarios.data_mining.experiment.model_experiment import DMModelScenario
from rdagent.scenarios.qlib.experiment.factor_experiment import (
QlibFactorExperiment,
QlibFactorScenario,
)
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from rdagent.scenarios.qlib.experiment.model_experiment import (
QlibModelExperiment,
QlibModelScenario,
)
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st.set_page_config(layout="wide", page_title="RD-Agent", page_icon="🎓", initial_sidebar_state="expanded")
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# 获取log_path参数
parser = argparse.ArgumentParser(description="RD-Agent Streamlit App")
parser.add_argument("--log_dir", type=str, help="Path to the log directory")
args = parser.parse_args()
if args.log_dir:
main_log_path = Path(args.log_dir)
if not main_log_path.exists():
st.error(f"Log dir `{main_log_path}` does not exist!")
st.stop()
else:
main_log_path = None
SELECTED_METRICS = [
"IC",
"1day.excess_return_without_cost.annualized_return",
"1day.excess_return_without_cost.information_ratio",
"1day.excess_return_without_cost.max_drawdown",
]
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if "log_type" not in state:
state.log_type = "Qlib Model"
if "log_path" not in state:
if main_log_path:
state.log_path = next(main_log_path.iterdir()).relative_to(main_log_path)
else:
state.log_path = ""
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if "fs" not in state:
state.fs = None
if "msgs" not in state:
state.msgs = defaultdict(lambda: defaultdict(list))
if "last_msg" not in state:
state.last_msg = None
if "current_tags" not in state:
state.current_tags = []
if "lround" not in state:
state.lround = 0 # RD Loop Round
if "erounds" not in state:
state.erounds = defaultdict(int) # Evolving Rounds in each RD Loop
if "e_decisions" not in state:
state.e_decisions = defaultdict(lambda: defaultdict(tuple))
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# Summary Info
if "hypotheses" not in state:
# Hypotheses in each RD Loop
state.hypotheses = defaultdict(None)
if "h_decisions" not in state:
state.h_decisions = defaultdict(bool)
if "metric_series" not in state:
state.metric_series = []
# Factor Task Baseline
if "alpha158_metrics" not in state:
state.alpha158_metrics = None
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def refresh():
if main_log_path:
state.fs = FileStorage(main_log_path / state.log_path).iter_msg()
else:
state.fs = FileStorage(state.log_path).iter_msg()
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state.msgs = defaultdict(lambda: defaultdict(list))
state.lround = 0
state.erounds = defaultdict(int)
state.e_decisions = defaultdict(lambda: defaultdict(tuple))
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state.hypotheses = defaultdict(None)
state.h_decisions = defaultdict(bool)
state.metric_series = []
state.last_msg = None
state.current_tags = []
state.alpha158_metrics = None
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def should_display(msg: Message):
for t in state.excluded_tags:
if t in msg.tag.split("."):
return False
if type(msg.content).__name__ in state.excluded_types:
return False
return True
def get_msgs_until(end_func: Callable[[Message], bool] = lambda _: True):
if state.fs:
while True:
try:
msg = next(state.fs)
if should_display(msg):
tags = msg.tag.split(".")
