mirror of
https://github.com/NicolasBohn/NexQuant.git
synced 2026-07-27 15:37:44 +00:00
2cec08bc91
- 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>
193 lines
9.3 KiB
Python
193 lines
9.3 KiB
Python
from __future__ import annotations
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import json
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import re
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from typing import Dict
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from rdagent.components.coder.CoSTEER.evaluators import CoSTEERSingleFeedback
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from rdagent.components.coder.CoSTEER.evolving_strategy import (
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MultiProcessEvolvingStrategy,
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)
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from rdagent.components.coder.CoSTEER.knowledge_management import (
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CoSTEERQueriedKnowledge,
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CoSTEERQueriedKnowledgeV2,
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)
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from rdagent.components.coder.factor_coder.config import FACTOR_COSTEER_SETTINGS
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from rdagent.components.coder.factor_coder.factor import FactorFBWorkspace, FactorTask
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from rdagent.components.coder.factor_coder.auto_fixer import auto_fix_factor_code
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from rdagent.core.experiment import FBWorkspace
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from rdagent.oai.llm_conf import LLM_SETTINGS
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from rdagent.oai.llm_utils import APIBackend
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from rdagent.utils.agent.tpl import T
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class FactorMultiProcessEvolvingStrategy(MultiProcessEvolvingStrategy):
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def __init__(self, *args, **kwargs) -> None:
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super().__init__(*args, **kwargs)
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self.num_loop = 0
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self.haveSelected = False
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def error_summary(
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self,
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target_task: FactorTask,
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queried_former_failed_knowledge_to_render: list,
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queried_similar_error_knowledge_to_render: list,
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) -> str:
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error_summary_system_prompt = T(".prompts:evolving_strategy_error_summary_v2_system").r(
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scenario=self.scen.get_scenario_all_desc(target_task),
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factor_information_str=target_task.get_task_information(),
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code_and_feedback=queried_former_failed_knowledge_to_render[-1].get_implementation_and_feedback_str(),
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)
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for _ in range(10): # max attempt to reduce the length of error_summary_user_prompt
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error_summary_user_prompt = T(".prompts:evolving_strategy_error_summary_v2_user").r(
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queried_similar_error_knowledge=queried_similar_error_knowledge_to_render,
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)
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if (
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APIBackend().build_messages_and_calculate_token(
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user_prompt=error_summary_user_prompt, system_prompt=error_summary_system_prompt
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)
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< APIBackend().chat_token_limit
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):
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break
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elif len(queried_similar_error_knowledge_to_render) > 0:
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queried_similar_error_knowledge_to_render = queried_similar_error_knowledge_to_render[:-1]
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error_summary_critics = APIBackend(
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use_chat_cache=FACTOR_COSTEER_SETTINGS.coder_use_cache
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).build_messages_and_create_chat_completion(
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user_prompt=error_summary_user_prompt, system_prompt=error_summary_system_prompt, json_mode=False
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)
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return error_summary_critics
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def implement_one_task(
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self,
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target_task: FactorTask,
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queried_knowledge: CoSTEERQueriedKnowledge,
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workspace: FBWorkspace | None = None,
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prev_task_feedback: CoSTEERSingleFeedback | None = None,
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) -> str:
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target_factor_task_information = target_task.get_task_information()
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queried_similar_successful_knowledge = (
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queried_knowledge.task_to_similar_task_successful_knowledge[target_factor_task_information]
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if queried_knowledge is not None
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else []
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) # A list, [success task implement knowledge]
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if isinstance(queried_knowledge, CoSTEERQueriedKnowledgeV2):
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queried_similar_error_knowledge = (
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queried_knowledge.task_to_similar_error_successful_knowledge[target_factor_task_information]
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if queried_knowledge is not None
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else {}
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) # A dict, {{error_type:[[error_imp_knowledge, success_imp_knowledge],...]},...}
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else:
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queried_similar_error_knowledge = {}
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queried_former_failed_knowledge = (
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queried_knowledge.task_to_former_failed_traces[target_factor_task_information][0]
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if queried_knowledge is not None
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else []
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)
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queried_former_failed_knowledge_to_render = queried_former_failed_knowledge
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latest_attempt_to_latest_successful_execution = queried_knowledge.task_to_former_failed_traces[
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target_factor_task_information
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][1]
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system_prompt = T(".prompts:evolving_strategy_factor_implementation_v1_system").r(
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scenario=self.scen.get_scenario_all_desc(target_task, filtered_tag="feature"),
