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fix: fix some small bugs in report-factor loop (#152)

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* Init todo

* update all code

* update

* Extract factors from financial reports loop finished

* Fix two small bugs.

* Delete rdagent/app/qlib_rd_loop/run_script.sh

* Minor mod

* Delete rdagent/app/qlib_rd_loop/nohup.out

* Fix a small bug in file reading.

* some updates

* Update the detailed process and prompt of factor loop.

* Evaluation & dataset

* Optimize the prompt for generating hypotheses and feedback in the factor loop.

* Generate new data

* dataset generation

* Performed further optimizations on the factor loop and report extraction loop, added log handling for both processes, and implemented a screenshot feature for report extraction.

* Update rdagent/components/coder/factor_coder/CoSTEER/evaluators.py

* Update package.txt for fitz.

* add the result

* Performed further optimizations on the factor loop and report extraction loop, added log handling for both processes, and implemented a screenshot feature for report extraction. (#100) (#102)

- Performed further optimizations on the factor loop and report extraction loop.
- Added log handling for both processes.
- Implemented a screenshot feature for report extraction.

* Analysis

* Optimized log output.

* Factor update

* A draft of the "Quick Start" section for README

* Add scenario descriptions.

* Updates

* Adjust content

* Enable logging of backtesting in Qlib and store rich-text descriptions in Trace. Support one-step debugging for factor extraction.

* Reformat analysis.py

* CI fix

* Refactor

* remove useless code

* fix bugs (#111)

* Fix two small bugs.

* Fix a merge bug.

* Fix two small bugs.

* fix some bugs.

* Fix some format bugs.

* Restore a file.

* Fix a format bug.

* draft renew of evaluators

* fix a small bug.

* fix a small bug

* Support Factor Report Loop

* Update framework for extracting factors from research reports.

* Refactor report-based factor extraction and fix minor bugs.

* fix a small bug of log.

