feat: add a web UI server (#1345)

* update rdagent cmd * fix log error message * use multiProcessing.Process instead of subprocess.Popen * add traces to gitignore * add user interactor in RDLoop (finance scenarios) * add interactor (feedback, hypothesis) for quant scens * fix the test_end in qlib conf * add features init config, general instruction to qlib scenarios * set base features for based exp * fix bug when combine factors * move traces folder to git_ignore_folder * fix bug in features init * fix quant interact bug * fix logger warning error * bug fixes * modify rdagent logger, now it can set file output * adjust cli functions and fix logger bug * fix server port transport problem * update server_ui in cli * add web code * fix CI problem * black fix * update web ui README * update README * update readme
2026-07-27 15:37:44 +00:00 · 2026-03-18 14:04:52 +08:00
parent 7cd64a26fd
commit 14395488b9
141 changed files with 12852 additions and 279 deletions
@@ -0,0 +1,208 @@
+from rdagent.core.experiment import FBWorkspace
+from rdagent.utils.env import QlibCondaConf, QlibCondaEnv
+
+ALPHA20 = {
+    "RESI5": "Resi($close, 5)/$close",
+    "WVMA5": "Std(Abs($close/Ref($close, 1)-1)*$volume, 5)/(Mean(Abs($close/Ref($close, 1)-1)*$volume, 5)+1e-12)",
+    "RSQR5": "Rsquare($close, 5)",
+    "KLEN": "($high-$low)/$open",
+    "RSQR10": "Rsquare($close, 10)",
+    "CORR5": "Corr($close, Log($volume+1), 5)",
+    "CORD5": "Corr($close/Ref($close,1), Log($volume/Ref($volume, 1)+1), 5)",
+    "CORR10": "Corr($close, Log($volume+1), 10)",
+    "ROC60": "Ref($close, 60)/$close",
+    "RESI10": "Resi($close, 10)/$close",
+    "VSTD5": "Std($volume, 5)/($volume+1e-12)",
+    "RSQR60": "Rsquare($close, 60)",
+    "CORR60": "Corr($close, Log($volume+1), 60)",
+    "WVMA60": "Std(Abs($close/Ref($close, 1)-1)*$volume, 60)/(Mean(Abs($close/Ref($close, 1)-1)*$volume, 60)+1e-12)",
+    "STD5": "Std($close, 5)/$close",
+    "RSQR20": "Rsquare($close, 20)",
+    "CORD60": "Corr($close/Ref($close,1), Log($volume/Ref($volume, 1)+1), 60)",
+    "CORD10": "Corr($close/Ref($close,1), Log($volume/Ref($volume, 1)+1), 10)",
+    "CORR20": "Corr($close, Log($volume+1), 20)",
+    "KLOW": "(Less($open, $close)-$low)/$open",
+}
+
+ALPHA158 = {
+    "KMID": "($close-$open)/$open",
+    "KLEN": "($high-$low)/$open",
+    "KMID2": "($close-$open)/($high-$low+1e-12)",
+    "KUP": "($high-Greater($open, $close))/$open",
+    "KUP2": "($high-Greater($open, $close))/($high-$low+1e-12)",
+    "KLOW": "(Less($open, $close)-$low)/$open",
+    "KLOW2": "(Less($open, $close)-$low)/($high-$low+1e-12)",
+    "KSFT": "(2*$close-$high-$low)/$open",
+    "KSFT2": "(2*$close-$high-$low)/($high-$low+1e-12)",
+    "OPEN0": "$open/$close",
+    "HIGH0": "$high/$close",
