Commit Graph

83 Commits

Author SHA1 Message Date
Tim e9eb22742a check if gen_df is None (#216) 2024-08-20 12:27:13 +08:00
WinstonLiyt a75c19b17c 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
WinstonLiyt 1280e681bb 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
Xu Yang 2f5db22afc 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 ca39fcf320 use mp to execute all feature and fix a small bug in config (#157) 2024-08-03 10:17:01 +08:00
Xu Yang 6b212f1655 some small refinement (#156) 2024-08-02 19:06:21 +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
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 82a2a5d5b4 refine the graph model interface (#136) 2024-07-30 19:38:37 +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
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
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
XianBW a27b44fbbc 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 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
Young b3c57d9881 Fix import bug 2024-07-19 09:20:27 +00:00
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
Xu Yang 74bc047615 reject any implementation failed in one column and format check 2024-07-18 17:39:11 +08:00
Xu Yang 08eb29ca3b add_logger_to_factor_and_fix_a_small_bug_in_factor_runner (#85) 2024-07-18 17:00:41 +08:00
WinstonLiyt 9029c4c801 fix_some_errors_when_debug_factor (#84)
* update all code

* update
2024-07-18 15:01:07 +08:00
WinstonLiyt 79476a992e Fix two minor bugs related to factor extraction. 2024-07-17 07:45:51 +00:00
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
XianBW 9d7aa09f54 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 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 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 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

---------

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

---------

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