if "r" not in state.current_tags and "r" in tags:
state.lround += 1
if "evolving code" not in state.current_tags and "evolving code" in tags:
state.erounds[state.lround] += 1
state.current_tags = tags
state.last_msg = msg
# Update Summary Info
if "model runner result" in tags or "factor runner result" in tags or "runner result" in tags:
# factor baseline exp metrics
if state.log_type == "Qlib Factor" and state.alpha158_metrics is None:
sms = msg.content.based_experiments[0].result.loc[SELECTED_METRICS]
sms.name = "alpha158"
state.alpha158_metrics = sms
# common metrics
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if msg.content.result is None:
state.metric_series.append(pd.Series([None], index=["AUROC"], name=f"Round {state.lround}"))
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else:
if len(msg.content.result) < 4:
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ps = msg.content.result
ps.index = ["AUROC"]
ps.name = f"Round {state.lround}"
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state.metric_series.append(ps)
else:
sms = msg.content.result.loc[SELECTED_METRICS]
sms.name = f"Round {state.lround}"
state.metric_series.append(sms)
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elif "hypothesis generation" in tags:
state.hypotheses[state.lround] = msg.content
elif "ef" in tags and "feedback" in tags:
state.h_decisions[state.lround] = msg.content.decision
elif "d" in tags:
if "evolving code" in tags:
msg.content = [i for i in msg.content if i]
if "evolving feedback" in tags:
msg.content = [i for i in msg.content if i]
if len(msg.content) != len(state.msgs[state.lround]["d.evolving code"][-1].content):
st.toast(":red[**Evolving Feedback Length Error!**]", icon="‼️")
right_num = 0
for wsf in msg.content:
if wsf.final_decision:
right_num += 1
wrong_num = len(msg.content) - right_num
state.e_decisions[state.lround][state.erounds[state.lround]] = (right_num, wrong_num)
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state.msgs[state.lround][msg.tag].append(msg)
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# Stop Getting Logs
if end_func(msg):
break
except StopIteration:
st.toast(":red[**No More Logs to Show!**]", icon="🛑")
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break
def evolving_feedback_window(wsf: FactorSingleFeedback | ModelCoderFeedback):
if isinstance(wsf, FactorSingleFeedback):
ffc, efc, cfc, vfc = st.tabs(
["**Final Feedback🏁**", "Execution Feedback🖥️", "Code Feedback📄", "Value Feedback🔢"]
)
with ffc:
st.markdown(wsf.final_feedback)
with efc:
st.code(wsf.execution_feedback, language="log")
with cfc:
st.markdown(wsf.code_feedback)
with vfc:
st.markdown(wsf.factor_value_feedback)
elif isinstance(wsf, ModelCoderFeedback):
ffc, efc, cfc, msfc, vfc = st.tabs(
[
"**Final Feedback🏁**",
"Execution Feedback🖥️",
"Code Feedback📄",
"Model Shape Feedback📐",
"Value Feedback🔢",
]
)
with ffc:
st.markdown(wsf.final_feedback)
with efc:
st.code(wsf.execution_feedback, language="log")
with cfc:
st.markdown(wsf.code_feedback)
with msfc:
st.markdown(wsf.shape_feedback)
with vfc:
st.markdown(wsf.value_feedback)
def display_hypotheses(hypotheses: dict[int, Hypothesis], decisions: dict[int, bool], success_only: bool = False):
if success_only:
shd = {k: v.__dict__ for k, v in hypotheses.items() if decisions[k]}
else:
shd = {k: v.__dict__ for k, v in hypotheses.items()}
df = pd.DataFrame(shd).T
if "reason" in df.columns:
df.drop(["reason"], axis=1, inplace=True)
df.columns = df.columns.map(lambda x: x.replace("_", " ").capitalize())
def style_rows(row):
if decisions[row.name]:
return ["color: green;"] * len(row)
return [""] * len(row)
def style_columns(col):