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queried_former_failed_knowledge=queried_former_failed_knowledge_to_render,
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)
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queried_similar_successful_knowledge_to_render = queried_similar_successful_knowledge
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queried_similar_error_knowledge_to_render = queried_similar_error_knowledge
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# 动态地防止prompt超长
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for _ in range(10): # max attempt to reduce the length of user_prompt
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# 总结error(可选)
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if (
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isinstance(queried_knowledge, CoSTEERQueriedKnowledgeV2)
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and FACTOR_COSTEER_SETTINGS.v2_error_summary
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and len(queried_similar_error_knowledge_to_render) != 0
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and len(queried_former_failed_knowledge_to_render) != 0
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):
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error_summary_critics = self.error_summary(
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target_task,
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queried_former_failed_knowledge_to_render,
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queried_similar_error_knowledge_to_render,
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)
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else:
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error_summary_critics = None
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# 构建user_prompt。开始写代码
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user_prompt = T(".prompts:evolving_strategy_factor_implementation_v2_user").r(
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factor_information_str=target_factor_task_information,
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queried_similar_successful_knowledge=queried_similar_successful_knowledge_to_render,
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queried_similar_error_knowledge=queried_similar_error_knowledge_to_render,
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error_summary_critics=error_summary_critics,
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latest_attempt_to_latest_successful_execution=latest_attempt_to_latest_successful_execution,
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)
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if (
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APIBackend().build_messages_and_calculate_token(user_prompt=user_prompt, system_prompt=system_prompt)
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< APIBackend().chat_token_limit
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):
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break
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elif len(queried_former_failed_knowledge_to_render) > 1:
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queried_former_failed_knowledge_to_render = queried_former_failed_knowledge_to_render[1:]
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elif len(queried_similar_successful_knowledge_to_render) > len(
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queried_similar_error_knowledge_to_render,
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):
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queried_similar_successful_knowledge_to_render = queried_similar_successful_knowledge_to_render[:-1]
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elif len(queried_similar_error_knowledge_to_render) > 0:
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queried_similar_error_knowledge_to_render = queried_similar_error_knowledge_to_render[:-1]
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for _ in range(10):
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try:
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response = APIBackend(
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use_chat_cache=FACTOR_COSTEER_SETTINGS.coder_use_cache
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).build_messages_and_create_chat_completion(
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user_prompt=user_prompt,
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system_prompt=system_prompt,
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json_mode=True,
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json_target_type=Dict[str, str],
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)
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try:
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code = json.loads(response)["code"]
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except json.decoder.JSONDecodeError:
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# extract python code block
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match = re.search(r"```python(.*?)```", response, re.DOTALL)
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if match:
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code = match.group(1).strip()
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else:
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raise # continue to retry
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# === AUTO-FIX: Apply known fixes before returning code ===
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code = auto_fix_factor_code(code, target_factor_task_information)
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return code
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except (json.decoder.JSONDecodeError, KeyError):
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pass
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else:
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return "" # return empty code if failed to get code after 10 attempts
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def assign_code_list_to_evo(self, code_list, evo):
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for index in range(len(evo.sub_tasks)):
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if code_list[index] is None:
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continue
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if evo.sub_workspace_list[index] is None:
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evo.sub_workspace_list[index] = FactorFBWorkspace(target_task=evo.sub_tasks[index])
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# Since the `implement_one_task` method is not standardized and the `code_list` has both `str` and `dict` data types,
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# we ended up getting an `TypeError` here, so we chose to fix the problem temporarily with this dirty method.
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if isinstance(code_list[index], dict):
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# Auto-fix each file in the dict
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fixed_dict = {}
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for filename, file_code in code_list[index].items():
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if filename.endswith('.py'):
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task_info = evo.sub_tasks[index].get_task_information()
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fixed_dict[filename] = auto_fix_factor_code(file_code, task_info)
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else:
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fixed_dict[filename] = file_code
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evo.sub_workspace_list[index].inject_files(**fixed_dict)
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else:
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task_info = evo.sub_tasks[index].get_task_information()
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fixed_code = auto_fix_factor_code(code_list[index], task_info)
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evo.sub_workspace_list[index].inject_files(**{"factor.py": fixed_code})
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return evo
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