gavindiaz/NexQuant
1
0
Fork 0
mirror of https://github.com/NicolasBohn/NexQuant.git synced 2026-07-29 00:17:44 +00:00
Code Issues Packages Projects Releases Wiki Activity

enable debug data and all data in config

Browse Source
This commit is contained in:
Xu Yang
2024-07-15 10:23:32 +00:00
parent 5f40d60f2a
commit e6be18932d
6 changed files with 27 additions and 24 deletions
Download Patch File Download Diff File Expand all files Collapse all files
rdagent/components/coder/factor_coder/factor.py
+14 -12
View File
@@ -95,11 +95,11 @@ class FileBasedFactorImplementation(FBImplementation):
def prepare(self, *args, **kwargs):
self.workspace_path = Path(
FACTOR_IMPLEMENT_SETTINGS.file_based_execution_workspace,
FACTOR_IMPLEMENT_SETTINGS.factor_execution_workspace,
) / str(uuid.uuid4())
self.workspace_path.mkdir(exist_ok=True, parents=True)
def execute(self, store_result: bool = False) -> Tuple[str, pd.DataFrame]:
def execute(self, store_result: bool = False, data_type: str = "Debug") -> Tuple[str, pd.DataFrame]:
"""
execute the implementation and get the factor value by the following steps:
1. make the directory in workspace path
@@ -120,14 +120,10 @@ class FileBasedFactorImplementation(FBImplementation):
raise ValueError(self.FB_CODE_NOT_SET)
with FileLock(self.workspace_path / "execution.lock"):
if FACTOR_IMPLEMENT_SETTINGS.enable_execution_cache:
# NOTE: cache the result for the same code
target_file_name = md5_hash(self.code_dict["factor.py"])
cache_file_path = (
Path(FACTOR_IMPLEMENT_SETTINGS.implementation_execution_cache_location) / f"{target_file_name}.pkl"
)
Path(FACTOR_IMPLEMENT_SETTINGS.implementation_execution_cache_location).mkdir(
exist_ok=True, parents=True
)
# NOTE: cache the result for the same code and same data type
target_file_name = md5_hash(data_type + self.code_dict["factor.py"])
cache_file_path = Path(FACTOR_IMPLEMENT_SETTINGS.factor_cache_location) / f"{target_file_name}.pkl"
Path(FACTOR_IMPLEMENT_SETTINGS.factor_cache_location).mkdir(exist_ok=True, parents=True)
if cache_file_path.exists() and not self.raise_exception:
cached_res = pickle.load(open(cache_file_path, "rb"))
if store_result and cached_res[1] is not None:
@@ -137,8 +133,14 @@ class FileBasedFactorImplementation(FBImplementation):
if self.executed_factor_value_dataframe is not None:
return self.FB_FROM_CACHE, self.executed_factor_value_dataframe
source_data_path = Path(
FACTOR_IMPLEMENT_SETTINGS.file_based_execution_data_folder,
source_data_path = (
Path(
FACTOR_IMPLEMENT_SETTINGS.factor_data_folder_debug,
)
if data_type == "Debug"
else Path(
FACTOR_IMPLEMENT_SETTINGS.factor_data_folder,
)
)
source_data_path.mkdir(exist_ok=True, parents=True)