Commit Graph

167 Commits

Author SHA1 Message Date
WinstonLiyt 4771e5b644 feat: Remove redundant 'key steps' section in frontend scene display. (#169)
* 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.

---------

Co-authored-by: Xu Yang <peteryang@vip.qq.com>
2024-08-06 11:07:10 +08:00
Xu Yang 0933eb2948 build factor source data (price and volumns) from qlib if no source data is provided by the user (#168) 2024-08-05 21:01:59 +08:00
WinstonLiyt 420dbbe584 feat: Added QlibFactorFromReportScenario and improved the report-factor loop. (#161)
* Optimize factor hypothesis prompt

* Optimize the factor feedback prompt.

* Improve the prompts in feedback(factor).

* change some prompts

* Added QlibFactorFromReportScenario and improved the report-factor loop.

* reformat

* reformat

* reformat

* reformat
2024-08-05 14:12:05 +08:00
WinstonLiyt b1ae3e113c fix: optimize some prompts in factor loop. (#158)
* Optimize factor hypothesis prompt

* Optimize the factor feedback prompt.

* Improve the prompts in feedback(factor).

* change some prompts
2024-08-03 21:34:15 +08:00
Xu Yang 4eca5fd8c0 use mp to execute all feature and fix a small bug in config (#157) 2024-08-03 10:17:01 +08:00
WinstonLiyt 317ad89599 fix: fix some small bugs in report-factor loop (#152)
* Init todo

* update all code

* update

* Extract factors from financial reports loop finished

* Fix two small bugs.

* Delete rdagent/app/qlib_rd_loop/run_script.sh

* Minor mod

* Delete rdagent/app/qlib_rd_loop/nohup.out

* Fix a small bug in file reading.

* some updates

* Update the detailed process and prompt of factor loop.

* Evaluation & dataset

* Optimize the prompt for generating hypotheses and feedback in the factor loop.

* Generate new data

* dataset generation

* Performed further optimizations on the factor loop and report extraction loop, added log handling for both processes, and implemented a screenshot feature for report extraction.

* Update rdagent/components/coder/factor_coder/CoSTEER/evaluators.py

* Update package.txt for fitz.

* add the result

* Performed further optimizations on the factor loop and report extraction loop, added log handling for both processes, and implemented a screenshot feature for report extraction. (#100) (#102)

- Performed further optimizations on the factor loop and report extraction loop.
- Added log handling for both processes.
- Implemented a screenshot feature for report extraction.

* Analysis

* Optimized log output.

* Factor update

* A draft of the "Quick Start" section for README

* Add scenario descriptions.

* Updates

* Adjust content

* Enable logging of backtesting in Qlib and store rich-text descriptions in Trace. Support one-step debugging for factor extraction.

* Reformat analysis.py

* CI fix

* Refactor

* remove useless code

* fix bugs (#111)

* Fix two small bugs.

* Fix a merge bug.

* Fix two small bugs.

* fix some bugs.

* Fix some format bugs.

* Restore a file.

* Fix a format bug.

* draft renew of evaluators

* fix a small bug.

* fix a small bug

* Support Factor Report Loop

* Update framework for extracting factors from research reports.

* Refactor report-based factor extraction and fix minor bugs.

* fix a small bug of log.

* change some prompts

* improve factor_runner

* fix a small bug

* change some prompts

* cancel some comments

* cancel some comments and fix some bugs

* fix some bugs in factor from reports loop

---------

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
Co-authored-by: Taozhi Wang <taozhi.mark.wang@gmail.com>
Co-authored-by: Suhan Cui <51844791+SH-Src@users.noreply.github.com>
2024-08-02 17:14:12 +08:00
Xisen Wang 84d957a615 feat: Uploaded Documentation, Updated Prompts & Some Code for model demo (#144)
* Added three new keys on hypothesis reasoning

* Updated two scenario rich text

* Uploaded Documentation & Further Improved Demo of Models

* Add docs

---------

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2024-08-02 16:22:06 +08:00
WinstonLiyt c6bf4e5015 fix: Comprehensive update to factor extraction. (#143)
* Init todo

* update all code

* update

* Extract factors from financial reports loop finished

* Fix two small bugs.

