Commit Graph

161 Commits

Author SHA1 Message Date
Linlang de8e310d6b feat: add collect info (#233)
* add collect info

* fix isort error

* optimize code

* fix black error

* Update rdagent/app/cli.py

* Modify the code according to the comments

* fix isort error

* add docker info

* docs: update contributors (#230)

* fix: package dependency. (#234)

* fix package

* fix lint

* docs: Update development.rst (#235)

* feat: add cross validation for kaggle scenario (#236)

* update cross validation for kaggle scenario

* CI Issues

* delete useless file

* CI issues

* docs: Update README.md (#245)

* docs: refine the README (#244)

* init a scenario for kaggle feature engineering

* update the readme

* Delete rdagent/app/kaggle_feature/conf.py

* update some pictures

* Delete rdagent/app/kaggle_feature/model.py

* change a photo

* add pics to docs

* update the readme

* update the README

* for a try

* for another try

* change the style of the pictures in readme

* fix a small bug

* update the readme and the docs

* update the docs

* fix a typo

* change a website url

* change some styles

* fix a typo

* change the size of the logo

* change two urls

* Update README.md

* Update README.md

* Update README.md

* Update README.md

---------

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>

* move the component to other files

* last container

* optimize rdagent info

* format with isort

* format with black

* format_with_black

* fix pip error

* format with isort

* change requirements

* fix pip error

* fix_pip_error

* fix pip error

* format with black

* fix pip error

---------

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
Co-authored-by: Haotian Chen <113661982+Hytn@users.noreply.github.com>
Co-authored-by: Haoran Pan <167847254+TPLin22@users.noreply.github.com>
Co-authored-by: Way2Learn <118058822+Xisen-Wang@users.noreply.github.com>
Co-authored-by: WinstonLiyt <104308117+WinstonLiyt@users.noreply.github.com>
Co-authored-by: Young <afe.young@gmail.com>
2024-09-07 12:37:08 +08:00
Linlang a8f1fc939c test: add test import (#242)
* add test import

* format with isort

* format with black

* merge main

* fix pytest error

* fix pytest error

* fix pytest error

* fix pytest error

* format with black

* fix pytest error

* fix pytest error

* fix pytest error

* fix pytest error

* fix pytest error

* format with isort

* Exclude entrance

* Add offline test

* auto-lint

* update coverage rate

---------

Co-authored-by: Young <afe.young@gmail.com>
2024-09-06 17:18:52 +08:00
WinstonLiyt 55256295c0 docs: refine the README (#244)
* init a scenario for kaggle feature engineering

* update the readme

* Delete rdagent/app/kaggle_feature/conf.py

* update some pictures

* Delete rdagent/app/kaggle_feature/model.py

* change a photo

* add pics to docs

* update the readme

* update the README

* for a try

* for another try

* change the style of the pictures in readme

* fix a small bug

* update the readme and the docs

* update the docs

* fix a typo

* change a website url

* change some styles

* fix a typo

* change the size of the logo

* change two urls

* Update README.md

* Update README.md

* Update README.md

* Update README.md

---------

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
2024-09-06 15:39:41 +08:00
Haoran Pan 261fcfb19a feat: add cross validation for kaggle scenario (#236)
* update cross validation for kaggle scenario

* CI Issues

* delete useless file

* CI issues
2024-09-01 17:41:05 +08:00
you-n-g 44d06c2f2c fix: package dependency. (#234)
* fix package

* fix lint
2024-08-31 20:35:04 +08:00
WinstonLiyt 3c6415f85a feat: piloting of the framework (#227)
* Initial template

* Updated a bit on the framework

* Revised to enable feat training

* Fixed Accuracy

* fixed mcc

* change some files for feature

* update some logics in feat eng

* update some codes

* update some codes

* Revised further to successfully completed a cycle

* Revised further

* Delete two CSVs

* fix some ci errors

---------

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: Xisen-Wang <xisen_application@163.com>
2024-08-27 17:27:11 +08:00
Way2Learn 089b45b3e1 feat: update model_experiment.py to support basic EDA (#220)
* Update model_experiment.py to support basic eda

It looks into the data first before the proposal.

