.. _data_copilot_fin: ===================== Finance Data Copilot ===================== Scen2: ------ 📄 Research Report-Based Factor Extraction Scen2 Intro ~~~~~~~~~~~ In this scenario, factors and hypotheses are extracted from research reports. The process includes: - **🔍 Factor Extraction**: Extract relevant factors from research reports. - **📝 Factor Creation**: Define these extracted factors. - **✅ Factor Validation**: Validate the extracted factors. - **📈 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 continue the cycle. Scen2 Demo ~~~~~~~~~~ .. TODO Scen2 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_from_report_sh.py Usage of modules ~~~~~~~~~~~~~~~~~ TODO: Show some examples: