Files
NexQuant/rdagent/app/qlib_rd_loop/conf.py
T
WinstonLiyt 363f616aae fix: Comprehensive update to factor extraction. (#143)
* Init todo

* update all code

* update

* Extract factors from financial reports loop finished

* Fix two small bugs.

* Delete rdagent/app/qlib_rd_loop/run_script.sh

* Minor mod

* Delete rdagent/app/qlib_rd_loop/nohup.out

* Fix a small bug in file reading.

* some updates

* Update the detailed process and prompt of factor loop.

* Evaluation & dataset

* Optimize the prompt for generating hypotheses and feedback in the factor loop.

* Generate new data

* dataset generation

* Performed further optimizations on the factor loop and report extraction loop, added log handling for both processes, and implemented a screenshot feature for report extraction.

* Update rdagent/components/coder/factor_coder/CoSTEER/evaluators.py

* Update package.txt for fitz.

* add the result

* Performed further optimizations on the factor loop and report extraction loop, added log handling for both processes, and implemented a screenshot feature for report extraction. (#100) (#102)

- Performed further optimizations on the factor loop and report extraction loop.
- Added log handling for both processes.
- Implemented a screenshot feature for report extraction.

* Analysis

* Optimized log output.

* Factor update

* A draft of the "Quick Start" section for README

* Add scenario descriptions.

* Updates

* Adjust content

* Enable logging of backtesting in Qlib and store rich-text descriptions in Trace. Support one-step debugging for factor extraction.

* Reformat analysis.py

* CI fix

* Refactor

* remove useless code

* fix bugs (#111)

* Fix two small bugs.

* Fix a merge bug.

* Fix two small bugs.

* fix some bugs.

* Fix some format bugs.

* Restore a file.

* Fix a format bug.

* draft renew of evaluators

* fix a small bug.

* fix a small bug

* Support Factor Report Loop

* Update framework for extracting factors from research reports.

* Refactor report-based factor extraction and fix minor bugs.

* fix a small bug of log.

* change some prompts

* improve factor_runner

* fix a small bug

* change some prompts

* cancel some comments

* cancel some comments and fix some bugs

---------

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
Co-authored-by: Taozhi Wang <taozhi.mark.wang@gmail.com>
Co-authored-by: Suhan Cui <51844791+SH-Src@users.noreply.github.com>
2024-08-02 15:04:49 +08:00

46 lines
2.2 KiB
Python

from rdagent.components.workflow.conf import BasePropSetting
class ModelBasePropSetting(BasePropSetting):
class Config:
env_prefix = "QLIB_MODEL_" # Use MODEL_CODER_ as prefix for environment variables
protected_namespaces = () # Add 'model_' to the protected namespaces
scen: str = "rdagent.scenarios.qlib.experiment.model_experiment.QlibModelScenario"
hypothesis_gen: str = "rdagent.scenarios.qlib.proposal.model_proposal.QlibModelHypothesisGen"
hypothesis2experiment: str = "rdagent.scenarios.qlib.proposal.model_proposal.QlibModelHypothesis2Experiment"
coder: str = "rdagent.scenarios.qlib.developer.model_coder.QlibModelCoSTEER"
runner: str = "rdagent.scenarios.qlib.developer.model_runner.QlibModelRunner"
summarizer: str = "rdagent.scenarios.qlib.developer.feedback.QlibModelHypothesisExperiment2Feedback"
evolving_n: int = 10
class FactorBasePropSetting(BasePropSetting):
class Config:
env_prefix = "QLIB_FACTOR_" # Use MODEL_CODER_ as prefix for environment variables
protected_namespaces = () # Add 'model_' to the protected namespaces
# 1) override base settings
# TODO: model part is not finished yet
scen: str = "rdagent.scenarios.qlib.experiment.factor_experiment.QlibFactorScenario"
hypothesis_gen: str = "rdagent.scenarios.qlib.proposal.factor_proposal.QlibFactorHypothesisGen"
hypothesis2experiment: str = "rdagent.scenarios.qlib.proposal.factor_proposal.QlibFactorHypothesis2Experiment"
coder: str = "rdagent.scenarios.qlib.developer.factor_coder.QlibFactorCoSTEER"
runner: str = "rdagent.scenarios.qlib.developer.factor_runner.QlibFactorRunner"
summarizer: str = "rdagent.scenarios.qlib.developer.feedback.QlibFactorHypothesisExperiment2Feedback"
evolving_n: int = 10
# 2) sub task specific:
origin_report_path: str = "data/report_origin"
local_report_path: str = "data/report"
report_result_json_file_path: str = "git_ignore_folder/res_dict.csv"
progress_file_path: str = "git_ignore_folder/progress.pkl"
report_extract_result: str = "git_ignore_folder/hypo_exp_cache.pkl"
max_factor_per_report: int = 10000
FACTOR_PROP_SETTING = FactorBasePropSetting()
MODEL_PROP_SETTING = ModelBasePropSetting()