Commit Graph

33 Commits

Author SHA1 Message Date
Xu Yang 6b212f1655 some small refinement (#156) 2024-08-02 19:06:21 +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
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
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
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
WinstonLiyt 2b7837b774 Optimized log output. (#104)
Optimized log output.
2024-07-24 17:06:52 +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
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
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