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refine core to store experiment results and hypothesis feedback (#55)

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* Update proposal.py

Completed The HypothesisFeedback Class.

* refine the core code

---------

Co-authored-by: xuyang1 <xuyang1@microsoft.com>
This commit is contained in:
Xisen Wang
2024-07-09 17:31:35 +08:00
committed by GitHub
parent 5984ce22a6
commit a2f461cc81
9 changed files with 85 additions and 80 deletions
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rdagent/app/qlib_rd_loop/factor.py
+7 -10
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@@ -6,37 +6,34 @@ from dotenv import load_dotenv
load_dotenv(override=True)
# import_from
from rdagent.app.qlib_rd_loop.conf import PROP_SETTING
from rdagent.core.proposal import (
Experiment2Feedback,
Hypothesis2Experiment,
HypothesisExperiment2Feedback,
HypothesisGen,
HypothesisSet,
Trace,
)
from rdagent.core.task_generator import TaskGenerator
from rdagent.core.utils import import_class
scen = import_class(PROP_SETTING.scen)()
scen = import_class(PROP_SETTING.qlib_factor_scen)()
hypothesis_gen: HypothesisGen = import_class(PROP_SETTING.hypothesis_gen)(scen)
hypothesis_gen: HypothesisGen = import_class(PROP_SETTING.qlib_factor_hypothesis_gen)(scen)
hypothesis2experiment: Hypothesis2Experiment = import_class(PROP_SETTING.hypothesis2experiment)()
hypothesis2experiment: Hypothesis2Experiment = import_class(PROP_SETTING.qlib_factor_hypothesis2experiment)()
qlib_factor_coder: TaskGenerator = import_class(PROP_SETTING.qlib_factor_coder)(scen)
qlib_factor_runner: TaskGenerator = import_class(PROP_SETTING.qlib_factor_runner)(scen)
qlib_factor_summarizer: Experiment2Feedback = import_class(PROP_SETTING.qlib_factor_summarizer)()
qlib_factor_summarizer: HypothesisExperiment2Feedback = import_class(PROP_SETTING.qlib_factor_summarizer)()
trace = Trace(scen=scen)
hs = HypothesisSet(trace=trace)
for _ in range(PROP_SETTING.evolving_n):
hypothesis = hypothesis_gen.gen(trace)
exp = hypothesis2experiment.convert(hs)
exp = hypothesis2experiment.convert(hypothesis, trace)
exp = qlib_factor_coder.generate(exp)
exp = qlib_factor_runner.generate(exp)
feedback = qlib_factor_summarizer.summarize(exp)
feedback = qlib_factor_summarizer.generateFeedback(exp, hypothesis, trace)
trace.hist.append((hypothesis, exp, feedback))