* Delete rdagent/app/qlib_rd_loop/run_script.sh

* Minor mod

* Delete rdagent/app/qlib_rd_loop/nohup.out

* Fix a small bug in file reading.

* some updates

* Update the detailed process and prompt of factor loop.

* Evaluation & dataset

* Optimize the prompt for generating hypotheses and feedback in the factor loop.

* Generate new data

* dataset generation

* Performed further optimizations on the factor loop and report extraction loop, added log handling for both processes, and implemented a screenshot feature for report extraction.

* Update rdagent/components/coder/factor_coder/CoSTEER/evaluators.py

* Update package.txt for fitz.

* add the result

* Performed further optimizations on the factor loop and report extraction loop, added log handling for both processes, and implemented a screenshot feature for report extraction. (#100) (#102)

- Performed further optimizations on the factor loop and report extraction loop.
- Added log handling for both processes.
- Implemented a screenshot feature for report extraction.

* Analysis

* Optimized log output.

* Factor update

* A draft of the "Quick Start" section for README

* Add scenario descriptions.

* Updates

* Adjust content

* Enable logging of backtesting in Qlib and store rich-text descriptions in Trace. Support one-step debugging for factor extraction.

* Reformat analysis.py

* CI fix

* Refactor

* remove useless code

* fix bugs (#111)

* Fix two small bugs.

* Fix a merge bug.

* Fix two small bugs.

* fix some bugs.

* Fix some format bugs.

* Restore a file.

* Fix a format bug.

* draft renew of evaluators

* fix a small bug.

* fix a small bug

* Support Factor Report Loop

* Update framework for extracting factors from research reports.

* Refactor report-based factor extraction and fix minor bugs.

* fix a small bug of log.

* change some prompts

* improve factor_runner

* fix a small bug

* change some prompts

* cancel some comments

* cancel some comments and fix some bugs

---------

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
Co-authored-by: Taozhi Wang <taozhi.mark.wang@gmail.com>
Co-authored-by: Suhan Cui <51844791+SH-Src@users.noreply.github.com>
2024-08-02 15:04:49 +08:00
Xu Yang 060f569720 feat: filter feature which is high correlation to former implemented features (#145)
* filter feature which is high correlation to former implemented features

* use multiprocessing to calculate IC and some minor fix
2024-08-02 14:41:17 +08:00
WinstonLiyt abe923ea84 Fix a small bug in the hypothesis prompts. 2024-08-01 14:15:43 +08:00
Xisen Wang 0accbe258b Added three new keys on hypothesis reasoning (#138)
* Added three new keys on hypothesis reasoning

* Updated two scenario rich text
2024-08-01 10:53:37 +08:00
XianBW dbbec2ffaf New Structure Demo (#120)
better demo
---------

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: Taozhi Wang <taozhi.mark.wang@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
Co-authored-by: cyncyw <47289405+taozhiwang@users.noreply.github.com>
2024-07-30 17:23:05 +08:00
Xisen Wang 1b4e98a752 Checking general demo (#126)
* Init todo

* Evaluation & dataset

* Generate new data

* dataset generation

* add the result

* Analysis

* Factor update

* Updates

* Reformat analysis.py

* CI fix

* Further Optimised Model Workflow by Incorporating Feedbacks on Exp Task Card

* Rebasing To build the extraction & implementation demo

* Revised for clean code

* Revised further to show "Knowledge"

* Revised to make model_research_copilot better

* Further Optimised Model Workflow by Incorporating Feedbacks on Exp Task Card

* Rebasing To build the extraction & implementation demo

* Revised for clean code

* Revised further to show "Knowledge"

* Revised to make model_research_copilot better

---------

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: Taozhi Wang <taozhi.mark.wang@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
Co-authored-by: cyncyw <47289405+taozhiwang@users.noreply.github.com>
2024-07-30 15:47:21 +08:00
WinstonLiyt 7ec13c4087 Fix some minor bugs caused by version changes. (#128)
Fix some minor bugs caused by version changes.
2024-07-29 18:02:17 +08:00
Linlang faa2fb03ad CI checks that can be automatically repaired (#119)
* fix isort & black & toml-sort & sphinx error

