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https://github.com/NicolasBohn/NexQuant.git
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you-n-g
46 lines
1.3 KiB
Python
46 lines
1.3 KiB
Python
"""
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Factor workflow with session control
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"""
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from typing import Any
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import fire
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from rdagent.app.qlib_rd_loop.conf import FACTOR_PROP_SETTING
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from rdagent.components.workflow.rd_loop import RDLoop
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from rdagent.core.exception import FactorEmptyError
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from rdagent.log import rdagent_logger as logger
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class FactorRDLoop(RDLoop):
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skip_loop_error = (FactorEmptyError,)
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def exp_gen(self, prev_out: dict[str, Any]):
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with logger.tag("r"): # research
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exp = self.hypothesis2experiment.convert(prev_out["propose"], self.trace)
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if exp is None:
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logger.error(f"Factor extraction failed.")
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raise FactorEmptyError("Factor extraction failed.")
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logger.log_object(exp.sub_tasks, tag="experiment generation")
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return exp
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def main(path=None, step_n=None):
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"""
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You can continue running session by
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.. code-block:: python
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dotenv run -- python rdagent/app/qlib_rd_loop/factor_w_sc.py $LOG_PATH/__session__/1/0_propose --step_n 1 # `step_n` is a optional paramter
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"""
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if path is None:
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model_loop = FactorRDLoop(FACTOR_PROP_SETTING)
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else:
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model_loop = FactorRDLoop.load(path)
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model_loop.run(step_n=step_n)
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if __name__ == "__main__":
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fire.Fire(main)
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