Commit Graph

11 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 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
Xu Yang e6be18932d enable debug data and all data in config 2024-07-15 10:23:32 +00:00
Xu Yang c4f5bd2f18 fix a small bug 2024-07-15 09:40:40 +00:00
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 f84e90525e fix based_experiments bug 2024-07-11 09:06:52 +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

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Co-authored-by: xuyang1 <xuyang1@microsoft.com>
2024-07-10 15:45:43 +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

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Co-authored-by: xuyang1 <xuyang1@microsoft.com>
2024-07-05 17:42:00 +08:00