+    "LOW0": "$low/$close",
+    "VWAP0": "$vwap/$close",
+    "ROC5": "Ref($close, 5)/$close",
+    "ROC10": "Ref($close, 10)/$close",
+    "ROC20": "Ref($close, 20)/$close",
+    "ROC30": "Ref($close, 30)/$close",
+    "ROC60": "Ref($close, 60)/$close",
+    "MA5": "Mean($close, 5)/$close",
+    "MA10": "Mean($close, 10)/$close",
+    "MA20": "Mean($close, 20)/$close",
+    "MA30": "Mean($close, 30)/$close",
+    "MA60": "Mean($close, 60)/$close",
+    "STD5": "Std($close, 5)/$close",
+    "STD10": "Std($close, 10)/$close",
+    "STD20": "Std($close, 20)/$close",
+    "STD30": "Std($close, 30)/$close",
+    "STD60": "Std($close, 60)/$close",
+    "BETA5": "Slope($close, 5)/$close",
+    "BETA10": "Slope($close, 10)/$close",
+    "BETA20": "Slope($close, 20)/$close",
+    "BETA30": "Slope($close, 30)/$close",
+    "BETA60": "Slope($close, 60)/$close",
+    "RSQR5": "Rsquare($close, 5)",
+    "RSQR10": "Rsquare($close, 10)",
+    "RSQR20": "Rsquare($close, 20)",
+    "RSQR30": "Rsquare($close, 30)",
+    "RSQR60": "Rsquare($close, 60)",
+    "RESI5": "Resi($close, 5)/$close",
+    "RESI10": "Resi($close, 10)/$close",
+    "RESI20": "Resi($close, 20)/$close",
+    "RESI30": "Resi($close, 30)/$close",
+    "RESI60": "Resi($close, 60)/$close",
+    "MAX5": "Max($high, 5)/$close",
+    "MAX10": "Max($high, 10)/$close",
+    "MAX20": "Max($high, 20)/$close",
+    "MAX30": "Max($high, 30)/$close",
+    "MAX60": "Max($high, 60)/$close",
+    "MIN5": "Min($low, 5)/$close",
+    "MIN10": "Min($low, 10)/$close",
+    "MIN20": "Min($low, 20)/$close",
+    "MIN30": "Min($low, 30)/$close",
+    "MIN60": "Min($low, 60)/$close",
+    "QTLU5": "Quantile($close, 5, 0.8)/$close",
+    "QTLU10": "Quantile($close, 10, 0.8)/$close",
+    "QTLU20": "Quantile($close, 20, 0.8)/$close",
+    "QTLU30": "Quantile($close, 30, 0.8)/$close",
+    "QTLU60": "Quantile($close, 60, 0.8)/$close",
+    "QTLD5": "Quantile($close, 5, 0.2)/$close",
+    "QTLD10": "Quantile($close, 10, 0.2)/$close",
+    "QTLD20": "Quantile($close, 20, 0.2)/$close",
+    "QTLD30": "Quantile($close, 30, 0.2)/$close",
+    "QTLD60": "Quantile($close, 60, 0.2)/$close",
+    "RANK5": "Rank($close, 5)",
+    "RANK10": "Rank($close, 10)",
+    "RANK20": "Rank($close, 20)",
+    "RANK30": "Rank($close, 30)",
+    "RANK60": "Rank($close, 60)",
+    "RSV5": "($close-Min($low, 5))/(Max($high, 5)-Min($low, 5)+1e-12)",
+    "RSV10": "($close-Min($low, 10))/(Max($high, 10)-Min($low, 10)+1e-12)",
+    "RSV20": "($close-Min($low, 20))/(Max($high, 20)-Min($low, 20)+1e-12)",
+    "RSV30": "($close-Min($low, 30))/(Max($high, 30)-Min($low, 30)+1e-12)",
+    "RSV60": "($close-Min($low, 60))/(Max($high, 60)-Min($low, 60)+1e-12)",
+    "IMAX5": "IdxMax($high, 5)/5",