* fix ci error

* fix ci error

* add comments

* Update Makefile

* change sphinx build command

* add auto-lint

* add black args

* format with black

* Auto Linting document

* fix ci error

---------

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
Co-authored-by: Young <afe.young@gmail.com>
2024-07-26 12:12:16 +08:00
WinstonLiyt a4fa000862 Fix two small bugs. (#121)
* Fix two small bugs.
2024-07-26 11:00:21 +08:00
cyncyw a82222d077 Benchmark (#114)
* Init todo

* Evaluation & dataset

* Generate new data

* dataset generation

* add the result

* Analysis

* Factor update

* Updates

* Reformat analysis.py

* CI fix

---------

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2024-07-25 18:22:57 +08:00
WinstonLiyt 25fb571a0f A draft of the "Quick Start" section for your README. Enable logging of backtesting in Qlib and store rich-text descriptions in Trace. Support one-step debugging for factor extraction. (#105)
- A draft of the "Quick Start" section for your README. 
- Enable logging of backtesting in Qlib and store rich-text descriptions in Trace. 
- Support one-step debugging for factor extraction.
2024-07-25 08:43:13 +00:00
Xisen Wang 33a3e3b1af Update model_experiment.py by adding scenario rich-text description
- Updated relevant description
2024-07-25 15:45:26 +08:00
Xisen Wang 3205975d61 Merge branch 'main' into Continous-Update-Branch 2024-07-25 11:00:55 +08:00
Xisen-Wang 202ea4a566 Unified ModelTask structure 2024-07-24 11:33:04 +00:00
Xisen-Wang 86d954775a Revised to enable logging of backtesting in Qlib & storing of rich-text-description in Trace 2024-07-24 10:26:06 +00:00
WinstonLiyt 67e858125a Remove an absolute path.
Remove an absolute path.
2024-07-24 18:20:15 +08:00
WinstonLiyt 068292f749 Optimized log output. (#104)
Optimized log output.
2024-07-24 17:06:52 +08:00
you-n-g c707a40073 Data mining (#103)
* scen

* scen2

* app

* fix

* Simplify workflow

* We can share more code in new scenarios

* rename model to rd loop

* Optimize data path

* Update rdagent/app/data_mining/model.py

* Add TODO

* Support GPU

* gpu

---------

Co-authored-by: SH-Src <suhan.c@outlook.com>
2024-07-24 16:56:27 +08:00
WinstonLiyt 226a0470ac Performed further optimizations on the factor loop and report extraction loop, added log handling for both processes, and implemented a screenshot feature for report extraction. (#100)
- Performed further optimizations on the factor loop and report extraction loop.
- Added log handling for both processes.
- Implemented a screenshot feature for report extraction.
2024-07-24 12:15:56 +08:00
Xisen-Wang 95474d01aa Further Revision on Prompts 2024-07-23 12:01:52 +00:00
Xisen Wang 44169507b2 Merge pull request #97 from microsoft/recover-branch-xisen-3
Further Optimisation For Model
2024-07-23 17:19:17 +08:00
Xisen-Wang 81fe304127 Further Optimised Kwargs & Confs 2024-07-23 06:32:26 +00:00
WinstonLiyt 7220d33668 Update the detailed process and prompt of factor loop. (#96)
Update the detailed process and prompt of factor loop.
2024-07-22 18:18:08 +08:00
WinstonLiyt c17244a317 Extract factors from financial reports loop finished. (#90)
- Extract factors from financial reports loop finished.

- Fix some small bugs.
2024-07-20 12:31:40 +08:00
Xisen-Wang 068277fc12 Revised Prompts Again For Feedback 2024-07-19 09:09:17 +00:00
you-n-g 4f558b8203 Update Dockerfile (#87) 2024-07-19 15:25:30 +08:00
Xisen Wang a59ab982c9 Merge pull request #86 from microsoft/recover-branch-xisen-3
Model Optimisation Update 

After optimization, the rd agent loop for model in the qlib scenario should now work.
2024-07-19 15:05:24 +08:00
Xisen Wang 9b8081836b Update prompts.yaml
- Fixed a typo
2024-07-19 15:03:59 +08:00
Xisen Wang 89afe914e8 Update Dockerfile 2024-07-19 14:59:45 +08:00
Linlang 276b462f40 Fix ruff error1 (#81)
* fix_ruff_error1