if col.name != "Hypothesis":
return ["font-style: italic;"] * len(col)
return ["font-weight: bold;"] * len(col)
# st.dataframe(df.style.apply(style_rows, axis=1).apply(style_columns, axis=0))
st.markdown(df.style.apply(style_rows, axis=1).apply(style_columns, axis=0).to_html(), unsafe_allow_html=True)
def metrics_window(df: pd.DataFrame, R: int, C: int, *, height: int = 300, colors: list[str] = None):
fig = make_subplots(rows=R, cols=C, subplot_titles=df.columns)
def hypothesis_hover_text(h: Hypothesis, d: bool = False):
color = "green" if d else "black"
text = h.hypothesis
lines = textwrap.wrap(text, width=60)
return f"<span style='color: {color};'>{'<br>'.join(lines)}</span>"
hover_texts = [
hypothesis_hover_text(state.hypotheses[int(i[6:])], state.h_decisions[int(i[6:])])
for i in df.index
if i != "alpha158"
]
if state.alpha158_metrics is not None:
hover_texts = ["Baseline: alpha158"] + hover_texts
for ci, col in enumerate(df.columns):
row = ci // C + 1
col_num = ci % C + 1
fig.add_trace(
go.Scatter(
x=df.index,
y=df[col],
name=col,
mode="lines+markers",
connectgaps=True,
marker=dict(size=10, color=colors[ci]) if colors else dict(size=10),
hovertext=hover_texts,
hovertemplate="%{hovertext}<br><br><span style='color: black'>%{x} Value:</span> <span style='color: blue'>%{y}</span><extra></extra>",
),
row=row,
col=col_num,
)
fig.update_layout(showlegend=False, height=height)
if state.alpha158_metrics is not None:
for i in range(1, R + 1): # 行
for j in range(1, C + 1): # 列
fig.update_xaxes(
tickvals=[df.index[0]] + list(df.index[1:]),
ticktext=[f'<span style="color:blue; font-weight:bold">{df.index[0]}</span>'] + list(df.index[1:]),
row=i,
col=j,
)
st.plotly_chart(fig)
def summary_window():
if state.log_type in ["Qlib Model", "Data Mining", "Qlib Factor"]:
st.header("Summary📊", divider="rainbow", anchor="_summary")
with st.container():
# TODO: not fixed height
with st.container():
bc, cc = st.columns([2, 2], vertical_alignment="center")
with bc:
st.subheader("Metrics📈", anchor="_metrics")
with cc:
show_true_only = st.toggle("successful hypotheses", value=False)
# hypotheses_c, chart_c = st.columns([2, 3])
chart_c = st.container()
hypotheses_c = st.container()
with hypotheses_c:
st.subheader("Hypotheses🏅", anchor="_hypotheses")
display_hypotheses(state.hypotheses, state.h_decisions, show_true_only)
with chart_c:
if state.log_type == "Qlib Factor" and state.alpha158_metrics is not None:
df = pd.DataFrame([state.alpha158_metrics] + state.metric_series)
else:
df = pd.DataFrame(state.metric_series)
if show_true_only and len(state.hypotheses) >= len(state.metric_series):
if state.alpha158_metrics is not None:
selected = ["alpha158"] + [i for i in df.index if state.h_decisions[int(i[6:])]]
else:
selected = [i for i in df.index if state.h_decisions[int(i[6:])]]
df = df.loc[selected]
if df.shape[0] == 1:
st.table(df.iloc[0])
elif df.shape[0] > 1:
if df.shape[1] == 1:
# suhan's scenario
fig = px.line(df, x=df.index, y=df.columns, markers=True)
fig.update_layout(xaxis_title="Loop Round", yaxis_title=None)
st.plotly_chart(fig)
else:
metrics_window(df, 1, 4, height=300, colors=["red", "blue", "orange", "green"])
elif state.log_type == "Model from Paper" and len(state.msgs[state.lround]["d.evolving code"]) > 0:
with st.container(border=True):
st.subheader("Summary📊", divider="rainbow", anchor="_summary")
# pass
ws: list[FactorFBWorkspace | ModelFBWorkspace] = state.msgs[state.lround]["d.evolving code"][-1].content
# All Tasks
tab_names = [
w.target_task.factor_name if isinstance(w.target_task, FactorTask) else w.target_task.name for w in ws
]
for j in range(len(ws)):