+    "IMAX10": "IdxMax($high, 10)/10",
+    "IMAX20": "IdxMax($high, 20)/20",
+    "IMAX30": "IdxMax($high, 30)/30",
+    "IMAX60": "IdxMax($high, 60)/60",
+    "IMIN5": "IdxMin($low, 5)/5",
+    "IMIN10": "IdxMin($low, 10)/10",
+    "IMIN20": "IdxMin($low, 20)/20",
+    "IMIN30": "IdxMin($low, 30)/30",
+    "IMIN60": "IdxMin($low, 60)/60",
+    "IMXD5": "(IdxMax($high, 5)-IdxMin($low, 5))/5",
+    "IMXD10": "(IdxMax($high, 10)-IdxMin($low, 10))/10",
+    "IMXD20": "(IdxMax($high, 20)-IdxMin($low, 20))/20",
+    "IMXD30": "(IdxMax($high, 30)-IdxMin($low, 30))/30",
+    "IMXD60": "(IdxMax($high, 60)-IdxMin($low, 60))/60",
+    "CORR5": "Corr($close, Log($volume+1), 5)",
+    "CORR10": "Corr($close, Log($volume+1), 10)",
+    "CORR20": "Corr($close, Log($volume+1), 20)",
+    "CORR30": "Corr($close, Log($volume+1), 30)",
+    "CORR60": "Corr($close, Log($volume+1), 60)",
+    "CORD5": "Corr($close/Ref($close,1), Log($volume/Ref($volume, 1)+1), 5)",
+    "CORD10": "Corr($close/Ref($close,1), Log($volume/Ref($volume, 1)+1), 10)",
+    "CORD20": "Corr($close/Ref($close,1), Log($volume/Ref($volume, 1)+1), 20)",
+    "CORD30": "Corr($close/Ref($close,1), Log($volume/Ref($volume, 1)+1), 30)",
+    "CORD60": "Corr($close/Ref($close,1), Log($volume/Ref($volume, 1)+1), 60)",
+    "CNTP5": "Mean($close>Ref($close, 1), 5)",
+    "CNTP10": "Mean($close>Ref($close, 1), 10)",
+    "CNTP20": "Mean($close>Ref($close, 1), 20)",
+    "CNTP30": "Mean($close>Ref($close, 1), 30)",
+    "CNTP60": "Mean($close>Ref($close, 1), 60)",
+    "CNTN5": "Mean($close<Ref($close, 1), 5)",
+    "CNTN10": "Mean($close<Ref($close, 1), 10)",
+    "CNTN20": "Mean($close<Ref($close, 1), 20)",
+    "CNTN30": "Mean($close<Ref($close, 1), 30)",
+    "CNTN60": "Mean($close<Ref($close, 1), 60)",
+    "CNTD5": "Mean($close>Ref($close, 1), 5)-Mean($close<Ref($close, 1), 5)",
+    "CNTD10": "Mean($close>Ref($close, 1), 10)-Mean($close<Ref($close, 1), 10)",
+    "CNTD20": "Mean($close>Ref($close, 1), 20)-Mean($close<Ref($close, 1), 20)",
+    "CNTD30": "Mean($close>Ref($close, 1), 30)-Mean($close<Ref($close, 1), 30)",
+    "CNTD60": "Mean($close>Ref($close, 1), 60)-Mean($close<Ref($close, 1), 60)",
+    "SUMP5": "Sum(Greater($close-Ref($close, 1), 0), 5)/(Sum(Abs($close-Ref($close, 1)), 5)+1e-12)",
+    "SUMP10": "Sum(Greater($close-Ref($close, 1), 0), 10)/(Sum(Abs($close-Ref($close, 1)), 10)+1e-12)",
+    "SUMP20": "Sum(Greater($close-Ref($close, 1), 0), 20)/(Sum(Abs($close-Ref($close, 1)), 20)+1e-12)",
+    "SUMP30": "Sum(Greater($close-Ref($close, 1), 0), 30)/(Sum(Abs($close-Ref($close, 1)), 30)+1e-12)",
+    "SUMP60": "Sum(Greater($close-Ref($close, 1), 0), 60)/(Sum(Abs($close-Ref($close, 1)), 60)+1e-12)",
+    "SUMN5": "Sum(Greater(Ref($close, 1)-$close, 0), 5)/(Sum(Abs($close-Ref($close, 1)), 5)+1e-12)",
