mirror of
https://github.com/NicolasBohn/NexQuant.git
synced 2026-07-28 16:07:46 +00:00
build factor source data (price and volumns) from qlib if no source data is provided by the user (#168)
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@@ -17,7 +17,6 @@ from rdagent.components.coder.factor_coder.CoSTEER.scheduler import (
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RandomSelect,
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)
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from rdagent.components.coder.factor_coder.factor import FactorFBWorkspace, FactorTask
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from rdagent.components.coder.factor_coder.utils import get_data_folder_intro
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from rdagent.core.conf import RD_AGENT_SETTINGS
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from rdagent.core.evolving_framework import EvolvingStrategy, QueriedKnowledge
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from rdagent.core.experiment import Workspace
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@@ -7,7 +7,6 @@ from jinja2 import Environment, StrictUndefined
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from rdagent.components.coder.factor_coder.CoSTEER.evolvable_subjects import (
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FactorEvolvingItem,
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)
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from rdagent.components.coder.factor_coder.utils import get_data_folder_intro
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from rdagent.core.conf import RD_AGENT_SETTINGS
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from rdagent.core.prompts import Prompts
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from rdagent.core.scenario import Scenario
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@@ -1,51 +0,0 @@
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from pathlib import Path
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import pandas as pd
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# render it with jinja
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from jinja2 import Environment, StrictUndefined
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from rdagent.components.coder.factor_coder.config import FACTOR_IMPLEMENT_SETTINGS
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TPL = """
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{{file_name}}
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```{{type_desc}}
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{{content}}
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````
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"""
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# Create a Jinja template from the string
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JJ_TPL = Environment(undefined=StrictUndefined).from_string(TPL)
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def get_data_folder_intro():
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"""Directly get the info of the data folder.
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It is for preparing prompting message.
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"""
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content_l = []
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for p in Path(FACTOR_IMPLEMENT_SETTINGS.data_folder_debug).iterdir():
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if p.name.endswith(".h5"):
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df = pd.read_hdf(p)
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# get df.head() as string with full width
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pd.set_option("display.max_columns", None) # or 1000
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pd.set_option("display.max_rows", None) # or 1000
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pd.set_option("display.max_colwidth", None) # or 199
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rendered = JJ_TPL.render(
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file_name=p.name,
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type_desc="generated by `pd.read_hdf(filename).head()`",
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content=df.head().to_string(),
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)
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content_l.append(rendered)
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elif p.name.endswith(".md"):
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with open(p) as f:
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content = f.read()
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rendered = JJ_TPL.render(
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file_name=p.name,
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type_desc="markdown",
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content=content,
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)
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content_l.append(rendered)
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else:
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raise NotImplementedError(
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f"file type {p.name} is not supported. Please implement its description function.",
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)
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return "\n ----------------- file splitter -------------\n".join(content_l)
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