.. _data_agent_fin: ===================== Finance Data Agent ===================== Scen1 ----- 🤖 Knowledge-Based Hypothesis Generation and Iteration Scen1 Intro ~~~~~~~~~~~ In this scenario, our model autonomously generates and tests hypotheses using a knowledge base. The process involves: - **🔍 Hypothesis Generation**: The model proposes new hypotheses. - **📝 Factor Creation**: Write and define new factors. - **✅ Factor Validation**: Validate the factors quantitatively. - **📈 Backtesting with Qlib**: - **Dataset**: CSI300 - **Model**: LGBModel - **Factors**: Alpha158 + - **Data Split**: - **Train**: 2008-01-01 to 2014-12-31 - **Valid**: 2015-01-01 to 2016-12-31 - **Test**: 2017-01-01 to 2020-08-01 - **🔄 Feedback Analysis**: Analyze backtest results. - **🔧 Hypothesis Refinement**: Refine hypotheses based on feedback and repeat. Scen1 Demo ~~~~~~~~~~ .. TODO Scen1 Quick Start ~~~~~~~~~~~~~~~~~ To quickly start the factor extraction process, run the following command in your terminal within the 'rdagent' virtual environment: .. code-block:: sh python rdagent/app/qlib_rd_loop/factor.py Usage of modules ~~~~~~~~~~~~~~~~~ TODO: Show some examples: