Commit Graph

100 Commits

Author SHA1 Message Date
WinstonLiyt fbe11fcf9b refine the code (#276) 2024-09-19 17:15:01 +08:00
WinstonLiyt 6aa6c74a34 fix: fix some bugs in the entire loop (#274)
* fix some bugs in the entire loop

* refine the code
2024-09-19 16:06:57 +08:00
Xu Yang fffbd1925b fix a small bug in kaggle scenario caused by the second RAG update (#273) 2024-09-19 13:31:27 +08:00
Xu Yang 48c227a2e0 fix: update new feature engineering code format (#272)
* update new feature engineering code format

* fix CI
2024-09-19 12:56:48 +08:00
WinstonLiyt 25cd4eec76 feat: Added support for loading and storing RAG in Kaggle scenarios. (#269)
* init a scenario for kaggle feature engineering

* Added support for loading and storing RAG in Kaggle scenarios.

* fix a ci bug

* Add RAG after each experiment's feedback.

* add a promt

* fix a bug

* fix a bug

* add a readme

* refine the code in knowledge loading
2024-09-19 11:33:33 +08:00
Haoran Pan 5f3aff4dbe modify prompts to run kaggle loops (#266) 2024-09-16 15:36:16 +08:00
Tim a4d5a2d66a 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
WinstonLiyt ebb2a3cf75 feat: Integrate RAG into the Kaggle scenarios. (#262)
* init a scenario for kaggle feature engineering

* add 1st version rag for Kaggle hypo

* refine the code

* fix a bug

* add the process of extracting exp from docs

* Remove the unnecessary file.

* refine the code for ci test

* Delete rdagent/app/kaggle_feature/conf.py

* refine the comments

* Update extract_experience_from_docs.py

* Update extract_experience_from_docs.py
2024-09-13 18:34:57 +08:00
XianBW 88dd4390b6 fix rdagent factor bug when FactorTask init (#261) 2024-09-12 18:04:21 +08:00
WinstonLiyt 542d41aef4 feat: fix some bugs and add original features' description (#259)
* init a scenario for kaggle feature engineering

* fix some bugs and add original features' description

* refine the process of data downloading

* fix a error

* revert the code

* fix a bug in feedback

* fix a ci bug

* fix a ci bug
2024-09-12 00:30:16 +08:00
Xu Yang 68d47e1f1f 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
Haoran Pan 261fcfb19a feat: add cross validation for kaggle scenario (#236)
* update cross validation for kaggle scenario

* CI Issues

* delete useless file

* CI issues
2024-09-01 17:41:05 +08:00
WinstonLiyt 3c6415f85a feat: piloting of the framework (#227)
* Initial template

* Updated a bit on the framework

* Revised to enable feat training

* Fixed Accuracy

* fixed mcc

* change some files for feature

* update some logics in feat eng

* update some codes

* update some codes

* Revised further to successfully completed a cycle

* Revised further

* Delete two CSVs

* fix some ci errors

---------

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: Xisen-Wang <xisen_application@163.com>
2024-08-27 17:27:11 +08:00
Way2Learn 089b45b3e1 feat: update model_experiment.py to support basic EDA (#220)
* Update model_experiment.py to support basic eda

It looks into the data first before the proposal.

* Update model_experiment.py

Revised linting

* Update model_experiment.py by fixing sorting order

* Update model_experiment.py for black linting

* Update model_experiment.py

* Update model_experiment.py

* Update model_experiment.py

* Update model_experiment.py

---------

Co-authored-by: WinstonLiyt <104308117+WinstonLiyt@users.noreply.github.com>
2024-08-26 16:38:49 +08:00
Tim 50236d10d6 fix: remove useless line (#177)
* Update Dockerfile

remove unused line

* specify a fixed version of scipy
2024-08-23 16:08:45 +08:00
TPLin22 89d4f92051 feat: support more models for kaggle scenario (#223)
* init commit for XGBoost

* fix some bugs

* CI issues

* CI issues

* CI issue

* edit prompts for kaggle scenario & fix some bugs

* Revised Prompts To Improve Performance on Model Type & Support of Random Forest

* edit prompts & modify evaluator.py to adapt to Kaggle scenario

* edit prompts

* fix some bugs

* CI issues

---------

Co-authored-by: Taozhi Wang <taozhi.mark.wang@gmail.com>
Co-authored-by: Xisen-Wang <xisen_application@163.com>
2024-08-23 15:13:50 +08:00
WinstonLiyt 28166fc4f5 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 ce30936aca use sqlite to store session history and enable reproduction in k-means (#219) 2024-08-20 17:49:45 +08:00
WinstonLiyt 44fd1563a2 feat: Added loop code for Kaggle scene. (#211)
* fuse all code into one commit

* remove container auto

* change remove method

* add kaggle env start

* change kaggle api

* change structure

* add crawler

* add requirements

* refeact the code

* delete mistaken codes

* merge docker settings and crawler

* add chrome install README for crawler usage

* Connect scen with Kaggle to download data

* Reformat some files to pass CI.

* fix some ci errors

* fix a ci error

* fix a ci error

---------

Co-authored-by: Bowen Xian <xianbowen@outlook.com>
2024-08-19 10:58:28 +08:00
Xu Yang 3ee9add2d2 add relevance check to quant factors (#210) 2024-08-15 18:52:37 +08:00
you-n-g e089456cac 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 59c1ace8a2 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 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 c3298a8939 put all the property in scenarios into local attribute to enable static scenario content (#175) 2024-08-06 17:07:01 +08:00
WinstonLiyt cdc93bf630 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 0ebc07809b 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 bbb4a1c41e 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 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 4618d59ec3 fix: first round app folder cleaning (#166)
* first round app folder cleaning

* fix CI
2024-08-05 18:11:23 +08:00
WinstonLiyt cf8feecb46 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
Suhan Cui c1c3bad15d fix: fix several bugs in data mining scenario (#147)
* fix

* ci

* demo
2024-08-05 13:28:50 +08:00
WinstonLiyt 7437a45160 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 ca39fcf320 use mp to execute all feature and fix a small bug in config (#157) 2024-08-03 10:17:01 +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
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
Suhan Cui c0413b7a6e Dm2 (#137)
* template

* train

* prompts

* ci

* ci

* ci
2024-08-01 15:00:40 +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
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
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
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
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