+    "SUMN10": "Sum(Greater(Ref($close, 1)-$close, 0), 10)/(Sum(Abs($close-Ref($close, 1)), 10)+1e-12)",
+    "SUMN20": "Sum(Greater(Ref($close, 1)-$close, 0), 20)/(Sum(Abs($close-Ref($close, 1)), 20)+1e-12)",
+    "SUMN30": "Sum(Greater(Ref($close, 1)-$close, 0), 30)/(Sum(Abs($close-Ref($close, 1)), 30)+1e-12)",
+    "SUMN60": "Sum(Greater(Ref($close, 1)-$close, 0), 60)/(Sum(Abs($close-Ref($close, 1)), 60)+1e-12)",
+    "SUMD5": "(Sum(Greater($close-Ref($close, 1), 0), 5)-Sum(Greater(Ref($close, 1)-$close, 0), 5))/(Sum(Abs($close-Ref($close, 1)), 5)+1e-12)",
+    "SUMD10": "(Sum(Greater($close-Ref($close, 1), 0), 10)-Sum(Greater(Ref($close, 1)-$close, 0), 10))/(Sum(Abs($close-Ref($close, 1)), 10)+1e-12)",
+    "SUMD20": "(Sum(Greater($close-Ref($close, 1), 0), 20)-Sum(Greater(Ref($close, 1)-$close, 0), 20))/(Sum(Abs($close-Ref($close, 1)), 20)+1e-12)",
+    "SUMD30": "(Sum(Greater($close-Ref($close, 1), 0), 30)-Sum(Greater(Ref($close, 1)-$close, 0), 30))/(Sum(Abs($close-Ref($close, 1)), 30)+1e-12)",
+    "SUMD60": "(Sum(Greater($close-Ref($close, 1), 0), 60)-Sum(Greater(Ref($close, 1)-$close, 0), 60))/(Sum(Abs($close-Ref($close, 1)), 60)+1e-12)",
+    "VMA5": "Mean($volume, 5)/($volume+1e-12)",
+    "VMA10": "Mean($volume, 10)/($volume+1e-12)",
+    "VMA20": "Mean($volume, 20)/($volume+1e-12)",
+    "VMA30": "Mean($volume, 30)/($volume+1e-12)",
+    "VMA60": "Mean($volume, 60)/($volume+1e-12)",
+    "VSTD5": "Std($volume, 5)/($volume+1e-12)",
+    "VSTD10": "Std($volume, 10)/($volume+1e-12)",
+    "VSTD20": "Std($volume, 20)/($volume+1e-12)",
+    "VSTD30": "Std($volume, 30)/($volume+1e-12)",
+    "VSTD60": "Std($volume, 60)/($volume+1e-12)",
+    "WVMA5": "Std(Abs($close/Ref($close, 1)-1)*$volume, 5)/(Mean(Abs($close/Ref($close, 1)-1)*$volume, 5)+1e-12)",
+    "WVMA10": "Std(Abs($close/Ref($close, 1)-1)*$volume, 10)/(Mean(Abs($close/Ref($close, 1)-1)*$volume, 10)+1e-12)",
+    "WVMA20": "Std(Abs($close/Ref($close, 1)-1)*$volume, 20)/(Mean(Abs($close/Ref($close, 1)-1)*$volume, 20)+1e-12)",
+    "WVMA30": "Std(Abs($close/Ref($close, 1)-1)*$volume, 30)/(Mean(Abs($close/Ref($close, 1)-1)*$volume, 30)+1e-12)",
+    "WVMA60": "Std(Abs($close/Ref($close, 1)-1)*$volume, 60)/(Mean(Abs($close/Ref($close, 1)-1)*$volume, 60)+1e-12)",
+    "VSUMP5": "Sum(Greater($volume-Ref($volume, 1), 0), 5)/(Sum(Abs($volume-Ref($volume, 1)), 5)+1e-12)",
+    "VSUMP10": "Sum(Greater($volume-Ref($volume, 1), 0), 10)/(Sum(Abs($volume-Ref($volume, 1)), 10)+1e-12)",
+    "VSUMP20": "Sum(Greater($volume-Ref($volume, 1), 0), 20)/(Sum(Abs($volume-Ref($volume, 1)), 20)+1e-12)",
+    "VSUMP30": "Sum(Greater($volume-Ref($volume, 1), 0), 30)/(Sum(Abs($volume-Ref($volume, 1)), 30)+1e-12)",
