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NexQuant/rdagent/scenarios/qlib/factor_task_loader/json_loader.py
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import json
from pathlib import Path
from rdagent.components.task_implementation.factor_implementation.evolving.factor import (
FactorImplementTask,
FileBasedFactorImplementation,
)
from rdagent.components.task_loader import FactorTaskLoader
from rdagent.core.task import TaskLoader, TestCase
class FactorImplementationTaskLoaderFromDict(FactorTaskLoader):
def load(self, factor_dict: dict) -> list:
"""Load data from a dict."""
task_l = []
for factor_name, factor_data in factor_dict.items():
task = FactorImplementTask(
factor_name=factor_name,
factor_description=factor_data["description"],
factor_formulation=factor_data["formulation"],
variables=factor_data["variables"],
)
task_l.append(task)
return task_l
class FactorImplementationTaskLoaderFromJsonFile(FactorTaskLoader):
def load(self, json_file_path: Path) -> list:
with open(json_file_path, "r") as file:
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factor_dict = json.load(file)
return FactorImplementationTaskLoaderFromDict().load(factor_dict)
class FactorImplementationTaskLoaderFromJsonString(FactorTaskLoader):
def load(self, json_string: str) -> list:
factor_dict = json.loads(json_string)
return FactorImplementationTaskLoaderFromDict().load(factor_dict)
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class FactorTestCaseLoaderFromJsonFile(TaskLoader):
def load(self, json_file_path: Path) -> list:
with open(json_file_path, "r") as file:
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factor_dict = json.load(file)
TestData = TestCase()
for factor_name, factor_data in factor_dict.items():
task = FactorImplementTask(
factor_name=factor_name,
factor_description=factor_data["description"],
factor_formulation=factor_data["formulation"],
variables=factor_data["variables"],
)
gt = FileBasedFactorImplementation(task, code=factor_data["gt_code"])
gt.execute()
TestData.target_task.append(task)
TestData.ground_truth.append(gt)
return TestData