mirror of
https://github.com/NicolasBohn/NexQuant.git
synced 2026-07-27 15:37:44 +00:00
fix(security): resolve path-injection, B701, B101, B112 Bandit alerts
- Path injection (B614): centralized safe_resolve_path in core/utils.py, refactored 6 UI modules to use it with safe_root validation - B701: added explicit autoescape=select_autoescape() to Jinja2 Environment() calls in 3 files - B101: replaced assert statements with proper if/raise patterns in 12+ files (partial) - B112: added logger.warning() to bare except:continue blocks in 5 files
This commit is contained in:
@@ -18,6 +18,8 @@ load_dotenv(Path(__file__).parent / ".env")
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import typer
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from rich.console import Console
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from rdagent.utils.env import logger
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app = typer.Typer(help="Predix - AI Quantitative Trading Agent")
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console = Console()
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@@ -510,6 +512,7 @@ def top(
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if data.get("status") == "success" and data.get("ic") is not None:
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results.append(data)
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except Exception:
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logger.warning("Failed to load factor file %s", f, exc_info=True)
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continue
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if not results:
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@@ -659,6 +662,7 @@ def portfolio(
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if data.get("status") == "success" and data.get("ic") is not None:
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results.append(data)
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except Exception:
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logger.warning("Failed to load factor file %s", f, exc_info=True)
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continue
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if not results:
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@@ -956,6 +960,7 @@ def portfolio_simple(
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if data.get("status") == "success" and data.get("ic") is not None:
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results.append(data)
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except Exception:
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logger.warning("Failed to load factor file %s", f, exc_info=True)
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continue
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if not results:
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@@ -1337,6 +1342,7 @@ def build_strategies_ai(
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if data.get("status") == "success" and data.get("ic") is not None:
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factors.append(data)
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except Exception:
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logger.warning("Failed to load factor file %s", f, exc_info=True)
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continue
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if len(factors) < 10:
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@@ -1552,6 +1558,7 @@ def _load_strategies():
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try:
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raw = json.loads(p.read_text())
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except Exception:
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logger.warning("Failed to load strategy file %s", p, exc_info=True)
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continue
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if not isinstance(raw, dict):
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continue
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@@ -27,6 +27,8 @@ import typer
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from rich.console import Console
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from typing_extensions import Annotated
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from rdagent.utils.env import logger
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from rdagent.app.data_science.loop import main as data_science
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from rdagent.app.finetune.llm.loop import main as llm_finetune
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from rdagent.app.general_model.general_model import (
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@@ -882,6 +884,7 @@ def optimize_portfolio_cli(
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if data.get("status") == "accepted":
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strategies.append(data)
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except Exception:
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logger.warning("Failed to load strategy file %s", f, exc_info=True)
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continue
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if not strategies:
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@@ -24,46 +24,12 @@ from rdagent.app.finetune.llm.ui.ft_summary import render_job_summary
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DEFAULT_LOG_BASE = "log/"
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from rdagent.core.utils import safe_resolve_path
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def validate_path_within_cwd(user_path: Path) -> Path:
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"""
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Validate that a user-provided path is within the current working directory.
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Security: This function prevents path traversal attacks by:
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1. Resolving the path to its absolute canonical form
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2. Verifying it's within the CWD boundary using a normalized common prefix
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3. Rejecting paths outside the boundary with ValueError
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Parameters
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----------
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user_path : Path
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User-provided path to validate
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Returns
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-------
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Path
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Resolved absolute path if valid
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Raises
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------
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ValueError
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If path is outside the current working directory
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"""
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safe_root = Path.cwd().resolve()
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# Expand any user home reference and resolve without requiring the path to exist.
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resolved_path = user_path.expanduser().resolve(strict=False)
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# Ensure the resolved path is absolute and remains within the safe root.
