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https://github.com/NicolasBohn/NexQuant.git
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WinstonLiyt
25fb571a0f
- A draft of the "Quick Start" section for your README. - Enable logging of backtesting in Qlib and store rich-text descriptions in Trace. - Support one-step debugging for factor extraction.
44 lines
2.1 KiB
Python
44 lines
2.1 KiB
Python
from rdagent.components.workflow.conf import BasePropSetting
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class ModelBasePropSetting(BasePropSetting):
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class Config:
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env_prefix = "QLIB_MODEL_" # Use MODEL_CODER_ as prefix for environment variables
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protected_namespaces = () # Add 'model_' to the protected namespaces
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scen: str = "rdagent.scenarios.qlib.experiment.model_experiment.QlibModelScenario"
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hypothesis_gen: str = "rdagent.scenarios.qlib.proposal.model_proposal.QlibModelHypothesisGen"
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hypothesis2experiment: str = "rdagent.scenarios.qlib.proposal.model_proposal.QlibModelHypothesis2Experiment"
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coder: str = "rdagent.scenarios.qlib.developer.model_coder.QlibModelCoSTEER"
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runner: str = "rdagent.scenarios.qlib.developer.model_runner.QlibModelRunner"
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summarizer: str = "rdagent.scenarios.qlib.developer.feedback.QlibModelHypothesisExperiment2Feedback"
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evolving_n: int = 10
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class FactorBasePropSetting(BasePropSetting):
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class Config:
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env_prefix = "QLIB_FACTOR_" # Use MODEL_CODER_ as prefix for environment variables
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protected_namespaces = () # Add 'model_' to the protected namespaces
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# 1) override base settings
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# TODO: model part is not finished yet
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scen: str = "rdagent.scenarios.qlib.experiment.factor_experiment.QlibFactorScenario"
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hypothesis_gen: str = "rdagent.scenarios.qlib.proposal.factor_proposal.QlibFactorHypothesisGen"
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hypothesis2experiment: str = "rdagent.scenarios.qlib.proposal.factor_proposal.QlibFactorHypothesis2Experiment"
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coder: str = "rdagent.scenarios.qlib.developer.factor_coder.QlibFactorCoSTEER"
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runner: str = "rdagent.scenarios.qlib.developer.factor_runner.QlibFactorRunner"
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summarizer: str = "rdagent.scenarios.qlib.developer.feedback.QlibFactorHypothesisExperiment2Feedback"
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evolving_n: int = 10
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# 2) sub task specific:
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origin_report_path: str = "data/report_origin"
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local_report_path: str = "data/report"
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report_result_json_file_path: str = "git_ignore_folder/res_dict.json"
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progress_file_path: str = "git_ignore_folder/progress.pkl"
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FACTOR_PROP_SETTING = FactorBasePropSetting()
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MODEL_PROP_SETTING = ModelBasePropSetting()
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