Commit Graph

68 Commits

Author SHA1 Message Date
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 d70292959e when not build from docker file we allow user not provide the dockerfile path (#72) 2024-07-16 11:21:34 +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

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Co-authored-by: Xisen Wang <118058822+Xisen-Wang@users.noreply.github.com>
2024-07-16 10:33:53 +08:00
Linlang 87212b0310 create_docs_framework (#66)
* Init from quick start

* optimize docs config

* add image

* optimize docs config

* complement file

* drop comments

* add ci

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Co-authored-by: Young <afe.young@gmail.com>
2024-07-15 20:17:12 +08:00
WinstonLiyt 848c10a8a5 Merge pull request #65 from microsoft/ytli_update
Completed and integrated the entire factor process
2024-07-15 18:58:30 +08:00
WinstonLiyt 0b250b93e9 Fix a bug. 2024-07-15 10:31:57 +00:00
Xu Yang e6be18932d enable debug data and all data in config 2024-07-15 10:23:32 +00:00
Xu Yang 5f40d60f2a Merge branch 'main' into ytli_update 2024-07-15 10:12:32 +00:00
Xu Yang b4d89b3094 add a comment for GPU support 2024-07-15 10:08:20 +00:00
Xu Yang c4f5bd2f18 fix a small bug 2024-07-15 09:40:40 +00:00
Xisen Wang 347a806f5b Merge pull request #68 from microsoft/update-feedback
Model Feedback Implementation Done | Future Todo: Redesign Prompts & Reformat, Rethink get_last_experiment_info, Raise Errors
2024-07-15 17:20:59 +08:00
Xisen Wang c5dedc832b Update feedback.py
- Deleted one printing
2024-07-15 17:20:04 +08:00
Xu Yang 7bc2d83e75 remove useless print command 2024-07-15 08:31:27 +00:00
Xu Yang b1f62a475c remove the new test file 2024-07-15 08:30:21 +00:00
Xu Yang 601fb0186e help yuante on the final version of data code 2024-07-15 08:28:34 +00:00
you-n-g 95f825f4bc Update rdagent/core/proposal.py 2024-07-15 11:58:41 +08:00
you-n-g a2de38462b Update rdagent/scenarios/qlib/task_generator/feedback.py 2024-07-15 11:58:36 +08:00
Xisen Wang eb1a17e13d Updated Trace class
- Updated get_last_experiment_info(), a very useful function that returns the information of last experiment (to be used in feedback generation).
2024-07-15 11:41:22 +08:00
Xisen Wang a0d94a142f Update QlibModelHypothesisExperiment2Feedback Class
- Implemented generateFeedback()
- Tested to be working
- Added conditional prompts to deal with "1st generation"
- Requires Trace class to have get_last_experiment_info
- Future Todo: Revise Prompts & Turn into YAML
2024-07-15 11:40:09 +08:00
WinstonLiyt 9cbb726389 Upload the configuration file for running Docker. 2024-07-12 05:32:00 +00:00
WinstonLiyt 6fb12fc753 Switch from local_env to Docker for running Qlib 2024-07-12 03:30:25 +00:00
WinstonLiyt 033589bbe0 String together the entire factor process 2024-07-11 11:24:41 +00:00
Xu Yang 812e3921da Fix a bug when proposing model ideas using factor as key words (#63) 2024-07-11 18:02:51 +08:00
WinstonLiyt f84e90525e fix based_experiments bug 2024-07-11 09:06:52 +00:00
WinstonLiyt 7a1abab73f re-commit 2024-07-11 08:49:37 +00:00
Linlang 903c1ed3f9 fix pytest localenv error (#62) 2024-07-11 12:13:42 +08:00
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

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Co-authored-by: xuyang1 <xuyang1@microsoft.com>
2024-07-10 15:45:43 +08:00
Linlang 63f7bf23da Add template for reading experiment (#48)
* Add template for reading experiment

* add code

* read latest exp

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Co-authored-by: Young <afe.young@gmail.com>
2024-07-09 20:49:51 +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

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Co-authored-by: xuyang1 <xuyang1@microsoft.com>
2024-07-09 17:31:35 +08:00
Linlang 5984ce22a6 Support LocalEnv (#53)
* Support LocalEnv

* resolve issues

* resolve issues

* resolve issues

* resolve issues

* resolve issues

* resolve issues
2024-07-09 12:45:32 +08:00
Xisen Wang a96647b9ce Merge pull request #49 from microsoft/update
Update Experiment2Feedback interface
2024-07-08 11:01:56 +08:00
Xisen Wang e7e365aef7 Update proposal.py
Updated class name & description.
2024-07-05 21:06:36 +08:00
Xisen Wang 4b3739c5e8 Update proposal.py
Updated the summarize function to include more inputs
2024-07-05 18:14:48 +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

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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

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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
Linlang 0de1201584 Initial framework for docker env (#40)
* Initial framework for docker env

* Update test name

* add features

* Download Qlib data with extra_volume

* fix pytest error

* Fix the parameters

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Co-authored-by: Young <afe.young@gmail.com>
2024-07-03 04:54:24 +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 94b624a632 Fix missing image path in Readme (#37) 2024-07-02 09:27:43 +08:00
you-n-g 47dc796b08 Support managed_identity_client_id for DefaultAzureCredential (#39) 2024-07-01 14:24:47 +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

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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
you-n-g 65bb980b22 Fix model bug and push (#35) 2024-06-27 18:15:31 +08:00
Young 51e921633b Update README 2024-06-27 10:13:22 +00:00
Haoxue 28e282d6c4 Eval process (#31)
* test data load process and fix bug

* fix bug when evaluating

* refine json content

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Co-authored-by: USTCKevinF <fengwenjun@mail.ustc.edu.cn>
Co-authored-by: xuyang1 <xuyang1@microsoft.com>
2024-06-27 16:39:17 +08:00
Xinjie Shen f20dc4482b example workflow code for model implementation (#17)
* upload example code for model implementation

* Refactor Model Implement

* add export

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Co-authored-by: Young <afe.young@gmail.com>
2024-06-21 16:41:34 +08:00
Xu Yang a126c84c92 Refine all the implementation code to higher quality for release (#29)
* refine CI script

* refine all the code to higher quality

* refine the script to factor extraction and implementation

* add task loader interface

* add a task loader interface && move pdf analysis to pdf task loader

* change the name to global variables

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Co-authored-by: xuyang1 <xuyang1@microsoft.com>
2024-06-18 11:50:03 +08:00