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safe_root_str = str(safe_root)
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resolved_str = str(resolved_path)
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common = os.path.commonpath([safe_root_str, resolved_str])
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if common != safe_root_str:
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raise ValueError("Path is outside the allowed project directory")
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# This will raise ValueError if resolved_path is not within safe_root
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resolved_path.relative_to(safe_root)
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return resolved_path
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return safe_resolve_path(user_path, safe_root)
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def get_job_options(base_path: Path, safe_root: Path | None = None) -> list[str]:
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@@ -141,19 +107,14 @@ def main():
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st.header("Job")
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base_folder = st.text_input("Base Folder", value=default_log, key="base_folder_input")
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# Normalize and validate the base folder against the configured log root
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root_real = os.path.realpath(str(Path(default_log).expanduser()))
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folder_real = os.path.realpath(str(Path(base_folder).expanduser()))
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if folder_real == root_real or folder_real.startswith(root_real + os.sep):
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base_path = Path(folder_real)
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safe_root = Path(root_real)
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else:
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safe_root = Path(default_log).expanduser().resolve()
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try:
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base_path = safe_resolve_path(Path(base_folder), safe_root)
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except ValueError:
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st.error("Invalid base folder: must be within the configured log directory.")
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safe_root = Path(root_real)
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base_path = safe_root
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# base_path is validated against safe_root – nosec B614
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job_options = get_job_options(base_path, safe_root) # nosec B614 – validated above
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job_options = get_job_options(base_path, safe_root)
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if job_options:
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selected_job = st.selectbox("Select Job", job_options, key="job_select")
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if selected_job.startswith("."):
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@@ -13,6 +13,7 @@ from typing import Any
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import streamlit as st
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from rdagent.app.finetune.llm.ui.config import EVALUATOR_CONFIG, EventType
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from rdagent.core.utils import safe_resolve_path
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from rdagent.log.storage import FileStorage
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@@ -89,11 +90,10 @@ def extract_stage(tag: str) -> str:
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def get_valid_sessions(log_folder: Path, safe_root: Path | None = None) -> list[str]:
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"""Get list of valid session directories, optionally validating against a safe root."""
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if safe_root is not None:
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root_real = os.path.realpath(str(safe_root.expanduser()))
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folder_real = os.path.realpath(str(log_folder.expanduser()))
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if not (folder_real == root_real or folder_real.startswith(root_real + os.sep)):
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try:
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log_folder = safe_resolve_path(log_folder, safe_root)
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except ValueError:
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return []
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log_folder = Path(folder_real) # nosec B614 — path validated against safe_root via realpath above
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if not log_folder.exists():
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return []
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@@ -373,13 +373,11 @@ def parse_event(tag: str, content: Any, timestamp: datetime) -> Event | None:
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@st.cache_data(ttl=300, hash_funcs={Path: str})
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def load_ft_session(log_path: Path, safe_root: Path | None = None) -> Session:
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"""Load events into hierarchical session structure, optionally validating against safe root."""
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# Validate path is within safe_root if provided
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if safe_root is not None:
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root_real = os.path.realpath(str(safe_root.expanduser()))
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path_real = os.path.realpath(str(log_path.expanduser()))
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if not (path_real == root_real or path_real.startswith(root_real + os.sep)):
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try:
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log_path = safe_resolve_path(log_path, safe_root)
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except ValueError:
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return Session()
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log_path = Path(path_real) # nosec B614 — path validated against safe_root via realpath above
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session = Session()
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storage = FileStorage(log_path)
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@@ -322,6 +322,7 @@ class QuantRDLoop(RDLoop):
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if data.get("status") == "success" and data.get("ic") is not None:
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factors.append(data)
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except Exception:
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logger.warning("Failed to load factor file %s", f, exc_info=True)
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continue
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if len(factors) < 10:
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@@ -16,55 +16,26 @@ from rdagent.app.rl.ui.components import render_session, render_summary
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from rdagent.app.rl.ui.config import ALWAYS_VISIBLE_TYPES, OPTIONAL_TYPES
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from rdagent.app.rl.ui.data_loader import get_summary, get_valid_sessions, load_session
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from rdagent.app.rl.ui.rl_summary import render_job_summary
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from rdagent.core.utils import safe_resolve_path
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DEFAULT_LOG_BASE = "log/"
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def _safe_resolve(user_input: str | None, safe_root: Path) -> Path:
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"""
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Resolve user path relative to safe_root; raise ValueError if it escapes.
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Security: This function prevents path traversal attacks by:
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1. Rejecting null bytes in user input
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2. Rejecting Windows drive letters (C:\, D:\, etc.)
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3. Rejecting absolute paths
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4. Normalizing path to remove .. traversal attempts
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5. Validating resolved path is within safe_root using a realpath-based check
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All user-provided paths are validated before filesystem access.
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"""
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# Treat the provided safe_root as trusted and canonicalize it once.
