Commit Graph

90 Commits

Author SHA1 Message Date
Xu Yang 00c76e0411 add inf evaluator to factor costeer and some minor improvement (#435) 2024-10-16 16:00:55 +08:00
Xu Yang 5ad3619492 force use_chat_cache False when facing error in evaluators (#432) 2024-10-15 12:21:33 +08:00
Xu Yang 768229427d feat: use unified pickle cacher & move llm config into a isolated config (#424)
* simplify RDAgent conf

* add unified cacher(untested)

* fix small bugs

* fix a bug

* fix a small bug in runner

* use hash_key = None to skip cache

* fix CI

* in factor execution, ignore cache when raise exception

* add file locker to avoid mp calling

* fix CI

* use function __module__ name as folder in cache
2024-10-14 17:34:09 +08:00
Xu Yang a6ddf08e2a perf: some small upgrade to factor costeer to improve the performance (#420)
* 1. use dataframe.info instead of head
2. in former trace query, add the latest attempt to the last success execution

* fix CI
2024-10-10 20:29:17 +08:00
Xu Yang 19985c675e use main thread to get embedding to speed up cache (#415) 2024-10-08 19:34:19 +08:00
you-n-g d9c30f1488 refactor: refine util (#413)
* refine util

* lint
2024-10-08 02:07:20 +08:00
you-n-g ef641332fa feat: Dynamic scenario based on task (#392)
* OAI api

* more comments

* llm utils

* RD-Framework for dynamic scen

* remove useless code

* auto lint

* fix dynamic scennario

* Add parameter

* auto lint

* remove abstractmethod

* fix lint
2024-09-29 18:43:17 +08:00
WinstonLiyt 21abde2219 feat: add qlib_factor_strategy (#307)
* add qlib_factor_strategy

* refine the code of action choosing

* fix a bug

* feat: template for kaggle (#308)

* init for s3e26

* ci issue

* fix a small bug in model runner which might cause error when model is the first try (#309)

* update

---------

Co-authored-by: Haoran Pan <167847254+TPLin22@users.noreply.github.com>
Co-authored-by: Xu Yang <peteryang@vip.qq.com>
2024-09-24 15:03:18 +08:00
you-n-g 444ded9a5d fix: refactor Bench (#302)
* refactor for better bench

* autolint

* add cmd

* lint
2024-09-23 19:53:05 +08:00
Xu Yang 0d36157a80 fix: improve_execution_time_in_kaggle_loop (#279)
* improve_execution_time_in_kaggle_loop

* fix CI

* fix CI

* fix CI
2024-09-20 12:07:13 +08:00
Tim 9597e0d860 fix: eval_method cannot catch run factor error (#260)
* Update eval_method.py

abort subsequent evaluators for invalid gen_df

* add AttributeError

* add raise_exception for eval_method

* remove custom exception catch
2024-09-14 17:47:27 +08:00
XianBW e75706c8ec fix rdagent factor bug when FactorTask init (#261) 2024-09-12 18:04:21 +08:00
Xu Yang dbe2cf12bb feat: Kaggle loop update (Feature & Model) (#241)
* Init todo

* Evaluation & dataset

* Generate new data

* dataset generation

* add the result

* Analysis

* Factor update

* Updates

* Reformat analysis.py

* CI fix

* Revised Preprocessing & Supported Random Forest

* Revised to support three models with feature

* Further revised prompts

* Slight Revision

* docs: update contributors (#230)

* Revised to support three models with feature

* Further revised prompts

* Slight Revision

* feat: kaggle model and feature (#238)

* update first version code

* make hypothesis_gen and experiment_builder fit for both feature and model

* feat: continue kaggle feature and model coder (#239)

* use qlib docker to run qlib models

* feature coder ready

* model coder ready

* fix CI

* finish the first round of runner (#240)

* Optimized the factor scenario and added the front-end.