* change some prompts

* improve factor_runner

* fix a small bug

* change some prompts

* cancel some comments

* cancel some comments and fix some bugs

* fix some bugs in factor from reports loop

---------

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
Co-authored-by: Taozhi Wang <taozhi.mark.wang@gmail.com>
Co-authored-by: Suhan Cui <51844791+SH-Src@users.noreply.github.com>
This commit is contained in:
WinstonLiyt
2024-08-02 17:14:12 +08:00
committed by GitHub
parent 23ccae68fe
commit 5f948ee4bc
4 changed files with 19 additions and 31 deletions
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rdagent/app/qlib_rd_loop/factor_from_report_sh.py
+14 -26
View File
@@ -67,11 +67,15 @@ def generate_hypothesis(factor_result: dict, report_content: str) -> str:
)
response_json = json.loads(response)
hypothesis_text = response_json.get("hypothesis", "No hypothesis generated.")
reason_text = response_json.get("reason", "No reason provided.")
concise_reason_text = response_json.get("concise_reason", "No concise reason provided.")
return Hypothesis(hypothesis=hypothesis_text, reason=reason_text, concise_reason=concise_reason_text)
return Hypothesis(
hypothesis=response_json.get("hypothesis", "No hypothesis provided"),
reason=response_json.get("reason", "No reason provided"),
concise_reason=response_json.get("concise_reason", "No concise reason provided"),
concise_observation=response_json.get("concise_observation", "No concise observation provided"),
concise_justification=response_json.get("concise_justification", "No concise justification provided"),
concise_knowledge=response_json.get("concise_knowledge", "No concise knowledge provided"),
)
def extract_factors_and_implement(report_file_path: str) -> tuple:
@@ -118,7 +122,7 @@ class FactorReportLoop(LoopBase, metaclass=LoopMeta):
self.trace = Trace(scen=scen)
self.judge_pdf_data_items = judge_pdf_data
self.index = 0
self.pdf_file_index = 0
self.hypo_exp_cache = (
pickle.load(open(FACTOR_PROP_SETTING.report_extract_result, "rb"))
if Path(FACTOR_PROP_SETTING.report_extract_result).exists()
@@ -129,28 +133,12 @@ class FactorReportLoop(LoopBase, metaclass=LoopMeta):
def propose_hypo_exp(self, prev_out: dict[str, Any]):
with logger.tag("r"):
while True:
if self.index > 100:
break
report_file_path = self.judge_pdf_data_items[self.index]
self.index += 1
if report_file_path in self.hypo_exp_cache:
hypothesis, exp = self.hypo_exp_cache[report_file_path]
exp.based_experiments = [QlibFactorExperiment(sub_tasks=[])] + [
t[1] for t in self.trace.hist if t[2]
]
else:
report_file_path = self.judge_pdf_data_items[self.pdf_file_index]
self.pdf_file_index += 1
exp, hypothesis = extract_factors_and_implement(str(report_file_path))
if exp is None:
continue
# else:
# exp, hypothesis = extract_factors_and_implement(str(report_file_path))
# if exp is None:
# continue
# exp.based_experiments = [QlibFactorExperiment(sub_tasks=[])] + [t[1] for t in self.trace.hist if t[2]]
# self.hypo_exp_cache[report_file_path] = (hypothesis, exp)
# pickle.dump(self.hypo_exp_cache, open(FACTOR_PROP_SETTING.report_extract_result, "wb"))
with logger.tag("extract_factors_and_implement"):
with logger.tag("load_pdf_screenshot"):
pdf_screenshot = extract_first_page_screenshot_from_pdf(report_file_path)
logger.log_object(pdf_screenshot)
exp.based_experiments = [QlibFactorExperiment(sub_tasks=[])] + [t[1] for t in self.trace.hist if t[2]]
exp.sub_workspace_list = exp.sub_workspace_list[: FACTOR_PROP_SETTING.max_factor_per_report]
exp.sub_tasks = exp.sub_tasks[: FACTOR_PROP_SETTING.max_factor_per_report]
logger.log_object(hypothesis, tag="hypothesis generation")
rdagent/app/qlib_rd_loop/prompts.yaml
+4 -1
View File
@@ -5,7 +5,10 @@ hypothesis_generation:
{
"hypothesis": "A clear and concise hypothesis based on the provided information.",
"reason": "A detailed explanation supporting the generated hypothesis.",
"concise_reason": One line summary that focuses on the justification for the change that leads to the hypothesis (like a part of a knowledge that we are building)
"concise_reason": "One line summary that focuses on the justification for the change that leads to the hypothesis (like a part of a knowledge that we are building)",
"concise_observation": "One line summary. It focuses on the observation of the given scenario, data characteristics, or previous experiences (failures & succeses).",
"concise_justification": "One line summary. It focuses on the justification for the change in new hypothesis and the route of exploration supporting the growth of the hypothesis, based on the observation. ",
"concise_knowledge": "One line summary. It focuses on a transferable knowledege that comes with the new hypothesis. Use conditional grammar. eg. "If...., ..; When..., .; and etc"
}
user: |-
rdagent/scenarios/qlib/developer/factor_runner.py
+1 -2
View File
@@ -152,5 +152,4 @@ class QlibFactorRunner(CachedRunner[QlibFactorExperiment]):
if factor_dfs:
return pd.concat(factor_dfs, axis=1)
else:
logger.error("No valid factor data found to merge.")
return pd.DataFrame() # Return an empty DataFrame if no valid data
raise FactorEmptyError("No valid factor data found to merge.")
rdagent/scenarios/qlib/developer/feedback.py
-2
View File
@@ -97,8 +97,6 @@ class QlibFactorHypothesisExperiment2Feedback(HypothesisExperiment2Feedback):
.render(
hypothesis_text=hypothesis_text,
task_details=tasks_factors,
# current_result=current_result,
# sota_result=sota_result,
combined_result=combined_result,
)
)