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safe_root = safe_root.expanduser().resolve()
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# Empty input maps to the safe root directory.
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if not user_input:
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return safe_root
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# Security check 1: Reject null bytes (path truncation attack)
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if "\x00" in user_input:
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raise ValueError("Invalid path: contains null byte")
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try:
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# Security check 2: Normalize path to resolve .. and . components
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normalized = os.path.normpath(user_input.strip())
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# Security check 3: Reject Windows drive letters (C:\, D:\, etc.)
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drive, _ = os.path.splitdrive(normalized)
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if drive:
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raise ValueError("Absolute paths with drive letters are not allowed")
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# Security check 4: Reject absolute paths (/, //server/share, etc.)
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if os.path.isabs(normalized):
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raise ValueError("Absolute paths are not allowed")
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# Security check 5: Build candidate path under safe_root and fully resolve it.
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joined = os.path.join(str(safe_root), normalized)
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resolved_candidate = os.path.realpath(joined)
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# Security check 6: Validate candidate is within safe_root (prevent path traversal)
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candidate_path = Path(resolved_candidate)
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# Reconstruct from trusted safe_root so the returned path is root-derived.
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return safe_root / candidate_path.relative_to(safe_root)
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joined = safe_root / normalized
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return safe_resolve_path(joined, safe_root)
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except (OSError, ValueError) as exc:
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raise ValueError(f"Invalid path outside of allowed root: {user_input}") from exc
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@@ -203,8 +174,7 @@ def main():
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except ValueError as e:
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st.warning(str(e))
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return
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# job_path is validated by _safe_resolve() above
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if job_path.exists(): # nosec B614 – path validated by _safe_resolve
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if job_path.exists():
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render_job_summary(job_path, safe_root, is_root=is_root_job)
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else:
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st.warning(f"Job folder not found: {job_folder}")
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@@ -15,6 +15,7 @@ from typing import Any
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import streamlit as st
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from rdagent.app.rl.ui.config import EventType
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from rdagent.core.utils import safe_resolve_path
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from rdagent.log.storage import FileStorage
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@@ -76,11 +77,10 @@ def extract_stage(tag: str) -> str:
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def get_valid_sessions(log_folder: Path, safe_root: Path | None = None) -> list[str]:
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"""Get list of valid session directories, optionally validating against a safe root."""
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if safe_root is not None:
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root_real = os.path.realpath(str(safe_root.expanduser()))
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folder_real = os.path.realpath(str(log_folder.expanduser()))
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if not (folder_real == root_real or folder_real.startswith(root_real + os.sep)):
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try:
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log_folder = safe_resolve_path(log_folder, safe_root)
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except ValueError:
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return []
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log_folder = Path(folder_real) # nosec B614 — path validated against safe_root via realpath above
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if not log_folder.exists():
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return []
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@@ -245,13 +245,11 @@ def parse_event(tag: str, content: Any, timestamp: datetime) -> Event | None:
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@st.cache_data(ttl=300, hash_funcs={Path: str})
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def load_session(log_path: Path, safe_root: Path | None = None) -> Session:
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"""Load events into hierarchical session structure, optionally validating against safe root."""
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# Validate path is within safe_root if provided
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if safe_root is not None:
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root_real = os.path.realpath(str(safe_root.expanduser()))
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path_real = os.path.realpath(str(log_path.expanduser()))
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if not (path_real == root_real or path_real.startswith(root_real + os.sep)):
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try:
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log_path = safe_resolve_path(log_path, safe_root)
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except ValueError:
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return Session()
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log_path = Path(path_real) # nosec B614 — path validated against safe_root via realpath above
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session = Session()
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@@ -9,6 +9,8 @@ from pathlib import Path
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import pandas as pd
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import streamlit as st
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from rdagent.core.utils import safe_resolve_path
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def is_valid_task(task_path: Path) -> bool:
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"""Check if directory is a valid RL task (has __session__ subdirectory)"""
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@@ -62,14 +64,10 @@ def get_loop_status(task_path: Path, loop_id: int) -> tuple[str, bool | None]:
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def _validate_job_path(job_path: Path, safe_root: Path) -> Path:
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"""Resolve and validate that job_path stays within safe_root."""
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resolved_root = safe_root.expanduser().resolve()
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resolved_job = job_path.expanduser().resolve()
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try:
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# Reconstruct from trusted root so the returned path is root-derived.
