NexQuant/rdagent/app/benchmark/factor/eval.py

import os
import pickle
import time
from pathlib import Path
from pprint import pprint

from rdagent.app.qlib_rd_loop.conf import FACTOR_PROP_SETTING
from rdagent.components.benchmark.conf import BenchmarkSettings
from rdagent.components.benchmark.eval_method import FactorImplementEval
from rdagent.core.scenario import Scenario
from rdagent.core.utils import import_class
from rdagent.log import rdagent_logger as logger
from rdagent.scenarios.qlib.experiment.factor_experiment import QlibFactorScenario
from rdagent.scenarios.qlib.factor_experiment_loader.json_loader import (
    FactorTestCaseLoaderFromJsonFile,
)

if __name__ == "__main__":
    # 1.read the settings
    bs = BenchmarkSettings()

    # 2.read and prepare the eval_data
    test_cases = FactorTestCaseLoaderFromJsonFile().load(bs.bench_data_path)

    # 3.declare the method to be tested and pass the arguments.

    scen: Scenario = import_class(FACTOR_PROP_SETTING.scen)()
    generate_method = import_class(bs.bench_method_cls)(scen=scen)
    # 4.declare the eval method and pass the arguments.
    eval_method = FactorImplementEval(
        method=generate_method,
        test_cases=test_cases,
        scen=scen,
        catch_eval_except=True,
        test_round=bs.bench_test_round,
    )

    # 5.run the eval
    res = eval_method.eval()

    # 6.save the result
    logger.log_object(res)