From 0821fd4b8d87e48c961dbc78e12ca7b6ba644ac2 Mon Sep 17 00:00:00 2001
From: Xisen-Wang <xisen_application@163.com>
Date: Wed, 24 Jul 2024 10:26:06 +0000
Subject: [PATCH] Revised to enable logging of backtesting in Qlib & storing of
 rich-text-description in Trace

---
 rdagent/core/scenario.py                                 | 9 +++++++++
 rdagent/scenarios/qlib/experiment/model_experiment.py    | 4 ++++
 .../qlib/experiment/model_template/read_exp_res.py       | 4 ++++
 rdagent/scenarios/qlib/experiment/workspace.py           | 3 +++
 4 files changed, 20 insertions(+)

diff --git a/rdagent/core/scenario.py b/rdagent/core/scenario.py
index 31f5f5d3..18ffcd3f 100644
--- a/rdagent/core/scenario.py
+++ b/rdagent/core/scenario.py
@@ -27,6 +27,15 @@ class Scenario(ABC):
     def simulator(self) -> str:
         """Simulator description"""
 
+    @property
+    @abstractmethod
+    def rich_style_description(self) -> str:
+        """Rich style description to present"""
+
     @abstractmethod
     def get_scenario_all_desc(self) -> str:
         """Combine all the description together"""
+
+
+
+    
diff --git a/rdagent/scenarios/qlib/experiment/model_experiment.py b/rdagent/scenarios/qlib/experiment/model_experiment.py
index 7b35b474..3da3c15e 100644
--- a/rdagent/scenarios/qlib/experiment/model_experiment.py
+++ b/rdagent/scenarios/qlib/experiment/model_experiment.py
@@ -38,6 +38,10 @@ class QlibModelScenario(Scenario):
     @property
     def simulator(self) -> str:
         return prompt_dict["qlib_model_simulator"]
+    
+    @property
+    def rich_style_description(self)->str:
+        return "Below is QlibModel Evolving Automatic R&D Demo."
 
     def get_scenario_all_desc(self) -> str:
         return f"""Background of the scenario:
diff --git a/rdagent/scenarios/qlib/experiment/model_template/read_exp_res.py b/rdagent/scenarios/qlib/experiment/model_template/read_exp_res.py
index 19930248..01976cb9 100644
--- a/rdagent/scenarios/qlib/experiment/model_template/read_exp_res.py
+++ b/rdagent/scenarios/qlib/experiment/model_template/read_exp_res.py
@@ -39,7 +39,11 @@ else:
     # Load the specified file from the latest recorder
     metrics = pd.Series(latest_recorder.list_metrics())
 
+
     output_path = Path(__file__).resolve().parent / "qlib_res.csv"
     metrics.to_csv(output_path)
 
     print(f"Output has been saved to {output_path}")
+
+    ret_data_frame = latest_recorder.load_object("portfolio_analysis/report_normal_1day.pkl")
+    ret_data_frame.to_pickle("ret.pkl")
diff --git a/rdagent/scenarios/qlib/experiment/workspace.py b/rdagent/scenarios/qlib/experiment/workspace.py
index b9b58038..98f50124 100644
--- a/rdagent/scenarios/qlib/experiment/workspace.py
+++ b/rdagent/scenarios/qlib/experiment/workspace.py
@@ -36,6 +36,9 @@ class QlibFBWorkspace(FBWorkspace):
             env=run_env,
         )
 
+        ret_df = pd.read_pickle(self.workspace_path / "ret.pkl")
+        logger.log_object(ret_df, tag="returns")  # TODO: tag
+
         csv_path = self.workspace_path / "qlib_res.csv"
 
         if not csv_path.exists():