* Update model_experiment.py

Revised linting

* Update model_experiment.py by fixing sorting order

* Update model_experiment.py for black linting

* Update model_experiment.py

* Update model_experiment.py

* Update model_experiment.py

* Update model_experiment.py

---------

Co-authored-by: WinstonLiyt <104308117+WinstonLiyt@users.noreply.github.com>
2024-08-26 16:38:49 +08:00
Tim 50236d10d6 fix: remove useless line (#177)
* Update Dockerfile

remove unused line

* specify a fixed version of scipy
2024-08-23 16:08:45 +08:00
TPLin22 89d4f92051 feat: support more models for kaggle scenario (#223)
* init commit for XGBoost

* fix some bugs

* CI issues

* CI issues

* CI issue

* edit prompts for kaggle scenario & fix some bugs

* Revised Prompts To Improve Performance on Model Type & Support of Random Forest

* edit prompts & modify evaluator.py to adapt to Kaggle scenario

* edit prompts

* fix some bugs

* CI issues

---------

Co-authored-by: Taozhi Wang <taozhi.mark.wang@gmail.com>
Co-authored-by: Xisen-Wang <xisen_application@163.com>
2024-08-23 15:13:50 +08:00
WinstonLiyt 28166fc4f5 fix: fix some bugs in llm calling (#217)
* fix some bugs in llm calling

* fix a CI error

* fix a small bug in kmeans group number choosing

* fix a ci bug
2024-08-21 16:48:09 +08:00
Xu Yang ce30936aca use sqlite to store session history and enable reproduction in k-means (#219) 2024-08-20 17:49:45 +08:00
Tim e9eb22742a check if gen_df is None (#216) 2024-08-20 12:27:13 +08:00
XianBW aa05ed87bf feat: add progress status for docker env (#215)
* add progress status for docker env
2024-08-19 19:10:30 +08:00
WinstonLiyt 44fd1563a2 feat: Added loop code for Kaggle scene. (#211)
* fuse all code into one commit

* remove container auto

* change remove method

* add kaggle env start

* change kaggle api

* change structure

* add crawler

* add requirements

* refeact the code

* delete mistaken codes

* merge docker settings and crawler

* add chrome install README for crawler usage

* Connect scen with Kaggle to download data

* Reformat some files to pass CI.

* fix some ci errors

* fix a ci error

* fix a ci error

---------

Co-authored-by: Bowen Xian <xianbowen@outlook.com>
2024-08-19 10:58:28 +08:00
Xu Yang 3ee9add2d2 add relevance check to quant factors (#210) 2024-08-15 18:52:37 +08:00
XianBW 4b084f394f feat: Demo display effect and usage (#162)
Demo changes
2024-08-09 20:40:16 +08:00
XianBW d82edc9c23 feat: change ui entry (#197)
change ui start cmd
2024-08-09 17:23:45 +08:00
WinstonLiyt a75c19b17c docs: Updated documentation for all the major scenarios. (#190)
* Fixed some bugs introduced during refactoring.

* update data_agent_fin_doc

* Updated documentation for the four major scenarios

* feat: remove pdfs and enable online pdf readings (#183)

* remove pdfs and enable online pdf readings

* update doc format

* use url as key

* feat: add entry for rdagent. (#187)

* Add entries

* update entry for rdagent

* lint

* fix typo

* docs: Demo links (#188)

add demo links

* fix: Fix a fail href in readme (#189)

* fix a ci bug

* doc

* feat: remove pdfs and enable online pdf readings (#183)

* remove pdfs and enable online pdf readings

* update doc format

* use url as key

* feat: add entry for rdagent. (#187)

* Add entries

* update entry for rdagent

* lint

* fix typo

* doc

* Updated documentation for med_model scenarios.

* fix a ci bug

---------

Co-authored-by: Xu Yang <peteryang@vip.qq.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
Co-authored-by: XianBW <36835909+XianBW@users.noreply.github.com>
Co-authored-by: SH-Src <suhan.c@outlook.com>
2024-08-09 13:27:33 +08:00
Xu Yang 05a3b67aa8 fix: fix quick start problem (#191)
* all update code

* fix a small bug
2024-08-09 12:58:34 +08:00
you-n-g e089456cac feat: add entry for rdagent. (#187)
* Add entries

* update entry for rdagent

* lint

* fix typo
2024-08-08 17:10:37 +08:00
Xu Yang 59c1ace8a2 feat: remove pdfs and enable online pdf readings (#183)
* remove pdfs and enable online pdf readings

* update doc format

* use url as key
2024-08-08 15:20:39 +08:00
WinstonLiyt 1280e681bb fix: Add framework handling for task coding failure. (#176)
* Add framework handling for task coding failure.

* fix a ci bug
2024-08-07 19:01:46 +08:00
Xisen Wang 473a4e9c02 doc: Update General Model Scenario Documentation (#173)
* Init todo

* Evaluation & dataset

* Generate new data

* dataset generation

* add the result

* Analysis

* Factor update

* Updates

* Reformat analysis.py

* CI fix

* Revised General Model Doc & Layout

* Update model_copilot_general.rst

* Update eval.py

* Update eval.py

* Update analysis.py

* Update eval_method.py

* Update model_copilot_general.rst to add configurations

---------

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>
Co-authored-by: WinstonLiyt <104308117+WinstonLiyt@users.noreply.github.com>
2024-08-06 17:44:10 +08:00
Xu Yang c3298a8939 put all the property in scenarios into local attribute to enable static scenario content (#175) 2024-08-06 17:07:01 +08:00
WinstonLiyt cdc93bf630 feat: Add description for scenario experiments. (#174)
* Fixed some bugs introduced during refactoring.

* Add description for scenario experiments.

* Update factor_from_report_w_sc.py

* fix some ci bugs.

* add @property to get_experiment_setting

* fix a ci error.
2024-08-06 16:03:40 +08:00
WinstonLiyt 0ebc07809b doc: Improved documentation for two factor scenarios. (#172)
* Fixed some bugs introduced during refactoring.

* Improved documentation for two factor scenarios.

* Update factor_from_report_w_sc.py

* Improved some details.
2024-08-06 14:28:48 +08:00
WinstonLiyt bbb4a1c41e 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
Tim 4037dc821a doc: add benchmark.rst (#153)
* add benchmark png

* Create benchmark.rst

* Update benchmark.rst

* Draft

* rename file

* add autopydantic_settings

* remove ignored file

* add example

* sort imports

* sort imports

* format code with black

---------

Co-authored-by: Young <afe.young@gmail.com>
2024-08-06 09:29:22 +08:00
WinstonLiyt 0a39b1631e fix: Fixed some bugs introduced during refactoring. (#167)
* 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

---------

Co-authored-by: Xu Yang <peteryang@vip.qq.com>
2024-08-05 21:48:24 +08:00
Xu Yang 2f5db22afc 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
Xu Yang 4618d59ec3 fix: first round app folder cleaning (#166)
* first round app folder cleaning

* fix CI
2024-08-05 18:11:23 +08:00
WinstonLiyt cf8feecb46 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
Suhan Cui c1c3bad15d fix: fix several bugs in data mining scenario (#147)
* fix

* ci

* demo
2024-08-05 13:28:50 +08:00
WinstonLiyt 7437a45160 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 ca39fcf320 use mp to execute all feature and fix a small bug in config (#157) 2024-08-03 10:17:01 +08:00
Xu Yang 6b212f1655 some small refinement (#156) 2024-08-02 19:06:21 +08:00
XianBW 99d12e2861 feat: streamlit webapp demo for different scenarios (#135)
add streamlit webapp demo & docs
2024-08-02 18:37:15 +08:00
WinstonLiyt 5f948ee4bc 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 23ccae68fe 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
cyncyw 3537109143 docs: Config Docs Update (#148)
* Add a table & factor debug

* Congfig setting

* Update env example and configuration list.

Also change api priority

* Add a TODO for the rst

* CI: shorter line

* Update docs/installation_and_configuration.rst

* Update docs/installation_and_configuration.rst

* Update links & standard config

* Add TODO

* Fix bug

* Update rdagent/oai/llm_utils.py

---------

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2024-08-02 15:49:58 +08:00
WinstonLiyt 363f616aae 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 515fb50ce2 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
Xu Yang ccfa54cea1 Fix a small bug in model value evaluation (#142)
* Value evaluation feedback not correct. We should give different feedback when target tensor or gt tensor is not available.

* fix CI
2024-08-01 18:08:23 +08:00
Suhan Cui c0413b7a6e Dm2 (#137)
* template

* train

* prompts

* ci

* ci

* ci
2024-08-01 15:00:40 +08:00
you-n-g b38cf35dcc fix: fix pickle problem (#140)
* fix pickle problem

* CI

* CI

* CI

* CI

* CI
2024-08-01 14:56:03 +08:00
WinstonLiyt 73d098eb78 Fix a small bug in the hypothesis prompts. 2024-08-01 14:15:43 +08:00
Xisen Wang 0a4bca5ffa 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
Xu Yang 82a2a5d5b4 refine the graph model interface (#136) 2024-07-30 19:38:37 +08:00
cyncyw f6dc1f4d3f Openai api & eval debug (#124)
* Openai api & eval debug


---------

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2024-07-30 18:06:48 +08:00
XianBW a2b96680dc 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