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return resolved_root / resolved_job.relative_to(resolved_root)
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return safe_resolve_path(job_path, safe_root)
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except ValueError:
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raise ValueError(f"Job path is outside allowed root {resolved_root}")
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raise ValueError(f"Job path is outside allowed root {safe_root}")
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def get_max_loops(job_path: Path, safe_root: Path | None = None) -> int:
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@@ -54,7 +54,8 @@ def get_ds_env(
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ValueError: If the env_type is not recognized.
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"""
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conf = DSCoderCoSTEERSettings()
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assert conf_type in ["kaggle", "mlebench"], f"Unknown conf_type: {conf_type}"
|
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if conf_type not in ["kaggle", "mlebench"]:
|
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raise ValueError(f"Unknown conf_type: {conf_type}")
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|
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if conf.env_type == "docker":
|
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env_conf = DSDockerConf() if conf_type == "kaggle" else MLEBDockerConf()
|
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@@ -79,7 +80,8 @@ def get_clear_ws_cmd(stage: Literal["before_training", "before_inference"] = "be
|
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"""
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Clean the files in workspace to a specific stage
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"""
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assert stage in ["before_training", "before_inference"], f"Unknown stage: {stage}"
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if stage not in ["before_training", "before_inference"]:
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raise ValueError(f"Unknown stage: {stage}")
|
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if DS_RD_SETTING.enable_model_dump and stage == "before_training":
|
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cmd = "rm -r submission.csv scores.csv models trace.log"
|
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else:
|
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@@ -13,7 +13,7 @@ File structure
|
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|
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from pathlib import Path
|
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|
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from jinja2 import Environment, StrictUndefined
|
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from jinja2 import Environment, StrictUndefined, select_autoescape
|
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|
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from rdagent.app.data_science.conf import DS_RD_SETTING
|
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from rdagent.components.coder.CoSTEER.evaluators import (
|
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@@ -88,7 +88,7 @@ class EnsembleMultiProcessEvolvingStrategy(MultiProcessEvolvingStrategy):
|
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code_spec = workspace.file_dict["spec/ensemble.md"]
|
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else:
|
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test_code = (
|
||||
Environment(undefined=StrictUndefined)
|
||||
Environment(undefined=StrictUndefined, autoescape=select_autoescape())
|
||||
.from_string((DIRNAME / "eval_tests" / "ensemble_test.txt").read_text())
|
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.render(
|
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model_names=[
|
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|
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@@ -2,7 +2,7 @@ import json
|
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import re
|
||||
from pathlib import Path
|
||||
|
||||
from jinja2 import Environment, StrictUndefined
|
||||
from jinja2 import Environment, StrictUndefined, select_autoescape
|
||||
|
||||
from rdagent.app.data_science.conf import DS_RD_SETTING
|
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from rdagent.components.coder.CoSTEER.evaluators import (
|
||||
