Files
NexQuant/rdagent/scenarios/qlib/factor_task_loader/json_loader.py
T
Xu Yang 6b626eb56d New Framework for idea proposal and implementation on RD-Agent (#34)
* Commit init framework

* Co-authored-by: Yuante Li (FESCO Adecco Human Resources) <v-yuanteli@microsoft.com>
Co-authored-by: XianBW <XianBW@users.noreply.github.com>

* add an import

* refine the whole framework

* benchmark related framework

* fix black and isort errors

* move requirements to folder

* fix black again

---------

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: xuyang1 <xuyang1@microsoft.com>
2024-06-28 11:45:23 +08:00

58 lines
2.1 KiB
Python

import json
from pathlib import Path
from rdagent.components.task_implementation.factor_implementation.evolving.factor import (
FactorImplementTask,
FileBasedFactorImplementation,
)
from rdagent.components.task_loader import FactorTaskLoader
from rdagent.core.task import TaskLoader, TestCase
class FactorImplementationTaskLoaderFromDict(FactorTaskLoader):
def load(self, factor_dict: dict) -> list:
"""Load data from a dict."""
task_l = []
for factor_name, factor_data in factor_dict.items():
task = FactorImplementTask(
factor_name=factor_name,
factor_description=factor_data["description"],
factor_formulation=factor_data["formulation"],
variables=factor_data["variables"],
)
task_l.append(task)
return task_l
class FactorImplementationTaskLoaderFromJsonFile(FactorTaskLoader):
def load(self, json_file_path: Path) -> list:
with open(json_file_path, "r") as file:
factor_dict = json.load(file)
return FactorImplementationTaskLoaderFromDict().load(factor_dict)
class FactorImplementationTaskLoaderFromJsonString(FactorTaskLoader):
def load(self, json_string: str) -> list:
factor_dict = json.loads(json_string)
return FactorImplementationTaskLoaderFromDict().load(factor_dict)
class FactorTestCaseLoaderFromJsonFile(TaskLoader):
def load(self, json_file_path: Path) -> list:
with open(json_file_path, "r") as file:
factor_dict = json.load(file)
TestData = TestCase()
for factor_name, factor_data in factor_dict.items():
task = FactorImplementTask(
factor_name=factor_name,
factor_description=factor_data["description"],
factor_formulation=factor_data["formulation"],
variables=factor_data["variables"],
)
gt = FileBasedFactorImplementation(task, code=factor_data["gt_code"])
gt.execute()
TestData.target_task.append(task)
TestData.ground_truth.append(gt)
return TestData