from pathlib import Path from typing import Any import pandas as pd from rdagent.core.experiment import FBWorkspace from rdagent.log import rdagent_logger as logger from rdagent.utils.env import QTDockerEnv class QlibFBWorkspace(FBWorkspace): def __init__(self, template_folder_path: Path, *args, **kwargs) -> None: super().__init__(*args, **kwargs) self.inject_code_from_folder(template_folder_path) def execute(self, qlib_config_name: str = "conf.yaml", run_env: dict = {}, *args, **kwargs) -> str: qtde = QTDockerEnv() qtde.prepare() # Run the Qlib backtest execute_log = qtde.run( local_path=str(self.workspace_path), entry=f"qrun {qlib_config_name}", env=run_env, ) execute_log = qtde.run( local_path=str(self.workspace_path), entry="python read_exp_res.py", env=run_env, ) ret_df = pd.read_pickle(self.workspace_path / "ret.pkl") logger.log_object(ret_df, tag="Quantitative Backtesting Chart") csv_path = self.workspace_path / "qlib_res.csv" if not csv_path.exists(): logger.error(f"File {csv_path} does not exist.") return None return pd.read_csv(csv_path, index_col=0).iloc[:, 0]