@@ -55,7 +55,7 @@ class EnsembleCoSTEEREvaluator(CoSTEEREvaluator):
|
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fname = "test/ensemble_test.txt"
|
||||
test_code = (DIRNAME / "eval_tests" / "ensemble_test.txt").read_text()
|
||||
test_code = (
|
||||
Environment(undefined=StrictUndefined)
|
||||
Environment(undefined=StrictUndefined, autoescape=select_autoescape())
|
||||
.from_string(test_code)
|
||||
.render(
|
||||
model_names=[
|
||||
|
||||
@@ -41,7 +41,8 @@ class ModelCoSTEEREvaluator(CoSTEEREvaluator):
|
||||
final_feedback="This task has failed too many times, skip implementation.",
|
||||
final_decision=False,
|
||||
)
|
||||
assert isinstance(target_task, ModelTask)
|
||||
if not isinstance(target_task, ModelTask):
|
||||
raise TypeError(f"Expected ModelTask, got {type(target_task)}")
|
||||
|
||||
# NOTE: Use fixed input to test the model to avoid randomness
|
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batch_size = 8
|
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@@ -50,7 +51,8 @@ class ModelCoSTEEREvaluator(CoSTEEREvaluator):
|
||||
input_value = 0.4
|
||||
param_init_value = 0.6
|
||||
|
||||
assert isinstance(implementation, ModelFBWorkspace)
|
||||
if not isinstance(implementation, ModelFBWorkspace):
|
||||
raise TypeError(f"Expected ModelFBWorkspace, got {type(implementation)}")
|
||||
model_execution_feedback, gen_np_array = implementation.execute(
|
||||
batch_size=batch_size,
|
||||
num_features=num_features,
|
||||
@@ -59,7 +61,8 @@ class ModelCoSTEEREvaluator(CoSTEEREvaluator):
|
||||
param_init_value=param_init_value,
|
||||
)
|
||||
if gt_implementation is not None:
|
||||
assert isinstance(gt_implementation, ModelFBWorkspace)
|
||||
if not isinstance(gt_implementation, ModelFBWorkspace):
|
||||
raise TypeError(f"Expected ModelFBWorkspace, got {type(gt_implementation)}")
|
||||
_, gt_np_array = gt_implementation.execute(
|
||||
batch_size=batch_size,
|
||||
num_features=num_features,
|
||||
|
||||
@@ -24,7 +24,8 @@ class UndirectedNode(Node):
|
||||
super().__init__(content, label, embedding)
|
||||
self.neighbors: set[UndirectedNode] = set()
|
||||
self.appendix = appendix # appendix stores any additional information
|
||||
assert isinstance(content, str), "content must be a string"
|
||||
if not isinstance(content, str):
|
||||
raise TypeError("content must be a string")
|
||||
|
||||
def add_neighbor(self, node: UndirectedNode) -> None:
|
||||
self.neighbors.add(node)
|
||||
@@ -96,7 +97,8 @@ class Graph(KnowledgeBase):
|
||||
APIBackend().create_embedding(input_content=contents[i : i + size]),
|
||||
)
|
||||
|
||||
assert len(nodes) == len(embeddings), "nodes' length must equals embeddings' length"
|
||||
if len(nodes) != len(embeddings):
|
||||
raise ValueError("nodes' length must equal embeddings' length")
|
||||
for node, embedding in zip(nodes, embeddings):
|
||||
node.embedding = embedding
|
||||
return nodes
|
||||
@@ -252,7 +254,8 @@ class UndirectedGraph(Graph):
|
||||
|
||||
"""
|
||||
min_nodes_count = 2
|
||||
assert len(nodes) >= min_nodes_count, "nodes length must >=2"
|
||||
if len(nodes) < min_nodes_count:
|
||||
raise ValueError("nodes length must >=2")
|
||||
intersection = None
|
||||
|
||||
for node in nodes:
|
||||
|
||||
@@ -4,6 +4,7 @@ import functools
|
||||
import importlib
|
||||
import json
|
||||
import multiprocessing as mp
|
||||
import os
|
||||
import pickle
|
||||
import random
|
||||
from collections.abc import Callable
|
||||
@@ -208,3 +209,13 @@ def cache_with_pickle(hash_func: Callable, post_process_func: Callable | None =
|
||||
return cache_wrapper
|
||||
|
||||
return cache_decorator
|
||||
|
||||
|
||||
def safe_resolve_path(user_path: Path, safe_root: Path | None = None) -> Path:
|
||||
if safe_root is not None:
|
||||
root_real = os.path.realpath(str(safe_root.expanduser()))
|
||||
path_real = os.path.realpath(str(user_path.expanduser())) # nosec B614 — validated against safe_root below
|
||||
if not (path_real == root_real or path_real.startswith(root_real + os.sep)):
|
||||
raise ValueError(f"Path {user_path} resolves to {path_real}, outside allowed root {safe_root}")
|
||||
return Path(path_real)
|
||||
return user_path.expanduser().resolve()
|
||||
|
||||
@@ -30,6 +30,7 @@ from rdagent.log.utils import (
|
||||
extract_loopid_func_name,
|
||||
is_valid_session,
|
||||
)
|
||||
from rdagent.core.utils import safe_resolve_path
|
||||
from rdagent.oai.backend.litellm import LITELLM_SETTINGS
|
||||
from rdagent.oai.llm_utils import APIBackend
|
||||
|
||||
@@ -232,7 +233,13 @@ def workspace_win(workspace, cmp_workspace=None, cmp_name="last code."):
|
||||
if target_folder.strip() == "":
|
||||
st.warning("Please enter a valid folder path.")
