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feat: Remove redundant 'key steps' section in frontend scene display. (#169)

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* Fixed some bugs introduced during refactoring.

* fix a minor bug

* build factor source data (price and volumns) from qlib if no source data is provided by the user (#168)

* Fixed some bugs introduced during refactoring.

* fix a small bug

* fix a small bug

* Remove redundant 'key steps' section in frontend scene display.

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Co-authored-by: Xu Yang <peteryang@vip.qq.com>
This commit is contained in:
WinstonLiyt
2024-08-06 11:07:10 +08:00
committed by GitHub
parent 4037dc821a
commit bbb4a1c41e
2 changed files with 0 additions and 46 deletions
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rdagent/scenarios/qlib/experiment/factor_experiment.py
-25
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@@ -49,31 +49,6 @@ class QlibFactorScenario(Scenario):
The demo showcases the iterative process of hypothesis generation, knowledge construction, and decision-making. It highlights how financial factors evolve through continuous feedback and refinement.
#### Key Steps
1. **Hypothesis Generation**
- Generate and propose initial hypotheses based on data and domain knowledge.
2. **Factor Creation**
- Develop, define, and implement new financial factors.
- Test these factors to gather empirical results.
3. **Factor Validation**
- Quantitatively validate the newly created factors.
4. **Backtesting with Qlib**
| **Dataset** | **Model** | **Factors** |
|------------------|-------------|----------------|
| 📊 CSI300 | 🤖 LGBModel | 🌟 Alpha158 Plus|
5. **Feedback Analysis**
- Analyze backtest results.
- Incorporate feedback to refine hypotheses.
6. **Hypothesis Refinement**
- Refine hypotheses based on feedback and repeat the process.
#### [Automated R&D](#_rdloops)
- **[R (Research)](#_research)**
rdagent/scenarios/qlib/experiment/factor_from_report_experiment.py
-21
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@@ -23,27 +23,6 @@ class QlibFactorFromReportScenario(QlibFactorScenario):
This demo showcases the process of extracting factors from financial research reports, implementing these factors, and analyzing their performance through Qlib backtesting, continually expanding and refining the factor library.
#### Key Steps
1. **Hypothesis Generation**
- Generate and propose initial hypotheses based on insights from financial reports.
2. **Factor Creation**
- Develop, define, and codify new financial factors derived from the reports.
- Conduct empirical tests to evaluate these factors.
3. **Factor Validation**
- Quantitatively validate the newly created factors.
4. **Backtesting with Qlib**
| **Dataset** | **Model** | **Factors** |
|------------------|-------------|----------------|
| 📊 CSI300 | 🤖 LGBModel | 🌟 Alpha158 Plus|
5. **Feedback Analysis**
- Analyze backtest results.
- Incorporate feedback to refine and enhance the factor hypotheses.
#### [Automated R&D](#_rdloops)
- **[R (Research)](#_research)**