* fix_ruff_error

* fix ruff error

* fix ruff error

* pass model.py

* rename exception class

* rename exception class

* rename func name generate_feedback

* remove prepare args

* optimize code

* optimize code

* fix code error
2024-07-18 22:36:04 +08:00
Xisen-Wang 82c00d8507 Revised all prompts 2024-07-18 09:42:55 +00:00
Xisen-Wang ee486e9d2d Trying 2024-07-18 09:42:55 +00:00
WinstonLiyt 03e26e55ff fix_some_errors_when_debug_factor (#84)
* update all code

* update
2024-07-18 15:01:07 +08:00
Xu Yang 201845f4ad use json mode to extract factors since gpt-4o has no json bug (#82) 2024-07-17 17:51:31 +08:00
you-n-g 9f89511be6 Model run with logger (#79) 2024-07-17 17:29:39 +08:00
WinstonLiyt f1df54d58f Fix two minor bugs related to factor extraction. 2024-07-17 07:45:51 +00:00
Xu Yang e0a24fb46f Several update on the repo (see desc) (#76)
* ignore result csv file

* fix app scripts

* rename taskgenerator to developer and generate to develop

* fix a config bug in coder

* fix a small bug in factor coder evaluators

* remove a single logger in factor coder evaluators

* fix a small bug in model coder main.py

* rename Implementation to Workspace

* move the prepare the inject_code into FBWorkspace to align all the behavior

* fix a small bug in model feedback

* remove debug lines for multi processing and simplify evaluators multi proc

* add a copy function to workspace to freeze the workspace && add config prefix to speed up debugging

* make hypothesisgen a abc class

* use Qlib***Experiment

* fix a small bug

* rename Imp to Ws

* rename sub_implementations to sub_workspace_list

* fix a bug in feedback not presented as content in prompts

* move proposal pys to proposal folder

* reformat the folder

* align factor and model qlib workspace and use template to handle the workspace

* add a filter to evoagent to filter out false evo

* align multi_proc_n into RDAGENT seeting

* handle when runner gets empty experiment

* fix logger merge remaining problems

* fix black and isort automatically
2024-07-17 15:00:13 +08:00
XianBW eee2b3c56a adjust logging system (#51)
* remove ruff comment in log.py

* change log framework and fix llm_utils.py's logs

* Some thoughts for logging

* fix SingletonMeta's definition, maintain an instance dict for each class that inherits it

* adjust log codes directory, add some tag for factor implementation logging

* Update rdagent/core/conf.py

* fix factor task app & log

* fix log import

* Streamlet framework

* fix log tag to path logic

* Add todos

* Add example in docstring

* add log tag for llm_utils.py

* Capture lost content

---------

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2024-07-16 20:35:42 +08:00
Xu Yang be2c19307e first version of model runner and model feedback (#70)
* Implemented model.py

- Need to run within the RDAgent folder (relevant path)
- Each time copy a template & insert code & run qlib & store result back to experiment

* Create model.py

* Create conf.yaml

This is the sample conf.yaml to be copied each time.

This has gone several times of iteration and is now working for both tabular and Time-Series data.

* Create read_exp.py

This is to read the results within Qlib

* Create ReadMe.md

* Update model.py

* Create test_model.py

A testing file that separates model code generation and running&feedback section.

* move the template folder

* help xisen finish the model runner

* help xisen fix improve model feedback generation

* delete debug file

* rename readme.md

---------

Co-authored-by: Xisen Wang <118058822+Xisen-Wang@users.noreply.github.com>
2024-07-16 10:33:53 +08:00
Xu Yang 93362ba747 enable debug data and all data in config 2024-07-15 10:23:32 +00:00
Xu Yang ef0dc083a8 Merge branch 'main' into ytli_update 2024-07-15 10:12:32 +00:00
Xu Yang b63c7804ef add a comment for GPU support 2024-07-15 10:08:20 +00:00
Xisen Wang 0e3448119a Update feedback.py
- Deleted one printing
2024-07-15 17:20:04 +08:00