mirror of
https://github.com/NicolasBohn/NexQuant.git
synced 2026-08-06 19:47:44 +00:00
Linlang
276b462f40
* fix_ruff_error1 * fix_ruff_error * fix ruff error * fix ruff error * pass model.py * rename exception class * rename exception class * rename func name generate_feedback * remove prepare args * optimize code * optimize code * fix code error
46 lines
1.3 KiB
Python
46 lines
1.3 KiB
Python
from pathlib import Path
|
|
from typing import Any
|
|
|
|
import pandas as pd
|
|
|
|
from rdagent.core.experiment import FBWorkspace
|
|
from rdagent.log import rdagent_logger as logger
|
|
from rdagent.utils.env import QTDockerEnv
|
|
|
|
|
|
class QlibFBWorkspace(FBWorkspace):
|
|
def __init__(self, template_folder_path: Path, *args, **kwargs) -> None:
|
|
super().__init__(*args, **kwargs)
|
|
self.inject_code_from_folder(template_folder_path)
|
|
|
|
def execute(self, qlib_config_name: str = "conf.yaml", run_env: dict = {}, *args, **kwargs) -> str:
|
|
qtde = QTDockerEnv()
|
|
qtde.prepare()
|
|
|
|
# Run the Docker command
|
|
execute_log = qtde.run(
|
|
local_path=str(self.workspace_path),
|
|
entry="rm -r mlruns",
|
|
env=run_env,
|
|
)
|
|
# Run the Qlib backtest
|
|
execute_log = qtde.run(
|
|
local_path=str(self.workspace_path),
|
|
entry=f"qrun {qlib_config_name}",
|
|
env=run_env,
|
|
)
|
|
|
|
execute_log = qtde.run(
|
|
local_path=str(self.workspace_path),
|
|
entry="python read_exp_res.py",
|
|
env=run_env,
|
|
)
|
|
|
|
csv_path = self.workspace_path / "qlib_res.csv"
|
|
|
|
if not csv_path.exists():
|
|
logger.error(f"File {csv_path} does not exist.")
|
|
return None
|
|
|
|
return pd.read_csv(csv_path, index_col=0).iloc[:, 0]
|