Commit Graph

52 Commits

Author SHA1 Message Date
you-n-g 7fc53940fd feat: Dynamic scenario based on task (#392)
* OAI api

* more comments

* llm utils

* RD-Framework for dynamic scen

* remove useless code

* auto lint

* fix dynamic scennario

* Add parameter

* auto lint

* remove abstractmethod

* fix lint
2024-09-29 18:43:17 +08:00
you-n-g 7b865c3337 fix: cache (#383)
* fix: cache

* update cache

* fix

* Fix lint
2024-09-29 12:07:36 +08:00
you-n-g 346261c1ac fix: partial bug in bench (#368)
* Add more log

* Fix eval

* update

* keep ratio <= 1

* feat: cache exception (#369)

* 0 instead of NaN

* remove unused evaluators

* save gen_factor_l_all_rounds

* black reformat

* cache exception

---------

Co-authored-by: Tim <illking@foxmail.com>
2024-09-29 09:59:54 +08:00
WinstonLiyt a885f9cfdc fix a bug in code costeer (#373) 2024-09-28 03:55:41 +08:00
Tim 0705e52d7d fix undefined error (#363) 2024-09-27 10:42:12 +08:00
Tim b93f034b19 feat: Modify FactorRowCountEvaluator and FactorIndexEvaluator to return the ratio (#328)
* remove AttributeError caused by select_threshold

* develop with ground truth

* raise exception for eval_case

* Revert "develop with ground truth"

This reverts commit e68c136588685476f32a3c3696a6a33deb47acc5.

* Modify FactorRowCountEvaluator and FactorIndexEvaluator to return the ratio

* reformatted by black

* Set the threshold for FactorIndexEvaluator to 0.99

* Apply suggestions from code review

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

* geometric mean for format_succ_rate

* no need to check when similarity is high enough

* black reformat

---------

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2024-09-27 09:34:55 +08:00
Xu Yang 28dd0a0471 fix: revert model and make SOTA model available to COSTEER (#351)
* revert model and make SOTA model available to COSTEER

* fix CI

* fix CI

* fix CI
2024-09-26 17:54:45 +08:00
Xu Yang e343a29c75 avoid_generating_more_column_than_data (#332) 2024-09-25 16:41:08 +08:00
Xu Yang 67167041e7 align local data folder and kaggle data folder to store mid result (#314) 2024-09-24 17:01:33 +08:00
Xu Yang 1e905dd426 revert: Revert feat: Factor Implement Search Enhancement (#294) (#305)
* Revert "feat: Factor Implement Search Enhancement (#294)"

This reverts commit 4ecf25f0acf2389a172b14d3dab20895daf2ab89.

* fix CI
2024-09-24 12:27:59 +08:00
you-n-g 1f06e5c3cf fix: refactor Bench (#302)
* refactor for better bench

* autolint

* add cmd

* lint
2024-09-23 19:53:05 +08:00
Xu Yang 003b067499 feat: Initial version if Graph RAG in KAGGLE scenario (#301)
* Initial version if Graph RAG in KAGGLE scenario

* fix CI

* fix a small bug

* fix CI

* fix CI

* fix CI
2024-09-23 19:32:01 +08:00
cyncyw 972bb2d99f feat: Factor Implement Search Enhancement (#294)
* Search enhancement

* refactor: reorganize imports for consistency with isort

* reformatterd by black

---------

Co-authored-by: Tim <illking@foxmail.com>
2024-09-23 15:24:26 +08:00
Xu Yang 597b8a37f9 fix: improve_execution_time_in_kaggle_loop (#279)
* improve_execution_time_in_kaggle_loop

* fix CI

* fix CI

* fix CI
2024-09-20 12:07:13 +08:00
you-n-g ca4e7e928b fix: support seed and fix absolute path (#278)
* fix: support seed and fix absolute path

* Absolute path

* lint
2024-09-19 22:03:33 +08:00
Xu Yang 48c227a2e0 fix: update new feature engineering code format (#272)
* update new feature engineering code format

* fix CI
2024-09-19 12:56:48 +08:00
you-n-g 204580bc52 fix: actively raised errors aer also considered as negative feedback. (#268) 2024-09-18 11:40:54 +08:00
WinstonLiyt 542d41aef4 feat: fix some bugs and add original features' description (#259)
* init a scenario for kaggle feature engineering

* fix some bugs and add original features' description

* refine the process of data downloading

* fix a error

* revert the code

* fix a bug in feedback

* fix a ci bug

* fix a ci bug
2024-09-12 00:30:16 +08:00
Xu Yang 68d47e1f1f feat: Kaggle loop update (Feature & Model) (#241)
* Init todo

* Evaluation & dataset

* Generate new data

* dataset generation

* add the result

* Analysis

* Factor update

* Updates

* Reformat analysis.py

* CI fix

* Revised Preprocessing & Supported Random Forest

* Revised to support three models with feature

* Further revised prompts

* Slight Revision

* docs: update contributors (#230)

* Revised to support three models with feature

* Further revised prompts

* Slight Revision

* feat: kaggle model and feature (#238)

* update first version code

* make hypothesis_gen and experiment_builder fit for both feature and model

* feat: continue kaggle feature and model coder (#239)

* use qlib docker to run qlib models

* feature coder ready

* model coder ready

* fix CI

* finish the first round of runner (#240)

* Optimized the factor scenario and added the front-end.

* fix a small bug

* fix a typo

* update the kaggle scenario

* delete model_template folder

* use experiment to run data preprocess script

* add source data to scenarios

* minor fix

* minor bug fix

* train.py debug

* fixed a bug in train.py and added some TODOs

* For Debugging

* fix two small bugs in based_exp

* fix some bugs

* update preprocess

* fix a bug in preprocess

* fix a bug in train.py

* reformat

* Follow-up

* fix a bug in train.py

* fix a bug in workspace

* fix a bug in feature duplication

* fix a bug in feedback

* fix a bug in preprocessed data

* fix a bug om feature engineering

* fix a ci error

* Debugged & Connected

* Fixed error on feedback & added other fixes

* fix CI errors

* fix a CI bug

* fix: fix_dotenv_error (#257)

* fix_dotenv_error

* format with isort

* Update rdagent/app/cli.py

---------

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* chore(main): release 0.2.1 (#249)

Release-As: 0.2.1

* init a scenario for kaggle feature engineering

* delete error codes

* Delete rdagent/app/kaggle_feature/conf.py

---------

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: Xisen-Wang <xisen_application@163.com>
Co-authored-by: Haotian Chen <113661982+Hytn@users.noreply.github.com>
Co-authored-by: WinstonLiye <1957922024@qq.com>
Co-authored-by: WinstonLiyt <104308117+WinstonLiyt@users.noreply.github.com>
Co-authored-by: Linlang <30293408+SunsetWolf@users.noreply.github.com>
2024-09-11 15:26:52 +08:00
Tim e9eb22742a check if gen_df is None (#216) 2024-08-20 12:27:13 +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
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
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 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
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
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
Xu Yang 82a2a5d5b4 refine the graph model interface (#136) 2024-07-30 19:38:37 +08:00
Linlang c7cfd397ca 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 45b7a169fe Fix two small bugs. (#121)
* Fix two small bugs.
2024-07-26 11:00:21 +08:00
Linlang 0b9d3046bf fix mypy error (#91)
* fix mypy error

* fix mypy error

* fix ruff error

* change command

* delete python 3.8&3.9 from CI

* change command

* Some modifications according to the comments

* Add literal type

* Update .github/workflows/ci.yml

* Some modifications according to the comments

* fix ruff error

* fix meta dict

* Fix type

* Some modifications according to the comments

* merge latest code

* Some modifications according to the comments

* Some modifications according to the comments

* fix ci error

* fix ruff error

* Update Makefile

* Update Makefile

---------

Co-authored-by: Ubuntu <debug@debug.qjtqi00gqezu1eqs55bqdrf51f.px.internal.cloudapp.net>
Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2024-07-25 15:20:04 +08:00
WinstonLiyt 8500eba02a 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
XianBW a27b44fbbc 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 444a773259 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 b3c57d9881 Fix import bug 2024-07-19 09:20:27 +00:00
Linlang ae2aa6e9b4 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
Xu Yang 74bc047615 reject any implementation failed in one column and format check 2024-07-18 17:39:11 +08:00
Xu Yang 08eb29ca3b add_logger_to_factor_and_fix_a_small_bug_in_factor_runner (#85) 2024-07-18 17:00:41 +08:00
WinstonLiyt 9029c4c801 fix_some_errors_when_debug_factor (#84)
* update all code

* update
2024-07-18 15:01:07 +08:00
WinstonLiyt 79476a992e Fix two minor bugs related to factor extraction. 2024-07-17 07:45:51 +00:00
Xu Yang d5a6a08210 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 9d7aa09f54 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 9b7d035b3f fix a small bug in evaluators.py 2024-07-16 15:47:04 +08:00
Xu Yang d36a316509 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 e6be18932d enable debug data and all data in config 2024-07-15 10:23:32 +00:00
Xu Yang c4f5bd2f18 fix a small bug 2024-07-15 09:40:40 +00:00
Xu Yang 601fb0186e help yuante on the final version of data code 2024-07-15 08:28:34 +00:00
WinstonLiyt 033589bbe0 String together the entire factor process 2024-07-11 11:24:41 +00:00
WinstonLiyt f84e90525e fix based_experiments bug 2024-07-11 09:06:52 +00:00