Commit Graph

156 Commits

Author SHA1 Message Date
XianBW 99d12e2861 feat: streamlit webapp demo for different scenarios (#135)
add streamlit webapp demo & docs
2024-08-02 18:37:15 +08:00
you-n-g 0aa100d59a Update README.md (#155) 2024-08-02 18:27:10 +08:00
Linlang 8b600827da Add some of the badges (#149) 2024-08-02 18:15:05 +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
Linlang ebed373e74 fix: fix_release_ci_error (#150)
* fix_release_ci_error

* refining pr templates
2024-08-02 16:15:12 +08:00
cyncyw 3537109143 docs: Config Docs Update (#148)
* Add a table & factor debug

* Congfig setting

* Update env example and configuration list.

Also change api priority

* Add a TODO for the rst

* CI: shorter line

* Update docs/installation_and_configuration.rst

* Update docs/installation_and_configuration.rst

* Update links & standard config

* Add TODO

* Fix bug

* Update rdagent/oai/llm_utils.py

---------

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2024-08-02 15:49:58 +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
Linlang 8a07dd6df6 ci: change ci yml (#146)
* change ci yml

* add PULL_REQUEST_TEMPLATE

* change ci yml

* change ci yml

* Update .github/workflows/release.yml

* Update .github/workflows/release.yml

* Update .github/workflows/release.yml

---------

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2024-08-02 12:57:34 +08:00
you-n-g 3fb316bfbc update docs (#139)
* update docs

* Update README.md

* Update project_framework_introduction.rst

* fix pickle problem

* Update Doc &  paper

* Update docs

* Update rdagent/core/utils.py

* Update rdagent/components/coder/factor_coder/CoSTEER/knowledge_management.py
2024-08-01 18:21:48 +08:00
Xu Yang ccfa54cea1 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
Suhan Cui c0413b7a6e Dm2 (#137)
* template

* train

* prompts

* ci

* ci

* ci
2024-08-01 15:00:40 +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 7d02703981 add CELA disclaimer to README.md (#141)
* add CELA disclaimer to README.md

* Update README.md

* Update README.md
2024-08-01 14:44:19 +08:00
WinstonLiyt 73d098eb78 Fix a small bug in the hypothesis prompts. 2024-08-01 14:15:43 +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
you-n-g 2c1e1193be Update docs (#133)
* Update README.md

* Update README.md

* Update README.md

* Grammar fix

* Add consumption

* Update README.md

* Update README.md

* Update project_framework_introduction.rst

* Update README.md
2024-07-30 20:15:47 +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
Suhan Cui bcd71def6c Dm (#132) 2024-07-30 12:14:48 +08:00
Suhan Cui f2f4636a33 Dm (#131)
* template

* a
2024-07-30 11:38:02 +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
SH-Src a93981a111 update 2024-07-29 09:35:56 +00:00
Xu Yang 80622278bf Update fitz requirements 2024-07-29 13:04:33 +08:00
you-n-g b1e2386400 Support special step customization (#123)
* Support special step customization

* lint
2024-07-26 14:29:19 +08:00
you-n-g 0743588ef3 Fix loop bug (#122) 2024-07-26 13:47:50 +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
you-n-g 71d2f4adde loguru mypy error (#118) 2024-07-25 23:12:42 +08:00
you-n-g 8765f30352 Move package (#115) 2024-07-25 18:36:35 +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
you-n-g 2d661a5d66 fix record (#113)
* fix record

* fix type

* add loguru-mypy
2024-07-25 18:14:51 +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
Suhan Cui fae883a26f fix bugs (#111) 2024-07-25 08:42:46 +00:00
bowen xian 49260d12c1 fix new demo bugs 2024-07-25 08:06:15 +00:00
Xisen Wang 045bc3993b Merge pull request #109 from microsoft/update-qlib-model-scen-desc
Update model_experiment.py by adding scenario rich-text description
2024-07-25 15:46:04 +08:00
Xisen Wang 20738024c3 Update model_experiment.py by adding scenario rich-text description
- Updated relevant description
2024-07-25 15:45:26 +08:00
you-n-g 295ccf09b2 Update README.md (#108)
* Update README.md

* Update README.md
2024-07-25 15:35:47 +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
XianBW ef4437d2dc Demo (#101)
New demo windows structure
2024-07-25 14:14:12 +08:00
you-n-g 5fca696be8 Agent Infra (#107)
* Agent Infra

* Update test/utils/test_agent_infra.py
2024-07-25 11:15:22 +08:00
Xisen Wang fd2efcd47f Merge pull request #106 from microsoft/Continous-Update-Branch
Further Optimised Workflow, Enabled Graph Input, Stored rich-text-description, Logged Back-Testing, Enabled Concise_Hypothesis
2024-07-25 11:01:04 +08:00
Xisen Wang 26565d6dab Merge branch 'main' into Continous-Update-Branch 2024-07-25 11:00:55 +08:00
Xisen Wang a2734fd34a Update model_extraction_and_implementation.py 2024-07-24 19:36:37 +08:00
Xisen Wang 0af2ca8211 Update model_extraction_and_implementation.py 2024-07-24 19:36:15 +08:00
Xisen-Wang 25b5160185 Unified ModelTask structure 2024-07-24 11:33:04 +00:00
Xisen-Wang 0821fd4b8d Revised to enable logging of backtesting in Qlib & storing of rich-text-description in Trace 2024-07-24 10:26:06 +00:00