if state.msgs[state.lround]["d.evolving feedback"][-1].content[j].final_decision:
tab_names[j] += "✔️"
else:
tab_names[j] += "❌"
wtabs = st.tabs(tab_names)
for j, w in enumerate(ws):
with wtabs[j]:
# Evolving Code
for k, v in w.code_dict.items():
with st.expander(f":green[`{k}`]", expanded=False):
st.code(v, language="python")
# Evolving Feedback
evolving_feedback_window(state.msgs[state.lround]["d.evolving feedback"][-1].content[j])
def tabs_hint():
st.markdown(
"<p style='font-size: small; color: #888888;'>You can navigate through the tabs using ⬅️ ➡️ or by holding Shift and scrolling with the mouse wheel🖱️.</p>",
unsafe_allow_html=True,
)
# TODO: when tab names are too long, some tabs are not shown
def tasks_window(tasks: list[FactorTask | ModelTask]):
if isinstance(tasks[0], FactorTask):
st.markdown("**Factor Tasks🚩**")
tnames = [f.factor_name for f in tasks]
if sum(len(tn) for tn in tnames) > 100:
tabs_hint()
tabs = st.tabs(tnames)
for i, ft in enumerate(tasks):
with tabs[i]:
# st.markdown(f"**Factor Name**: {ft.factor_name}")
st.markdown(f"**Description**: {ft.factor_description}")
st.latex("Formulation")
st.latex(f"{ft.factor_formulation}")
mks = "| Variable | Description |\n| --- | --- |\n"
for v, d in ft.variables.items():
mks += f"| ${v}$ | {d} |\n"
st.markdown(mks)
elif isinstance(tasks[0], ModelTask):
st.markdown("**Model Tasks🚩**")
tnames = [m.name for m in tasks]
if sum(len(tn) for tn in tnames) > 100:
tabs_hint()
tabs = st.tabs(tnames)
for i, mt in enumerate(tasks):
with tabs[i]:
# st.markdown(f"**Model Name**: {mt.name}")
st.markdown(f"**Model Type**: {mt.model_type}")
st.markdown(f"**Description**: {mt.description}")
st.latex("Formulation")
st.latex(f"{mt.formulation}")
mks = "| Variable | Description |\n| --- | --- |\n"
for v, d in mt.variables.items():
mks += f"| ${v}$ | {d} |\n"
st.markdown(mks)
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# Config Sidebar
with st.sidebar:
st.markdown(
"""
# RD-Agent🤖
## [Scenario Description](#_scenario)
## [Summary](#_summary)
- [**Hypotheses**](#_hypotheses)
- [**Metrics**](#_metrics)
## [RD-Loops](#_rdloops)
- [**Research**](#_research)
- [**Development**](#_development)
- [**Feedback**](#_feedback)
"""
)
st.selectbox(
":green[**Scenario**]", ["Qlib Model", "Data Mining", "Qlib Factor", "Model from Paper"], key="log_type"
)
with st.popover(":orange[**Config⚙️**]"):
with st.container(border=True):
st.markdown(":blue[**log path**]")
if main_log_path:
if st.toggle("Manual Input"):
st.text_input("log path", key="log_path", on_change=refresh)
else:
folders = [
folder.relative_to(main_log_path) for folder in main_log_path.iterdir() if folder.is_dir()
]
st.selectbox(f"Select from `{main_log_path}`", folders, key="log_path", on_change=refresh)
else:
st.text_input("log path", key="log_path", on_change=refresh)
with st.container(border=True):
st.markdown(":blue[**excluded configs**]")
st.multiselect("excluded log tags", ["llm_messages"], ["llm_messages"], key="excluded_tags")
st.multiselect("excluded log types", ["str", "dict", "list"], ["str"], key="excluded_types")
if st.button("All Loops"):
if not state.fs:
refresh()
get_msgs_until(lambda m: False)
if st.button("Next Loop"):
if not state.fs:
refresh()
get_msgs_until(lambda m: "ef.feedback" in m.tag)
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if st.button("One Evolving"):
if not state.fs:
refresh()
get_msgs_until(lambda m: "d.evolving feedback" in m.tag)
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if st.button("refresh logs", help="clear all log messages in cache"):
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refresh()
debug = st.toggle("debug", value=False)
