Files
NexQuant/rdagent/components/coder/factor_coder/evolving_strategy.py
T
TPTBusiness 2cec08bc91 feat: add daily log rotation, llama health wait, factor auto-fixer, and README updates
- Add rdagent/log/daily_log.py: daily-rotating structured logs per command
  (fin_quant, strategies, evaluate, parallel) with loguru; all.log combined sink
- predix.py: route TeeWriter output to logs/YYYY-MM-DD/ instead of root dir;
  wrap quant() and evaluate() in daily_log.session() for start/stop/duration tracking
- rdagent/app/cli.py: fin_quant_cli waits for llama.cpp /health endpoint before
  starting pipeline (up to 300 s); daily_log integration for fin_quant,
  generate_strategies, eval_all, parallel commands
- scripts/predix_gen_strategies_real_bt.py: daily_log integration with
  per-strategy ACCEPTED/REJECTED entries and summary on completion
- rdagent/components/coder/factor_coder/auto_fixer.py: new module that patches
  common LLM-generated factor issues (min_periods, inf/NaN, groupby.transform,
  MultiIndex corrections)
- rdagent/components/coder/factor_coder/prompts.yaml: add critical rules for
  EURUSD 1-min intraday factors (min_periods, inf handling, groupby, date range)
- README.md: document --reasoning off and --n-gpu-layers 28 for llama-server;
  explain VRAM constraints when Ollama is running alongside llama.cpp
- .bandit.yml: suppress B615 (HuggingFace unsafe download) for RL benchmark files

