Commit Graph

68 Commits

Author SHA1 Message Date
Linlang 9dd35307a1 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
you-n-g 085c115961 fix: package dependency. (#234)
* fix package

* fix lint
2024-08-31 20:35:04 +08:00
TPLin22 9a792cc21e 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
Tim b71adbbc0f check if gen_df is None (#216) 2024-08-20 12:27:13 +08:00
WinstonLiyt f9cd22e05c 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 007b632497 fix: fix quick start problem (#191)
* all update code

* fix a small bug
2024-08-09 12:58:34 +08:00
Xu Yang 8c83317528 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 60e09c3a53 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
Tim 7e4820cabf 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
Xu Yang 0933eb2948 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 987cfc723e fix: first round app folder cleaning (#166)
* first round app folder cleaning

* fix CI
2024-08-05 18:11:23 +08:00
Xu Yang 4eca5fd8c0 use mp to execute all feature and fix a small bug in config (#157) 2024-08-03 10:17:01 +08:00
Xu Yang 38e97dbd81 some small refinement (#156) 2024-08-02 19:06:21 +08:00
Xisen Wang 84d957a615 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 c6bf4e5015 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 060f569720 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 bb18db0a24 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
you-n-g dd4f46e209 fix: fix pickle problem (#140)
* fix pickle problem

* CI

* CI

* CI

* CI

* CI
2024-08-01 14:56:03 +08:00
Xisen Wang 0accbe258b 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 345f91b708 refine the graph model interface (#136) 2024-07-30 19:38:37 +08:00
cyncyw 6e8f912968 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 dbbec2ffaf 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 1b4e98a752 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 7ec13c4087 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
Linlang faa2fb03ad 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 a4fa000862 Fix two small bugs. (#121)
* Fix two small bugs.
2024-07-26 11:00:21 +08:00
cyncyw a82222d077 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 25fb571a0f 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 571b5304cb 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
you-n-g 0a4ac992e2 Agent Infra (#107)
* Agent Infra

* Update test/utils/test_agent_infra.py
2024-07-25 11:15:22 +08:00
Xisen Wang 3205975d61 Merge branch 'main' into Continous-Update-Branch 2024-07-25 11:00:55 +08:00
Xisen-Wang 202ea4a566 Unified ModelTask structure 2024-07-24 11:33:04 +00:00
Xisen-Wang 509b4d7745 Revised relevant code to enable graph input 2024-07-24 09:14:20 +00:00
you-n-g c707a40073 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 226a0470ac 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
Xisen-Wang 95474d01aa Further Revision on Prompts 2024-07-23 12:01:52 +00:00
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