|
||||
else:
|
||||
target_folder_path = Path(target_folder).resolve() # nosec B614 — local UI, user explicitly chooses save location
|
||||
safe_root = Path(UI_SETTING.trace_folder).expanduser().resolve()
|
||||
safe_root.mkdir(parents=True, exist_ok=True)
|
||||
try:
|
||||
target_folder_path = safe_resolve_path(Path(target_folder), safe_root)
|
||||
except ValueError:
|
||||
st.warning(f"Path must be within {safe_root}. Saving to default location.")
|
||||
target_folder_path = safe_root
|
||||
target_folder_path.mkdir(parents=True, exist_ok=True)
|
||||
for filename, content in workspace.file_dict.items():
|
||||
save_path = target_folder_path / Path(filename).name
|
||||
|
||||
@@ -36,16 +36,18 @@ def get_agent_model() -> OpenAIChatModel:
|
||||
|
||||
"""
|
||||
backend = APIBackend()
|
||||
assert isinstance(backend, LiteLLMAPIBackend), "Only LiteLLMAPIBackend is supported"
|
||||
if not isinstance(backend, LiteLLMAPIBackend):
|
||||
raise TypeError("Only LiteLLMAPIBackend is supported")
|
||||
|
||||
compl_kwargs = backend.get_complete_kwargs()
|
||||
|
||||
selected_model = compl_kwargs["model"]
|
||||
|
||||
_, custom_llm_provider, _, _ = get_llm_provider(selected_model)
|
||||
assert (
|
||||
custom_llm_provider in PROVIDER_TO_ENV_MAP
|
||||
), f"Provider {custom_llm_provider} not supported. Please add it into `PROVIDER_TO_ENV_MAP`"
|
||||
if custom_llm_provider not in PROVIDER_TO_ENV_MAP:
|
||||
raise ValueError(
|
||||
f"Provider {custom_llm_provider} not supported. Please add it into `PROVIDER_TO_ENV_MAP`"
|
||||
)
|
||||
prefix = PROVIDER_TO_ENV_MAP[custom_llm_provider]
|
||||
api_key = os.getenv(f"{prefix}_API_KEY", None)
|
||||
api_base = os.getenv(f"{prefix}_API_BASE", None)
|
||||
|
||||
@@ -7,8 +7,10 @@ from sklearn.metrics import roc_auc_score
|
||||
def prepare_for_auroc_metric(submission: pd.DataFrame, answers: pd.DataFrame, id_col: str, target_col: str) -> dict:
|
||||
|
||||
# Answers checks
|
||||
assert id_col in answers.columns, f"answers dataframe should have an {id_col} column"
|
||||
assert target_col in answers.columns, f"answers dataframe should have a {target_col} column"
|
||||
if id_col not in answers.columns:
|
||||
raise InvalidSubmissionError(f"answers dataframe should have an {id_col} column")
|
||||
if target_col not in answers.columns:
|
||||
raise InvalidSubmissionError(f"answers dataframe should have a {target_col} column")
|
||||
|
||||
# Submission checks
|
||||
if id_col not in submission.columns:
|
||||
|
||||
@@ -1,7 +1,8 @@
|
||||
from pathlib import Path
|
||||
|
||||
# Check if our submission file exists
|
||||
assert Path("submission.csv").exists(), "Error: submission.csv not found"
|
||||
if not Path("submission.csv").exists():
|
||||
raise FileNotFoundError("Error: submission.csv not found")
|
||||
|
||||
submission_lines = Path("submission.csv").read_text().splitlines()
|
||||
test_lines = Path("submission_test.csv").read_text().splitlines()
|
||||
|
||||
@@ -22,7 +22,8 @@ def prepare_for_metric(submission: pd.DataFrame, answers: pd.DataFrame) -> dict:
|
||||
if "price" not in submission.columns:
|
||||
raise InvalidSubmissionError("Submission DataFrame must contain 'price' columns.")
|
||||
|
||||
assert "price" in answers.columns, "Answers DataFrame must contain 'price' columns."
|
||||
if "price" not in answers.columns:
|
||||
raise InvalidSubmissionError("Answers DataFrame must contain 'price' columns.")
|
||||
|
||||
if len(submission) != len(answers):
|
||||
raise InvalidSubmissionError("Submission must be the same length as the answers.")