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-16 07:20:08 +02:00

193 lines
9.3 KiB
Python

from __future__ import annotations
import json
import re
from typing import Dict
from rdagent.components.coder.CoSTEER.evaluators import CoSTEERSingleFeedback
from rdagent.components.coder.CoSTEER.evolving_strategy import (
MultiProcessEvolvingStrategy,
)
from rdagent.components.coder.CoSTEER.knowledge_management import (
CoSTEERQueriedKnowledge,
CoSTEERQueriedKnowledgeV2,
)
from rdagent.components.coder.factor_coder.config import FACTOR_COSTEER_SETTINGS
from rdagent.components.coder.factor_coder.factor import FactorFBWorkspace, FactorTask
from rdagent.components.coder.factor_coder.auto_fixer import auto_fix_factor_code
from rdagent.core.experiment import FBWorkspace
from rdagent.oai.llm_conf import LLM_SETTINGS
from rdagent.oai.llm_utils import APIBackend
from rdagent.utils.agent.tpl import T
class FactorMultiProcessEvolvingStrategy(MultiProcessEvolvingStrategy):
def __init__(self, *args, **kwargs) -> None:
super().__init__(*args, **kwargs)
self.num_loop = 0
self.haveSelected = False
def error_summary(
self,
target_task: FactorTask,
queried_former_failed_knowledge_to_render: list,
queried_similar_error_knowledge_to_render: list,
) -> str:
error_summary_system_prompt = T(".prompts:evolving_strategy_error_summary_v2_system").r(
scenario=self.scen.get_scenario_all_desc(target_task),
factor_information_str=target_task.get_task_information(),
code_and_feedback=queried_former_failed_knowledge_to_render[-1].get_implementation_and_feedback_str(),
)
for _ in range(10): # max attempt to reduce the length of error_summary_user_prompt
error_summary_user_prompt = T(".prompts:evolving_strategy_error_summary_v2_user").r(
queried_similar_error_knowledge=queried_similar_error_knowledge_to_render,
)
if (
APIBackend().build_messages_and_calculate_token(
user_prompt=error_summary_user_prompt, system_prompt=error_summary_system_prompt
)
< APIBackend().chat_token_limit
):
break
elif len(queried_similar_error_knowledge_to_render) > 0:
queried_similar_error_knowledge_to_render = queried_similar_error_knowledge_to_render[:-1]
error_summary_critics = APIBackend(
use_chat_cache=FACTOR_COSTEER_SETTINGS.coder_use_cache
).build_messages_and_create_chat_completion(
user_prompt=error_summary_user_prompt, system_prompt=error_summary_system_prompt, json_mode=False
)
return error_summary_critics
def implement_one_task(
self,
target_task: FactorTask,
queried_knowledge: CoSTEERQueriedKnowledge,
workspace: FBWorkspace | None = None,
prev_task_feedback: CoSTEERSingleFeedback | None = None,
) -> str:
target_factor_task_information = target_task.get_task_information()
queried_similar_successful_knowledge = (
queried_knowledge.task_to_similar_task_successful_knowledge[target_factor_task_information]
if queried_knowledge is not None
else []
) # A list, [success task implement knowledge]
if isinstance(queried_knowledge, CoSTEERQueriedKnowledgeV2):
queried_similar_error_knowledge = (
queried_knowledge.task_to_similar_error_successful_knowledge[target_factor_task_information]
if queried_knowledge is not None
else {}
) # A dict, {{error_type:[[error_imp_knowledge, success_imp_knowledge],...]},...}
else:
queried_similar_error_knowledge = {}
queried_former_failed_knowledge = (
queried_knowledge.task_to_former_failed_traces[target_factor_task_information][0]
if queried_knowledge is not None
else []
)
queried_former_failed_knowledge_to_render = queried_former_failed_knowledge
latest_attempt_to_latest_successful_execution = queried_knowledge.task_to_former_failed_traces[
target_factor_task_information
][1]
system_prompt = T(".prompts:evolving_strategy_factor_implementation_v1_system").r(
scenario=self.scen.get_scenario_all_desc(target_task, filtered_tag="feature"),
queried_former_failed_knowledge=queried_former_failed_knowledge_to_render,
)
queried_similar_successful_knowledge_to_render = queried_similar_successful_knowledge
queried_similar_error_knowledge_to_render = queried_similar_error_knowledge
# 动态地防止prompt超长
for _ in range(10): # max attempt to reduce the length of user_prompt
# 总结error(可选)
if (
isinstance(queried_knowledge, CoSTEERQueriedKnowledgeV2)
and FACTOR_COSTEER_SETTINGS.v2_error_summary
and len(queried_similar_error_knowledge_to_render) != 0
and len(queried_former_failed_knowledge_to_render) != 0
):
error_summary_critics = self.error_summary(
target_task,
queried_former_failed_knowledge_to_render,
queried_similar_error_knowledge_to_render,
)
else:
error_summary_critics = None
# 构建user_prompt。开始写代码
user_prompt = T(".prompts:evolving_strategy_factor_implementation_v2_user").r(
factor_information_str=target_factor_task_information,
queried_similar_successful_knowledge=queried_similar_successful_knowledge_to_render,
queried_similar_error_knowledge=queried_similar_error_knowledge_to_render,
error_summary_critics=error_summary_critics,
latest_attempt_to_latest_successful_execution=latest_attempt_to_latest_successful_execution,
)
if (
APIBackend().build_messages_and_calculate_token(user_prompt=user_prompt, system_prompt=system_prompt)
< APIBackend().chat_token_limit
):
break
elif len(queried_former_failed_knowledge_to_render) > 1:
queried_former_failed_knowledge_to_render = queried_former_failed_knowledge_to_render[1:]
elif len(queried_similar_successful_knowledge_to_render) > len(
queried_similar_error_knowledge_to_render,
):
queried_similar_successful_knowledge_to_render = queried_similar_successful_knowledge_to_render[:-1]
elif len(queried_similar_error_knowledge_to_render) > 0:
queried_similar_error_knowledge_to_render = queried_similar_error_knowledge_to_render[:-1]
for _ in range(10):
try:
response = APIBackend(
use_chat_cache=FACTOR_COSTEER_SETTINGS.coder_use_cache
).build_messages_and_create_chat_completion(
user_prompt=user_prompt,
system_prompt=system_prompt,
json_mode=True,
json_target_type=Dict[str, str],
)
try:
code = json.loads(response)["code"]
except json.decoder.JSONDecodeError:
# extract python code block
match = re.search(r"```python(.*?)```", response, re.DOTALL)
if match:
code = match.group(1).strip()
else:
raise # continue to retry
# === AUTO-FIX: Apply known fixes before returning code ===
code = auto_fix_factor_code(code, target_factor_task_information)
return code
except (json.decoder.JSONDecodeError, KeyError):
pass
else:
return "" # return empty code if failed to get code after 10 attempts
def assign_code_list_to_evo(self, code_list, evo):
for index in range(len(evo.sub_tasks)):
if code_list[index] is None:
continue
if evo.sub_workspace_list[index] is None:
evo.sub_workspace_list[index] = FactorFBWorkspace(target_task=evo.sub_tasks[index])
# Since the `implement_one_task` method is not standardized and the `code_list` has both `str` and `dict` data types,
# we ended up getting an `TypeError` here, so we chose to fix the problem temporarily with this dirty method.
if isinstance(code_list[index], dict):
# Auto-fix each file in the dict
fixed_dict = {}
for filename, file_code in code_list[index].items():
if filename.endswith('.py'):
task_info = evo.sub_tasks[index].get_task_information()
fixed_dict[filename] = auto_fix_factor_code(file_code, task_info)
else:
fixed_dict[filename] = file_code
evo.sub_workspace_list[index].inject_files(**fixed_dict)
else:
task_info = evo.sub_tasks[index].get_task_information()
fixed_code = auto_fix_factor_code(code_list[index], task_info)
evo.sub_workspace_list[index].inject_files(**{"factor.py": fixed_code})
return evo