* fix a small bug

* fix a typo

* update the kaggle scenario

* delete model_template folder

* use experiment to run data preprocess script

* add source data to scenarios

* minor fix

* minor bug fix

* train.py debug

* fixed a bug in train.py and added some TODOs

* For Debugging

* fix two small bugs in based_exp

* fix some bugs

* update preprocess

* fix a bug in preprocess

* fix a bug in train.py

* reformat

* Follow-up

* fix a bug in train.py

* fix a bug in workspace

* fix a bug in feature duplication

* fix a bug in feedback

* fix a bug in preprocessed data

* fix a bug om feature engineering

* fix a ci error

* Debugged & Connected

* Fixed error on feedback & added other fixes

* fix CI errors

* fix a CI bug

* fix: fix_dotenv_error (#257)

* fix_dotenv_error

* format with isort

* Update rdagent/app/cli.py

---------

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* chore(main): release 0.2.1 (#249)

Release-As: 0.2.1

* init a scenario for kaggle feature engineering

* delete error codes

* Delete rdagent/app/kaggle_feature/conf.py

---------

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>
Co-authored-by: Xisen-Wang <xisen_application@163.com>
Co-authored-by: Haotian Chen <113661982+Hytn@users.noreply.github.com>
Co-authored-by: WinstonLiye <1957922024@qq.com>
Co-authored-by: WinstonLiyt <104308117+WinstonLiyt@users.noreply.github.com>
Co-authored-by: Linlang <30293408+SunsetWolf@users.noreply.github.com>
2024-09-11 15:26:52 +08:00
Tim 79ee05c1dd fix: remove useless line (#177)
* Update Dockerfile

remove unused line

* specify a fixed version of scipy
2024-08-23 16:08:45 +08:00
WinstonLiyt c8e8989edc fix: fix some bugs in llm calling (#217)
* fix some bugs in llm calling

* fix a CI error

* fix a small bug in kmeans group number choosing

* fix a ci bug
2024-08-21 16:48:09 +08:00
Xu Yang e743b2161f use sqlite to store session history and enable reproduction in k-means (#219) 2024-08-20 17:49:45 +08:00
Xu Yang 2aab3f5cee add relevance check to quant factors (#210) 2024-08-15 18:52:37 +08:00
you-n-g 5c061d452f feat: add entry for rdagent. (#187)
* Add entries

* update entry for rdagent

* lint

* fix typo
2024-08-08 17:10:37 +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
Xu Yang 9c0d3df8f6 put all the property in scenarios into local attribute to enable static scenario content (#175) 2024-08-06 17:07:01 +08:00
WinstonLiyt ba78a87dcb feat: Add description for scenario experiments. (#174)
* Fixed some bugs introduced during refactoring.

* Add description for scenario experiments.

* Update factor_from_report_w_sc.py

* fix some ci bugs.

* add @property to get_experiment_setting

* fix a ci error.
2024-08-06 16:03:40 +08:00
WinstonLiyt abcf7d913b doc: Improved documentation for two factor scenarios. (#172)
* Fixed some bugs introduced during refactoring.

* Improved documentation for two factor scenarios.

* Update factor_from_report_w_sc.py

* Improved some details.
2024-08-06 14:28:48 +08:00
WinstonLiyt 4771e5b644 feat: Remove redundant 'key steps' section in frontend scene display. (#169)
* Fixed some bugs introduced during refactoring.

* fix a minor bug

* build factor source data (price and volumns) from qlib if no source data is provided by the user (#168)

* Fixed some bugs introduced during refactoring.

* fix a small bug

* fix a small bug

* Remove redundant 'key steps' section in frontend scene display.

---------

Co-authored-by: Xu Yang <peteryang@vip.qq.com>
2024-08-06 11:07:10 +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
WinstonLiyt 420dbbe584 feat: Added QlibFactorFromReportScenario and improved the report-factor loop. (#161)
* Optimize factor hypothesis prompt

* Optimize the factor feedback prompt.

* Improve the prompts in feedback(factor).

* change some prompts

* Added QlibFactorFromReportScenario and improved the report-factor loop.

* reformat

* reformat

* reformat

* reformat
2024-08-05 14:12:05 +08:00
WinstonLiyt b1ae3e113c fix: optimize some prompts in factor loop. (#158)
* Optimize factor hypothesis prompt

* Optimize the factor feedback prompt.

* Improve the prompts in feedback(factor).

* change some prompts
2024-08-03 21:34:15 +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
WinstonLiyt 317ad89599 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 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
WinstonLiyt abe923ea84 Fix a small bug in the hypothesis prompts. 2024-08-01 14:15:43 +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
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
Xisen Wang 33a3e3b1af Update model_experiment.py by adding scenario rich-text description
- Updated relevant description
2024-07-25 15:45:26 +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 86d954775a Revised to enable logging of backtesting in Qlib & storing of rich-text-description in Trace 2024-07-24 10:26:06 +00:00
WinstonLiyt 67e858125a Remove an absolute path.
Remove an absolute path.
2024-07-24 18:20:15 +08:00
WinstonLiyt 068292f749 Optimized log output. (#104)
Optimized log output.
2024-07-24 17:06:52 +08:00
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