Files
NexQuant/rdagent/app/qlib_rd_loop/factor.py
T
you-n-g 09be71d586 feat: parallel loop running based on asyncio (#932)
* refactor: split workflow into pkg, add WorkflowTracker & wait_retry

* feat: add async LoopBase with parallel workers and step semaphores

* fix: replace pickle with dill and run blocking tasks via joblib wrapper

* feat: add log format settings, dynamic parallelism & pickle-based snapshot

* fix: default step semaphore to 1 and avoid subprocess when single worker

* merge bowen's changes

* merge tim's changes

* refactor: extract component task mapping, add conditional logger setup

* lint

* refactor: add type hints and safer remain_time metric logging in workflow

* lint

* fix: allow BadRequestError to be pickled via custom copyreg reducer

* fix: stop loop when LoopTerminationError is raised in LoopBase

* lint

* refactor: make log tag context-local using ContextVar for thread safety

* feat: add subproc_step flag and helper to decide subprocess execution

* fix: use ./cache path and normalize relative volume bind paths

* fix: reset loop_idx to 0 on loop restart/resume to ensure correct flow

* fix: avoid chmod on cache and input dirs in Env timeout wrapper

* fix: skip chmod on 'cache' and 'input' dirs using find -prune

* fix: restrict chmod to immediate mount dirs excluding cache/input

* fix: chmod cache and input dirs alongside their contents after entry run

* fix: guard chmod with directory checks for cache and input

* fix: prefix mount_path in chmod command for cache/input dirs

* fix: drop quotes from find exclude patterns to ensure chmod executes

* fix: skip chmod on cache/input directories to avoid warning spam

* feat: support string volume mappings and poll subprocess stdout/stderr

* support remove symbolic link

* test: use dynamic home path and code volume in LocalEnv local_simple

* fix: skip trace and progress update when loop step is withdrawn

* refactor: add clean_workspace util and non-destructive workspace backup

* fix: preserve symlinks when backing up workspace with copytree

* fix: prevent AttributeError when _pbar not yet initialized in LoopBase

* perf: replace shutil.copytree with rsync for faster workspace backup

* fix: cast log directory Path to str in tar command of data science loop

* fix: use portable 'cp -r -P' instead of rsync for workspace backup

* fix: add retry and logging to workspace backup for robustness

* refactor: extract backup_folder helper and reuse in DataScienceRDLoop

* fix: propagate backup errors & default _pbar getattr to avoid error

* fix the division by zero bug

* refactor: execute RD loops via asyncio.run and add necessary imports

* lint

* lint

* lint

---------

Co-authored-by: Xu <v-xuminrui@microsoft.com>
2025-06-12 11:44:14 +08:00

49 lines
1.4 KiB
Python
Executable File

"""
Factor workflow with session control
"""
import asyncio
from typing import Any
import fire
from rdagent.app.qlib_rd_loop.conf import FACTOR_PROP_SETTING
from rdagent.components.workflow.rd_loop import RDLoop
from rdagent.core.exception import FactorEmptyError
from rdagent.log import rdagent_logger as logger
class FactorRDLoop(RDLoop):
skip_loop_error = (FactorEmptyError,)
def running(self, prev_out: dict[str, Any]):
with logger.tag("ef"): # evaluate and feedback
exp = self.runner.develop(prev_out["coding"])
if exp is None:
logger.error(f"Factor extraction failed.")
raise FactorEmptyError("Factor extraction failed.")
logger.log_object(exp, tag="runner result")
return exp
def main(path=None, step_n=None, loop_n=None, all_duration=None, checkout=True):
"""
Auto R&D Evolving loop for fintech factors.
You can continue running session by
.. code-block:: python
dotenv run -- python rdagent/app/qlib_rd_loop/factor.py $LOG_PATH/__session__/1/0_propose --step_n 1 # `step_n` is a optional paramter
"""
if path is None:
model_loop = FactorRDLoop(FACTOR_PROP_SETTING)
else:
model_loop = FactorRDLoop.load(path, checkout=checkout)
asyncio.run(model_loop.run(step_n=step_n, loop_n=loop_n, all_duration=all_duration))
if __name__ == "__main__":
fire.Fire(main)