Files
NexQuant/rdagent/scenarios/qlib/proposal/factor_proposal.py
T
Xu Yang e0a24fb46f Several update on the repo (see desc) (#76)
* ignore result csv file

* fix app scripts

* rename taskgenerator to developer and generate to develop

* fix a config bug in coder

* fix a small bug in factor coder evaluators

* remove a single logger in factor coder evaluators

* fix a small bug in model coder main.py

* rename Implementation to Workspace

* move the prepare the inject_code into FBWorkspace to align all the behavior

* fix a small bug in model feedback

* remove debug lines for multi processing and simplify evaluators multi proc

* add a copy function to workspace to freeze the workspace && add config prefix to speed up debugging

* make hypothesisgen a abc class

* use Qlib***Experiment

* fix a small bug

* rename Imp to Ws

* rename sub_implementations to sub_workspace_list

* fix a bug in feedback not presented as content in prompts

* move proposal pys to proposal folder

* reformat the folder

* align factor and model qlib workspace and use template to handle the workspace

* add a filter to evoagent to filter out false evo

* align multi_proc_n into RDAGENT seeting

* handle when runner gets empty experiment

* fix logger merge remaining problems

* fix black and isort automatically
2024-07-17 15:00:13 +08:00

84 lines
3.2 KiB
Python

import json
from pathlib import Path
from typing import List, Tuple
from jinja2 import Environment, StrictUndefined
from rdagent.components.coder.factor_coder.factor import FactorExperiment, FactorTask
from rdagent.components.proposal.factor_proposal import (
FactorHypothesis,
FactorHypothesis2Experiment,
FactorHypothesisGen,
)
from rdagent.core.prompts import Prompts
from rdagent.core.proposal import Hypothesis, Scenario, Trace
from rdagent.scenarios.qlib.experiment.factor_experiment import QlibFactorExperiment
prompt_dict = Prompts(file_path=Path(__file__).parent.parent / "prompts.yaml")
QlibFactorHypothesis = FactorHypothesis
class QlibFactorHypothesisGen(FactorHypothesisGen):
def __init__(self, scen: Scenario) -> Tuple[dict, bool]:
super().__init__(scen)
def prepare_context(self, trace: Trace) -> Tuple[dict, bool]:
hypothesis_feedback = (
Environment(undefined=StrictUndefined)
.from_string(prompt_dict["hypothesis_and_feedback"])
.render(trace=trace)
)
context_dict = {
"hypothesis_and_feedback": hypothesis_feedback,
"RAG": ...,
"hypothesis_output_format": prompt_dict["hypothesis_output_format"],
}
return context_dict, True
def convert_response(self, response: str) -> FactorHypothesis:
response_dict = json.loads(response)
hypothesis = QlibFactorHypothesis(hypothesis=response_dict["hypothesis"], reason=response_dict["reason"])
return hypothesis
class QlibFactorHypothesis2Experiment(FactorHypothesis2Experiment):
def prepare_context(self, hypothesis: Hypothesis, trace: Trace) -> Tuple[dict | bool]:
scenario = trace.scen.get_scenario_all_desc()
experiment_output_format = prompt_dict["factor_experiment_output_format"]
hypothesis_and_feedback = (
Environment(undefined=StrictUndefined)
.from_string(prompt_dict["hypothesis_and_feedback"])
.render(trace=trace)
)
experiment_list: List[FactorExperiment] = [t[1] for t in trace.hist]
factor_list = []
for experiment in experiment_list:
factor_list.extend(experiment.sub_tasks)
return {
"target_hypothesis": str(hypothesis),
"scenario": scenario,
"hypothesis_and_feedback": hypothesis_and_feedback,
"experiment_output_format": experiment_output_format,
"target_list": factor_list,
"RAG": ...,
}, True
def convert_response(self, response: str, trace: Trace) -> FactorExperiment:
response_dict = json.loads(response)
tasks = []
for factor_name in response_dict:
description = response_dict[factor_name]["description"]
formulation = response_dict[factor_name]["formulation"]
variables = response_dict[factor_name]["variables"]
tasks.append(FactorTask(factor_name, description, formulation, variables))
exp = QlibFactorExperiment(tasks)
exp.based_experiments = [t[1] for t in trace.hist if t[2]]
if len(exp.based_experiments) == 0:
exp.based_experiments.append(QlibFactorExperiment(sub_tasks=[]))
return exp