""" TODO: Factor Structure RD-Loop """ from dotenv import load_dotenv from rdagent.core.scenario import Scenario load_dotenv(override=True) from rdagent.app.qlib_rd_loop.conf import PROP_SETTING from rdagent.core.proposal import ( Hypothesis2Experiment, HypothesisExperiment2Feedback, HypothesisGen, Trace, ) from rdagent.core.task_generator import TaskGenerator from rdagent.core.utils import import_class scen: Scenario = import_class(PROP_SETTING.qlib_factor_scen)() hypothesis_gen: HypothesisGen = import_class(PROP_SETTING.qlib_factor_hypothesis_gen)(scen) hypothesis2experiment: Hypothesis2Experiment = import_class(PROP_SETTING.qlib_factor_hypothesis2experiment)() qlib_factor_coder: TaskGenerator = import_class(PROP_SETTING.qlib_factor_coder)(scen) qlib_factor_runner: TaskGenerator = import_class(PROP_SETTING.qlib_factor_runner)(scen) qlib_factor_summarizer: HypothesisExperiment2Feedback = import_class(PROP_SETTING.qlib_factor_summarizer)(scen) trace = Trace(scen=scen) for _ in range(PROP_SETTING.evolving_n): hypothesis = hypothesis_gen.gen(trace) exp = hypothesis2experiment.convert(hypothesis, trace) exp = qlib_factor_coder.generate(exp) exp = qlib_factor_runner.generate(exp) feedback = qlib_factor_summarizer.generateFeedback(exp, hypothesis, trace) trace.hist.append((hypothesis, exp, feedback))