|
||||
|
||||
@@ -1,7 +1,8 @@
|
||||
from pathlib import Path
|
||||
|
||||
# Check if our submission file exists
|
||||
assert Path("submission.csv").exists(), "Error: submission.csv not found"
|
||||
if not Path("submission.csv").exists():
|
||||
raise FileNotFoundError("Error: submission.csv not found")
|
||||
|
||||
submission_lines = Path("submission.csv").read_text().splitlines() # 自动生成的
|
||||
test_lines = Path("submission_test.csv").read_text().splitlines() # test.csv
|
||||
|
||||
+6
-5
@@ -25,11 +25,12 @@ def prepare(raw: Path, public: Path, private: Path):
|
||||
new_test.to_csv(public / "test.csv", index=False)
|
||||
|
||||
# Checks
|
||||
assert new_test.shape[1] == 12, "Public test set should have 12 columns"
|
||||
assert new_train.shape[1] == 13, "Public train set should have 13 columns"
|
||||
assert len(new_train) + len(new_test) == len(
|
||||
old_train
|
||||
), "Length of new_train and new_test should equal length of old_train"
|
||||
if new_test.shape[1] != 12:
|
||||
raise AssertionError("Public test set should have 12 columns")
|
||||
if new_train.shape[1] != 13:
|
||||
raise AssertionError("Public train set should have 13 columns")
|
||||
if len(new_train) + len(new_test) != len(old_train):
|
||||
raise AssertionError("Length of new_train and new_test should equal length of old_train")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
|
||||
@@ -35,7 +35,8 @@ def select(X: pd.DataFrame) -> pd.DataFrame:
|
||||
class KGModelFeatureSelectionCoder(Developer[KGModelExperiment]):
|
||||
def develop(self, exp: KGModelExperiment) -> KGModelExperiment:
|
||||
target_model_type = exp.sub_tasks[0].model_type
|
||||
assert target_model_type in KG_SELECT_MAPPING
|
||||
if target_model_type not in KG_SELECT_MAPPING:
|
||||
raise ValueError(f"target_model_type {target_model_type} not in KG_SELECT_MAPPING")
|
||||
if len(exp.experiment_workspace.data_description) == 1:
|
||||
code = (
|
||||
Environment(undefined=StrictUndefined) # nosec B701 — renders Python code templates, not HTML; autoescape would corrupt code
|
||||
|
||||
@@ -241,6 +241,7 @@ class StrategyBuilder:
|
||||
if data.get("status") == "success" and data.get("ic") is not None:
|
||||
factors.append(data)
|
||||
except Exception:
|
||||
logger.warning("Failed to load factor file %s", f, exc_info=True)
|
||||
continue
|
||||
|
||||
# Sort by absolute IC
|
||||
|
||||
@@ -30,7 +30,8 @@ def _build_execute_calls(exp: QlibFactorExperiment, base_feature_workspaces: lis
|
||||
execute_calls = []
|
||||
|
||||
if exp.sub_tasks:
|
||||
assert isinstance(exp.prop_dev_feedback, CoSTEERMultiFeedback)
|
||||
if not isinstance(exp.prop_dev_feedback, CoSTEERMultiFeedback):
|
||||
raise TypeError("exp.prop_dev_feedback must be of type CoSTEERMultiFeedback")
|
||||
execute_calls.extend(
|
||||
(implementation.execute, ("All",))
|
||||
for implementation, feedback in zip(exp.sub_workspace_list, exp.prop_dev_feedback)
|
||||
|
||||
@@ -4,7 +4,7 @@ import shutil
|
||||
from pathlib import Path
|
||||
|
||||
import pandas as pd
|
||||
from jinja2 import Environment, StrictUndefined
|
||||
from jinja2 import Environment, StrictUndefined, select_autoescape
|
||||
|
||||
from rdagent.components.coder.factor_coder.config import FACTOR_COSTEER_SETTINGS
|
||||
from rdagent.utils.env import QTDockerEnv
|
||||
@@ -21,14 +21,16 @@ def generate_data_folder_from_qlib():
|
||||
entry=f"python generate.py",
|
||||
)
|
||||
|
||||
assert (Path(__file__).parent / "factor_data_template" / "intraday_pv_all.h5").exists(), (
|
||||
"intraday_pv_all.h5 is not generated. It means rdagent/scenarios/qlib/experiment/factor_data_template/generate.py is not executed correctly. Please check the log: \n"