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if debug:
if st.button("Single Step Run"):
if not state.fs:
refresh()
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get_msgs_until()
# Debug Info Window
if debug:
with st.expander(":red[**Debug Info**]", expanded=True):
dcol1, dcol2 = st.columns([1, 3])
with dcol1:
st.markdown(
f"**trace type**: {state.log_type}\n\n"
f"**log path**: {state.log_path}\n\n"
f"**excluded tags**: {state.excluded_tags}\n\n"
f"**excluded types**: {state.excluded_types}\n\n"
f":blue[**message id**]: {sum(sum(len(tmsgs) for tmsgs in rmsgs.values()) for rmsgs in state.msgs.values())}\n\n"
f":blue[**round**]: {state.lround}\n\n"
f":blue[**evolving round**]: {state.erounds[state.lround]}\n\n"
)
with dcol2:
if state.last_msg:
st.write(state.last_msg)
if isinstance(state.last_msg.content, list):
st.write(state.last_msg.content[0])
elif not isinstance(state.last_msg.content, str):
st.write(state.last_msg.content.__dict__)
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# Main Window
header_c1, header_c3 = st.columns([1, 6], vertical_alignment="center")
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with st.container():
with header_c1:
st.image("https://img-prod-cms-rt-microsoft-com.akamaized.net/cms/api/am/imageFileData/RE1Mu3b?ver=5c31")
with header_c3:
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st.markdown(
"""
<h1>
RD-Agent:<br>LLM-based autonomous evolving agents for industrial data-driven R&D
</h1>
""",
unsafe_allow_html=True,
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)
# Project Info
with st.container():
image_c, scen_c = st.columns([3, 3], vertical_alignment="center")
with image_c:
st.image("./docs/_static/flow.png")
with scen_c:
st.header("Scenario Description📖", divider="violet", anchor="_scenario")
# TODO: other scenarios
if state.log_type == "Qlib Model":
st.markdown(QlibModelScenario().rich_style_description)
elif state.log_type == "Data Mining":
st.markdown(DMModelScenario().rich_style_description)
elif state.log_type == "Qlib Factor":
st.markdown(QlibFactorScenario().rich_style_description)
elif state.log_type == "Model from Paper":
st.markdown(GeneralModelScenario().rich_style_description)
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# Summary Window
summary_window()
# R&D Loops Window
if state.log_type in ["Qlib Model", "Data Mining", "Qlib Factor"]:
st.header("R&D Loops♾️", divider="rainbow", anchor="_rdloops")
if state.log_type in ["Qlib Model", "Data Mining", "Qlib Factor"]:
if len(state.msgs) > 1:
r_options = list(state.msgs.keys())
if 0 in r_options:
r_options.remove(0)
round = st_btn_select(options=r_options, index=state.lround - 1)
else:
round = 1
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else:
round = 1
def research_window():
with st.container(border=True):
title = "Research🔍" if state.log_type in ["Qlib Model", "Data Mining", "Qlib Factor"] else "Research🔍 (reader)"
st.subheader(title, divider="blue", anchor="_research")
if state.log_type in ["Qlib Model", "Data Mining", "Qlib Factor"]:
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# pdf image
if pim := state.msgs[round]["r.extract_factors_and_implement.load_pdf_screenshot"]:
for i in range(min(2, len(pim))):
st.image(pim[i].content, use_column_width=True)
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# Hypothesis
if hg := state.msgs[round]["r.hypothesis generation"]:
st.markdown("**Hypothesis💡**") # 🧠
h: Hypothesis = hg[0].content
st.markdown(
f"""
- **Hypothesis**: {h.hypothesis}
- **Reason**: {h.reason}"""
)
if eg := state.msgs[round]["r.experiment generation"]:
tasks_window(eg[0].content)
elif state.log_type == "Model from Paper":
