A draft of the "Quick Start" section for your README. Enable logging of backtesting in Qlib and store rich-text descriptions in Trace. Support one-step debugging for factor extraction. (#105)

- A draft of the "Quick Start" section for your README. 
- Enable logging of backtesting in Qlib and store rich-text descriptions in Trace. 
- Support one-step debugging for factor extraction.
This commit is contained in:
WinstonLiyt
2024-07-25 16:18:00 +08:00
committed by Young
parent e10e7f0e59
commit 25fb571a0f
11 changed files with 252 additions and 104 deletions
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@@ -13,3 +13,27 @@ Configuration
=============
Quick configuration
Azure OpenAI
------------
USE_AZURE_TOKEN_PROVIDER
~~~~~~~~~~~~~~~~~~~~~~~~
### ☁️ Azure Configuration
- Install Azure CLI:
```sh
curl -L https://aka.ms/InstallAzureCli | bash
```
- Log in to Azure:
```sh
az login --use-device-code
```
- `exit` and re-login to your environment (this step may not be necessary).
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@@ -5,29 +5,107 @@ Scenarios and Quick Start
Scenario lists
=========================
TODO: Copy the content in the README.md
.. list-table::
:header-rows: 1
* - Scenario/Target
- Model Implementation
- Data Building
* - 💹 Finance
- Iteratively Proposing Ideas & Evolving
- Auto reports reading & implementation
Iteratively Proposing Ideas & Evolving
* - 🩺 Medical
- Iteratively Proposing Ideas & Evolving
-
* - 🏭 General
- Auto paper reading & implementation
-
Scnarios' demo & quick start
=========================
Scen1
-----
🤖 Knowledge-Based Hypothesis Generation and Iteration
Scen1 Intro
~~~~~~~~~~~
In this scenario, our model autonomously generates and tests hypotheses using a knowledge base. The process involves:
- **🔍 Hypothesis Generation**: The model proposes new hypotheses.
- **📝 Factor Creation**: Write and define new factors.
- **✅ Factor Validation**: Validate the factors quantitatively.
- **📈 Backtesting with Qlib**:
- **Dataset**: CSI300
- **Model**: LGBModel
- **Factors**: Alpha158 +
- **Data Split**:
- **Train**: 2008-01-01 to 2014-12-31
- **Valid**: 2015-01-01 to 2016-12-31
- **Test**: 2017-01-01 to 2020-08-01
- **🔄 Feedback Analysis**: Analyze backtest results.
- **🔧 Hypothesis Refinement**: Refine hypotheses based on feedback and repeat.
Scen1 Demo
~~~~~~~~~~
.. TODO
Scen1 Quick Start
~~~~~~~~~~~~~~~~~
To quickly start the factor extraction process, run the following command in your terminal within the 'rdagent' virtual environment:
.. code-block:: sh
python rdagent/app/qlib_rd_loop/factor.py
Usage of modules
================
~~~~~~~~~~~~~~~~~
TODO: Show some examples:
Scen2:
-----
📄 Research Report-Based Factor Extraction
Scen2 Intro
~~~~~~~~~~~
In this scenario, factors and hypotheses are extracted from research reports. The process includes:
- **🔍 Factor Extraction**: Extract relevant factors from research reports.
- **📝 Factor Creation**: Define these extracted factors.
- **✅ Factor Validation**: Validate the extracted factors.
- **📈 Backtesting with Qlib**:
- **Dataset**: CSI300
- **Model**: LGBModel
- **Factors**: Alpha158 +
- **Data Split**:
- **Train**: 2008-01-01 to 2014-12-31
- **Valid**: 2015-01-01 to 2016-12-31
- **Test**: 2017-01-01 to 2020-08-01
- **🔄 Feedback Analysis**: Analyze backtest results.
- **🔧 Hypothesis Refinement**: Refine hypotheses based on feedback and continue the cycle.
Scen2 Demo
~~~~~~~~~~
.. TODO
Scen2 Quick Start
~~~~~~~~~~~~~~~~~
To quickly start the factor extraction process, run the following command in your terminal within the 'rdagent' virtual environment:
.. code-block:: sh
python rdagent/app/qlib_rd_loop/factor_from_report_sh.py
Usage of modules
~~~~~~~~~~~~~~~~~
TODO: Show some examples: