Commit Graph

32 Commits

Author SHA1 Message Date
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
XianBW 3803216a7f Demo with some base windows (#88)
* add TabsWindow, LLMWindow

* add TraceWindow logics

* fix annotation for TabsWindow __init__

* add factor tasks table

* finish base qlib factor tasks trace

* add readme for webview ui
2024-07-22 12:58:09 +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
Young 8c600f42ae Fix import bug 2024-07-19 09:20:27 +00:00
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
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
Xu Yang b470618509 reject any implementation failed in one column and format check 2024-07-18 17:39:11 +08:00
Xu Yang a9cb50f3c4 add_logger_to_factor_and_fix_a_small_bug_in_factor_runner (#85) 2024-07-18 17:00:41 +08:00
WinstonLiyt 03e26e55ff fix_some_errors_when_debug_factor (#84)
* update all code

* update
2024-07-18 15:01:07 +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
WinstonLiyt f4e1975b3d fix a small bug in evaluators.py 2024-07-16 15:47:04 +08:00
Xu Yang 5096af6319 Reject the factor code if factor is not daily in COSTEER coder (#73)
* when not build from docker file we allow user not provide the dockerfile path

* Reject the factor code if factor is not daily in COSTEER coder
2024-07-16 11:37:38 +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 bc758a67df fix a small bug 2024-07-15 09:40:40 +00:00
Xu Yang 1ed2f655b9 help yuante on the final version of data code 2024-07-15 08:28:34 +00:00
WinstonLiyt 2bd2ad3896 String together the entire factor process 2024-07-11 11:24:41 +00:00
Xu Yang d29a57692b Fix a bug when proposing model ideas using factor as key words (#63) 2024-07-11 18:02:51 +08:00
WinstonLiyt 4e0fae2f04 fix based_experiments bug 2024-07-11 09:06:52 +00:00
Xu Yang b1ddba388a model proposal first version (#61)
* init code

* first version of model proposal
2024-07-11 10:50:34 +08:00
Xu Yang 720994c8e0 Implement model (and some factor) coder with evolving (#52)
* store code into FBImplementation

* fix path related bugs

* fix a bug

* fix factor related small bugs

* re-submit all model related code

* new code to model coder

* finish the model evolving code

---------

Co-authored-by: xuyang1 <xuyang1@microsoft.com>
2024-07-10 15:45:43 +08:00
Xisen Wang 7350d9aa1f refine core to store experiment results and hypothesis feedback (#55)
* Update proposal.py

Completed The HypothesisFeedback Class.

* refine the core code

---------

Co-authored-by: xuyang1 <xuyang1@microsoft.com>
2024-07-09 17:31:35 +08:00
Xu Yang 1d9b4cd2ec Align factor coder into new framework (#47)
* use CoSTEER as component name

* rename factorimplementation to avoid confusion

* rename modelimplementation

* align benchmark and evolving evaluators

* add scenario to evaluator init function

* rename all factorimplementationknowledge in CoSTEER

* remove all scenario related information in component

* remove useless code

---------

Co-authored-by: xuyang1 <xuyang1@microsoft.com>
2024-07-05 17:42:00 +08:00
Xu Yang f61453fbb1 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

---------

Co-authored-by: xuyang1 <xuyang1@microsoft.com>
2024-07-04 15:56:14 +08:00
Xu Yang d88ddc0c1c Build model class inheritance (#44)
* update all code

* fix a typo

---------

Co-authored-by: xuyang1 <xuyang1@microsoft.com>
2024-07-03 17:42:07 +08:00
Xu Yang 1b31bcd2c2 refine class design and inheritance first version code (#41)
* refine class design and inheritance first version code

* fix all typos

---------

Co-authored-by: xuyang1 <xuyang1@microsoft.com>
2024-07-02 17:58:37 +08:00
Xinjie Shen b2fb104108 Pdf2 model task (#33)
* add needed dependency

* add extract_model_and_implement pipeline

* add merge_file_to_model_dict_to_model_dict

* implement `rdagent\app\model_implementation\eval.py`

* Running benchmark

* refine import

---------

Co-authored-by: Young <afe.young@gmail.com>
2024-06-30 23:31:00 +08:00
Xu Yang 6b626eb56d New Framework for idea proposal and implementation on RD-Agent (#34)
* Commit init framework

* Co-authored-by: Yuante Li (FESCO Adecco Human Resources) <v-yuanteli@microsoft.com>
Co-authored-by: XianBW <XianBW@users.noreply.github.com>

* add an import

* refine the whole framework

* benchmark related framework

* fix black and isort errors

* move requirements to folder

* fix black again

---------

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: xuyang1 <xuyang1@microsoft.com>
2024-06-28 11:45:23 +08:00