# pdf image
c1, c2 = st.columns([2, 3])
with c1:
if pim := state.msgs[round]["r.pdf_image"]:
for i in range(len(pim)):
st.image(pim[i].content, use_column_width=True)
# loaded model exp
with c2:
if mem := state.msgs[round]["d.load_experiment"]:
me: QlibModelExperiment = mem[0].content
tasks_window(me.sub_tasks)
def feedback_window():
if state.log_type in ["Qlib Model", "Data Mining", "Qlib Factor"]:
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with st.container(border=True):
st.subheader("Feedback📝", divider="orange", anchor="_feedback")
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if fbr := state.msgs[round]["ef.Quantitative Backtesting Chart"]:
st.markdown("**Returns📈**")
fig = report_figure(fbr[0].content)
st.plotly_chart(fig)
if fb := state.msgs[round]["ef.feedback"]:
st.markdown("**Hypothesis Feedback🔍**")
h: HypothesisFeedback = fb[0].content
st.markdown(
f"""
- **Observations**: {h.observations}
- **Hypothesis Evaluation**: {h.hypothesis_evaluation}
- **New Hypothesis**: {h.new_hypothesis}
- **Decision**: {h.decision}
- **Reason**: {h.reason}"""
)
if state.log_type in ["Qlib Model", "Data Mining", "Qlib Factor"]:
rf_c, d_c = st.columns([2, 2])
elif state.log_type == "Model from Paper":
rf_c = st.container()
d_c = st.container()
with rf_c:
research_window()
feedback_window()
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# Development Window (Evolving)
with d_c.container(border=True):
title = (
"Development🛠️"
if state.log_type in ["Qlib Model", "Data Mining", "Qlib Factor"]
else "Development🛠️ (evolving coder)"
)
st.subheader(title, divider="green", anchor="_development")
# Evolving Status
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if state.erounds[round] > 0:
st.markdown("**☑️ Evolving Status**")
es = state.e_decisions[round]
e_status_mks = "".join(f"| {ei} " for ei in range(1, state.erounds[round] + 1)) + "|\n"
e_status_mks += "|--" * state.erounds[round] + "|\n"
for ei, estatus in es.items():
if not estatus:
estatus = (0, 0)
e_status_mks += "| " + "✔️<br>" * estatus[0] + "❌<br>" * estatus[1] + " "
e_status_mks += "|\n"
st.markdown(e_status_mks, unsafe_allow_html=True)
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# Evolving Tabs
if state.erounds[round] > 0:
if state.erounds[round] > 1:
st.markdown("**🔄️Evolving Rounds**")
evolving_round = st_btn_select(
options=range(1, state.erounds[round] + 1), index=state.erounds[round] - 1, key="show_eround"
)
else:
evolving_round = 1
ws: list[FactorFBWorkspace | ModelFBWorkspace] = state.msgs[round]["d.evolving code"][
evolving_round - 1
].content
# All Tasks
tab_names = [
w.target_task.factor_name if isinstance(w.target_task, FactorTask) else w.target_task.name for w in ws
]
if len(state.msgs[round]["d.evolving feedback"]) >= evolving_round:
for j in range(len(ws)):
if state.msgs[round]["d.evolving feedback"][evolving_round - 1].content[j].final_decision:
tab_names[j] += "✔️"
else:
tab_names[j] += "❌"
if sum(len(tn) for tn in tab_names) > 100:
tabs_hint()
wtabs = st.tabs(tab_names)
for j, w in enumerate(ws):
with wtabs[j]:
# Evolving Code
for k, v in w.code_dict.items():
with st.expander(f":green[`{k}`]", expanded=True):
st.code(v, language="python")
# Evolving Feedback
if len(state.msgs[round]["d.evolving feedback"]) >= evolving_round:
evolving_feedback_window(state.msgs[round]["d.evolving feedback"][evolving_round - 1].content[j])
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with st.container(border=True):
st.subheader("Disclaimer", divider="gray")
st.markdown(
"This content is AI-generated and may not be fully accurate or up-to-date; please verify with a professional for critical matters."
)