+    "VSUMP60": "Sum(Greater($volume-Ref($volume, 1), 0), 60)/(Sum(Abs($volume-Ref($volume, 1)), 60)+1e-12)",
+    "VSUMN5": "Sum(Greater(Ref($volume, 1)-$volume, 0), 5)/(Sum(Abs($volume-Ref($volume, 1)), 5)+1e-12)",
+    "VSUMN10": "Sum(Greater(Ref($volume, 1)-$volume, 0), 10)/(Sum(Abs($volume-Ref($volume, 1)), 10)+1e-12)",
+    "VSUMN20": "Sum(Greater(Ref($volume, 1)-$volume, 0), 20)/(Sum(Abs($volume-Ref($volume, 1)), 20)+1e-12)",
+    "VSUMN30": "Sum(Greater(Ref($volume, 1)-$volume, 0), 30)/(Sum(Abs($volume-Ref($volume, 1)), 30)+1e-12)",
+    "VSUMN60": "Sum(Greater(Ref($volume, 1)-$volume, 0), 60)/(Sum(Abs($volume-Ref($volume, 1)), 60)+1e-12)",
+    "VSUMD5": "(Sum(Greater($volume-Ref($volume, 1), 0), 5)-Sum(Greater(Ref($volume, 1)-$volume, 0), 5))/(Sum(Abs($volume-Ref($volume, 1)), 5)+1e-12)",
+    "VSUMD10": "(Sum(Greater($volume-Ref($volume, 1), 0), 10)-Sum(Greater(Ref($volume, 1)-$volume, 0), 10))/(Sum(Abs($volume-Ref($volume, 1)), 10)+1e-12)",
+    "VSUMD20": "(Sum(Greater($volume-Ref($volume, 1), 0), 20)-Sum(Greater(Ref($volume, 1)-$volume, 0), 20))/(Sum(Abs($volume-Ref($volume, 1)), 20)+1e-12)",
+    "VSUMD30": "(Sum(Greater($volume-Ref($volume, 1), 0), 30)-Sum(Greater(Ref($volume, 1)-$volume, 0), 30))/(Sum(Abs($volume-Ref($volume, 1)), 30)+1e-12)",
+    "VSUMD60": "(Sum(Greater($volume-Ref($volume, 1), 0), 60)-Sum(Greater(Ref($volume, 1)-$volume, 0), 60))/(Sum(Abs($volume-Ref($volume, 1)), 60)+1e-12)",
+}
+
+_TFW = FBWorkspace()  # test feature workspace
+TEST_FEATURE_CODE = """
+import qlib  
+from qlib.data import D  
+
+qlib.init()  
+expressions = {experessions}
+df = D.features(["SH600000"], expressions, start_time="2008-01-01", end_time="2020-08-31")
+"""
+
+
+def validate_qlib_features(expressions: list[str]) -> bool:
+    _TFW.inject_files(**{"test_fea.py": TEST_FEATURE_CODE.format(experessions=str(expressions))})
+
+    qlib_env = QlibCondaEnv(conf=QlibCondaConf())
+    qlib_env.prepare()
+    res = _TFW.run(
+        env=qlib_env,
+        entry="python test_fea.py",
+    )
+    return res.exit_code == 0
@@ -11,6 +11,7 @@ Postscripts:
 import asyncio
 import concurrent.futures
 import copy
+import multiprocessing.queues
 import os
 import pickle
 from collections import defaultdict
@@ -528,8 +529,11 @@ class LoopBase:
    def __getstate__(self) -> dict[str, Any]:
        res = {}
        for k, v in self.__dict__.items():
-            if k not in ["queue", "semaphores", "_pbar"]:
-                res[k] = v
+            if k in ["queue", "semaphores", "_pbar"]:
+                continue
+            if isinstance(v, multiprocessing.queues.Queue):  # interaction queues are not picklable
+                continue
+            res[k] = v
        return res

    def __setstate__(self, state: dict[str, Any]) -> None: