Commit Graph

60 Commits

Author SHA1 Message Date
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
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
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
Xisen Wang b9385f28a1 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 7b31f735d9 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
you-n-g b1e2386400 Support special step customization (#123)
* Support special step customization

* lint
2024-07-26 14:29:19 +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
cyncyw 0079a8b4e0 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 7bcb67f372 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
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 2b7837b774 Optimized log output. (#104)
Optimized log output.
2024-07-24 17:06:52 +08:00
you-n-g 2d4e9c41fc 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 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
you-n-g 2192ec1b1f Support run one step for debugging (#99) 2024-07-23 19:00:59 +08:00
Xisen Wang a11e2eb497 Merge pull request #97 from microsoft/recover-branch-xisen-3
Further Optimisation For Model
2024-07-23 17:19:17 +08:00
you-n-g f75b5d3ef5 Workflow Support Loading and saving sessions (#98)
* Successfully logging the trace

* Start debugging & Add policy file

* Support loading sessions

* Add docs

* Add tqdm
2024-07-23 16:37:41 +08:00
Xisen-Wang 4596388814 Further Optimised Kwargs & Confs 2024-07-23 06:32:26 +00:00
WinstonLiyt a7e433cc21 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 0daa7e064b Fix a small bug in file reading. 2024-07-22 14:40:14 +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
Xisen Wang 26db33c75f 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 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
you-n-g 4b0ea172d2 Update rdagent/app/qlib_rd_loop/RDAgent.py 2024-07-18 18:33:31 +08:00
Xisen-Wang c75300e7cb Revised all prompts 2024-07-18 09:42:55 +00:00
Xisen-Wang 35bb3b7e4d Trying 2024-07-18 09:42:55 +00:00
Xu Yang 08eb29ca3b add_logger_to_factor_and_fix_a_small_bug_in_factor_runner (#85) 2024-07-18 17:00:41 +08:00
you-n-g 1dbeebe6c4 Model run with logger (#79) 2024-07-17 17:29:39 +08:00
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
Xu Yang c9346a9377 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 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 7a1abab73f re-commit 2024-07-11 08:49:37 +00:00
Xu Yang b4ba69dacc model proposal first version (#61)
* init code

* first version of model proposal
2024-07-11 10:50:34 +08:00
Xu Yang 22e1aa3330 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 a2f461cc81 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 f2745c3cc0 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 f2bd3355f6 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 4cb57b8f19 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
XianBW b1826e0450 adjust new core classes for CI (#43)
* add README for CI tool
* adjust new core classes for CI
2024-07-03 16:34:47 +08:00
Xu Yang 33f3dd921b 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 b796b90cce 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 43cb4a564b 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