Files
NexQuant/rdagent/components/coder/model_coder/model.py
T
Xu Yang f120341c9c fix: qlib and other scenario bugs (#636)
* fix qlib and other scenario bugs

* bug fix
2025-02-25 12:06:07 +08:00

142 lines
5.2 KiB
Python

import pickle
import site
import traceback
from pathlib import Path
from typing import Dict, Optional
from rdagent.components.coder.CoSTEER.task import CoSTEERTask
from rdagent.core.experiment import Experiment, FBWorkspace
from rdagent.core.utils import cache_with_pickle
from rdagent.oai.llm_utils import md5_hash
from rdagent.utils.env import KGDockerEnv, QTDockerEnv
class ModelTask(CoSTEERTask):
def __init__(
self,
name: str,
description: str,
architecture: str,
*args,
hyperparameters: Dict[str, str],
formulation: str = None,
variables: Dict[str, str] = None,
model_type: Optional[str] = None,
**kwargs,
) -> None:
self.formulation: str = formulation
self.architecture: str = architecture
self.variables: str = variables
self.hyperparameters: str = hyperparameters
self.model_type: str = (
model_type # Tabular for tabular model, TimesSeries for time series model, Graph for graph model, XGBoost for XGBoost model
)
super().__init__(name=name, description=description, *args, **kwargs)
def get_task_information(self):
task_desc = f"""name: {self.name}
description: {self.description}
"""
task_desc += f"formulation: {self.formulation}\n" if self.formulation else ""
task_desc += f"architecture: {self.architecture}\n"
task_desc += f"variables: {self.variables}\n" if self.variables else ""
task_desc += f"hyperparameters: {self.hyperparameters}\n"
task_desc += f"model_type: {self.model_type}\n"
return task_desc
@staticmethod
def from_dict(dict):
return ModelTask(**dict)
def __repr__(self) -> str:
return f"<{self.__class__.__name__} {self.name}>"
class ModelFBWorkspace(FBWorkspace):
"""
It is a Pytorch model implementation task;
All the things are placed in a folder.
Folder
- data source and documents prepared by `prepare`
- Please note that new data may be passed in dynamically in `execute`
- code (file `model.py` ) injected by `inject_code`
- the `model.py` that contains a variable named `model_cls` which indicates the implemented model structure
- `model_cls` is a instance of `torch.nn.Module`;
We support two ways of interface:
(version 1) for qlib we'll make a script to import the model in the implementation in file `model.py` after setting the cwd into the directory
- from model import model_cls
- initialize the model by initializing it `model_cls(input_dim=INPUT_DIM)`
- And then verify the model.
(version 2) for kaggle we'll make a script to call the fit and predict function in the implementation in file `model.py` after setting the cwd into the directory
"""
def hash_func(
self,
batch_size: int = 8,
num_features: int = 10,
num_timesteps: int = 4,
num_edges: int = 20,
input_value: float = 1.0,
param_init_value: float = 1.0,
) -> str:
target_file_name = f"{batch_size}_{num_features}_{num_timesteps}_{input_value}_{param_init_value}"
for code_file_name in sorted(list(self.file_dict.keys())):
target_file_name = f"{target_file_name}_{self.file_dict[code_file_name]}"
return md5_hash(target_file_name)
@cache_with_pickle(hash_func)
def execute(
self,
batch_size: int = 8,
num_features: int = 10,
num_timesteps: int = 4,
num_edges: int = 20,
input_value: float = 1.0,
param_init_value: float = 1.0,
):
self.before_execute()
try:
qtde = QTDockerEnv() if self.target_task.version == 1 else KGDockerEnv()
qtde.prepare()
if self.target_task.version == 1:
dump_code = f"""
MODEL_TYPE = "{self.target_task.model_type}"
BATCH_SIZE = {batch_size}
NUM_FEATURES = {num_features}
NUM_TIMESTEPS = {num_timesteps}
NUM_EDGES = {num_edges}
INPUT_VALUE = {input_value}
PARAM_INIT_VALUE = {param_init_value}
{(Path(__file__).parent / 'model_execute_template_v1.txt').read_text()}
"""
elif self.target_task.version == 2:
dump_code = (Path(__file__).parent / "model_execute_template_v2.txt").read_text()
log, results = qtde.dump_python_code_run_and_get_results(
code=dump_code,
dump_file_names=["execution_feedback_str.pkl", "execution_model_output.pkl"],
local_path=str(self.workspace_path),
env={},
code_dump_file_py_name="model_test",
)
if len(results) == 0:
raise RuntimeError(f"Error in running the model code: {log}")
[execution_feedback_str, execution_model_output] = results
except Exception as e:
execution_feedback_str = f"Execution error: {e}\nTraceback: {traceback.format_exc()}"
execution_model_output = None
if len(execution_feedback_str) > 2000:
execution_feedback_str = (
execution_feedback_str[:1000] + "....hidden long error message...." + execution_feedback_str[-1000:]
)
return execution_feedback_str, execution_model_output
ModelExperiment = Experiment