First version of factor idea proposal (#46)

* update all code

* save code

* update first version of factor proposal

* change a comment

* remove a useless comment

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Co-authored-by: xuyang1 <xuyang1@microsoft.com>

rdagent/app/qlib_rd_loop/factor.py

@@ -0,0 +1,38 @@
+"""
+TODO: Factor Structure RD-Loop
+"""
+
+# import_from
+from rdagent.app.qlib_rd_loop.conf import PROP_SETTING
+from rdagent.core.proposal import (
+    Experiment2Feedback,
+    Hypothesis2Experiment,
+    HypothesisGen,
+    HypothesisSet,
+    Trace,
+)
+from rdagent.core.task_generator import TaskGenerator
+from rdagent.core.utils import import_class
+
+scen = import_class(PROP_SETTING.scen)()
+
+hypothesis_gen: HypothesisGen = import_class(PROP_SETTING.hypothesis_gen)(scen)
+
+hypothesis2experiment: Hypothesis2Experiment = import_class(PROP_SETTING.hypothesis2experiment)()
+
+qlib_factor_coder: TaskGenerator = import_class(PROP_SETTING.qlib_factor_coder)()
+qlib_factor_runner: TaskGenerator = import_class(PROP_SETTING.qlib_factor_runner)()
+
+qlib_factor_summarizer: Experiment2Feedback = 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 = qlib_factor_coder.generate(exp)
+    exp = qlib_factor_runner.generate(exp)
+    feedback = qlib_factor_summarizer.summarize(exp)
+
+    trace.hist.append((hypothesis, exp, feedback))