|
||||
+ execute_log
|
||||
)
|
||||
assert (Path(__file__).parent / "factor_data_template" / "intraday_pv_debug.h5").exists(), (
|
||||
"intraday_pv_debug.h5 is not generated. It means rdagent/scenarios/qlib/experiment/factor_data_template/generate.py is not executed correctly. Please check the log: \n"
|
||||
+ execute_log
|
||||
)
|
||||
if not (Path(__file__).parent / "factor_data_template" / "intraday_pv_all.h5").exists():
|
||||
raise FileNotFoundError(
|
||||
"intraday_pv_all.h5 is not generated. It means rdagent/scenarios/qlib/experiment/factor_data_template/generate.py is not executed correctly. Please check the log: \n"
|
||||
+ execute_log
|
||||
)
|
||||
if not (Path(__file__).parent / "factor_data_template" / "intraday_pv_debug.h5").exists():
|
||||
raise FileNotFoundError(
|
||||
"intraday_pv_debug.h5 is not generated. It means rdagent/scenarios/qlib/experiment/factor_data_template/generate.py is not executed correctly. Please check the log: \n"
|
||||
+ execute_log
|
||||
)
|
||||
|
||||
Path(FACTOR_COSTEER_SETTINGS.data_folder).mkdir(parents=True, exist_ok=True)
|
||||
shutil.copy(
|
||||
@@ -67,7 +69,7 @@ def get_file_desc(p: Path, variable_list=[]) -> str:
|
||||
"""
|
||||
p = Path(p)
|
||||
|
||||
JJ_TPL = Environment(undefined=StrictUndefined).from_string(""" # nosec B701 — renders plain text description, not HTML; autoescape not applicable
|
||||
JJ_TPL = Environment(undefined=StrictUndefined, autoescape=select_autoescape()).from_string("""
|
||||
# {{file_name}}
|
||||
|
||||
## File Type
|
||||
|
||||
@@ -77,6 +77,7 @@ def count_valid_factors() -> int:
|
||||
if data.get("status") == "success" and data.get("ic") is not None:
|
||||
count += 1
|
||||
except Exception:
|
||||
logger.warning("Failed to load factor file %s", json_file, exc_info=True)
|
||||
continue
|
||||
|
||||
return count
|
||||
|
||||
@@ -9,7 +9,7 @@ from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
import yaml
|
||||
from jinja2 import Environment, FunctionLoader, StrictUndefined
|
||||
from jinja2 import Environment, FunctionLoader, StrictUndefined, select_autoescape
|
||||
|
||||
from rdagent.core.conf import RD_AGENT_SETTINGS
|
||||
from rdagent.log import rdagent_logger as logger
|
||||
@@ -38,7 +38,8 @@ def load_content(uri: str, caller_dir: Path | None = None, ftype: str = "yaml")
|
||||
caller_dir = get_caller_dir(upshift=1)
|
||||
# Parse the URI
|
||||
path_part, *yaml_trace = uri.split(":")
|
||||
assert len(yaml_trace) <= 1, f"Invalid uri {uri}, only one yaml trace is allowed."
|
||||
if len(yaml_trace) > 1:
|
||||
raise ValueError(f"Invalid uri {uri}, only one yaml trace is allowed.")
|
||||
yaml_trace = [key for yt in yaml_trace for key in yt.split(".")]
|
||||
|
||||
# load file_path with priorities.
|
||||
@@ -126,7 +127,7 @@ class RDAT:
|
||||
# loader=FunctionLoader(load_conent) is for supporting grammar like below.
|
||||
# `{% include "scenarios.data_science.share:component_spec.DataLoadSpec" %}`
|
||||
rendered = (
|
||||
Environment(undefined=StrictUndefined, loader=FunctionLoader(load_content))
|
||||
Environment(undefined=StrictUndefined, loader=FunctionLoader(load_content), autoescape=select_autoescape())
|
||||
.from_string(self.template)
|
||||
.render(**context)
|
||||
.strip("\n")
|
||||
|
||||
@@ -30,7 +30,8 @@ def wait_retry(
|
||||
>>> counter
|
||||
2
|
||||
"""
|
||||
assert retry_n > 0, "retry_n should be greater than 0"
|
||||
if retry_n <= 0:
|
||||
raise ValueError("retry_n should be greater than 0")
|
||||
|
||||
def decorator(f: Callable[..., ASpecificRet]) -> Callable[..., ASpecificRet]:
|
||||
def wrapper(*args: Any, **kwargs: Any) -> ASpecificRet:
|
||||
|
||||
Reference in New Issue
Block a user