import json from pathlib import Path import pandas as pd from jinja2 import Environment, StrictUndefined from rdagent.core.experiment import Experiment from rdagent.core.prompts import Prompts from rdagent.core.proposal import ( Hypothesis, HypothesisExperiment2Feedback, HypothesisFeedback, Trace, ) from rdagent.log import rdagent_logger as logger from rdagent.oai.llm_utils import APIBackend from rdagent.utils import convert2bool feedback_prompts = Prompts(file_path=Path(__file__).parent.parent / "prompts.yaml") DIRNAME = Path(__file__).absolute().resolve().parent def process_results(current_result, sota_result): # Convert the results to dataframes current_df = pd.DataFrame(current_result) sota_df = pd.DataFrame(sota_result) # Set the metric as the index current_df.index.name = "metric" sota_df.index.name = "metric" # Rename the value column to reflect the result type current_df.rename(columns={"0": "Current Result"}, inplace=True) sota_df.rename(columns={"0": "SOTA Result"}, inplace=True) # Combine the dataframes on the Metric index combined_df = pd.concat([current_df, sota_df], axis=1) # Select important metrics for comparison important_metrics = [ "1day.excess_return_without_cost.max_drawdown", "1day.excess_return_without_cost.information_ratio", "1day.excess_return_without_cost.annualized_return", "IC", ] # Filter the combined DataFrame to retain only the important metrics filtered_combined_df = combined_df.loc[important_metrics] filtered_combined_df[ "Bigger columns name (Didn't consider the direction of the metric, you should judge it by yourself that bigger is better or smaller is better)" ] = filtered_combined_df.apply( lambda row: "Current Result" if row["Current Result"] > row["SOTA Result"] else "SOTA Result", axis=1 ) return filtered_combined_df.to_string() class QlibFactorHypothesisExperiment2Feedback(HypothesisExperiment2Feedback): def generate_feedback(self, exp: Experiment, hypothesis: Hypothesis, trace: Trace) -> HypothesisFeedback: """ Generate feedback for the given experiment and hypothesis. Args: exp (QlibFactorExperiment): The experiment to generate feedback for. hypothesis (QlibFactorHypothesis): The hypothesis to generate feedback for. trace (Trace): The trace of the experiment. Returns: Any: The feedback generated for the given experiment and hypothesis. """ logger.info("Generating feedback...") hypothesis_text = hypothesis.hypothesis current_result = exp.result tasks_factors = [task.get_task_information_and_implementation_result() for task in exp.sub_tasks] sota_result = exp.based_experiments[-1].result # Process the results to filter important metrics combined_result = process_results(current_result, sota_result) # Generate the system prompt sys_prompt = ( Environment(undefined=StrictUndefined) .from_string(feedback_prompts["factor_feedback_generation"]["system"]) .render(scenario=self.scen.get_scenario_all_desc()) ) # Generate the user prompt usr_prompt = ( Environment(undefined=StrictUndefined) .from_string(feedback_prompts["factor_feedback_generation"]["user"]) .render( hypothesis_text=hypothesis_text, task_details=tasks_factors, combined_result=combined_result, ) ) # Call the APIBackend to generate the response for hypothesis feedback response = APIBackend().build_messages_and_create_chat_completion( user_prompt=usr_prompt, system_prompt=sys_prompt, json_mode=True, ) # Parse the JSON response to extract the feedback response_json = json.loads(response) # Extract fields from JSON response observations = response_json.get("Observations", "No observations provided") hypothesis_evaluation = response_json.get("Feedback for Hypothesis", "No feedback provided") new_hypothesis = response_json.get("New Hypothesis", "No new hypothesis provided") reason = response_json.get("Reasoning", "No reasoning provided") decision = convert2bool(response_json.get("Replace Best Result", "no")) return HypothesisFeedback( observations=observations, hypothesis_evaluation=hypothesis_evaluation, new_hypothesis=new_hypothesis, reason=reason, decision=decision, ) class QlibModelHypothesisExperiment2Feedback(HypothesisExperiment2Feedback): """Generated feedbacks on the hypothesis from **Executed** Implementations of different tasks & their comparisons with previous performances""" def generate_feedback(self, exp: Experiment, hypothesis: Hypothesis, trace: Trace) -> HypothesisFeedback: """ The `ti` should be executed and the results should be included, as well as the comparison between previous results (done by LLM). For example: `mlflow` of Qlib will be included. """ logger.info("Generating feedback...") # Define the system prompt for hypothesis feedback system_prompt = feedback_prompts["model_feedback_generation"]["system"] # Define the user prompt for hypothesis feedback context = trace.scen SOTA_hypothesis, SOTA_experiment = trace.get_sota_hypothesis_and_experiment() user_prompt = ( Environment(undefined=StrictUndefined) .from_string(feedback_prompts["model_feedback_generation"]["user"]) .render( context=context, last_hypothesis=SOTA_hypothesis, last_task=SOTA_experiment.sub_tasks[0].get_task_information() if SOTA_hypothesis else None, last_code=SOTA_experiment.sub_workspace_list[0].code_dict.get("model.py") if SOTA_hypothesis else None, last_result=SOTA_experiment.result if SOTA_hypothesis else None, hypothesis=hypothesis, exp=exp, ) ) # Call the APIBackend to generate the response for hypothesis feedback response_hypothesis = APIBackend().build_messages_and_create_chat_completion( user_prompt=user_prompt, system_prompt=system_prompt, json_mode=True, ) # Parse the JSON response to extract the feedback response_json_hypothesis = json.loads(response_hypothesis) return HypothesisFeedback( observations=response_json_hypothesis.get("Observations", "No observations provided"), hypothesis_evaluation=response_json_hypothesis.get("Feedback for Hypothesis", "No feedback provided"), new_hypothesis=response_json_hypothesis.get("New Hypothesis", "No new hypothesis provided"), reason=response_json_hypothesis.get("Reasoning", "No reasoning provided"), decision=convert2bool(response_json_hypothesis.get("Decision", "false")), )