mirror of
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.
59 lines
1.7 KiB
Python
59 lines
1.7 KiB
Python
from pathlib import Path
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from rdagent.components.coder.factor_coder.factor import (
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FactorExperiment,
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FactorFBWorkspace,
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FactorTask,
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)
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from rdagent.components.coder.factor_coder.utils import get_data_folder_intro
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from rdagent.core.prompts import Prompts
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from rdagent.core.scenario import Scenario
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from rdagent.scenarios.qlib.experiment.workspace import QlibFBWorkspace
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prompt_dict = Prompts(file_path=Path(__file__).parent / "prompts.yaml")
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class QlibFactorExperiment(FactorExperiment[FactorTask, QlibFBWorkspace, FactorFBWorkspace]):
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def __init__(self, *args, **kwargs) -> None:
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super().__init__(*args, **kwargs)
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self.experiment_workspace = QlibFBWorkspace(template_folder_path=Path(__file__).parent / "factor_template")
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class QlibFactorScenario(Scenario):
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@property
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def background(self) -> str:
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return prompt_dict["qlib_factor_background"]
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@property
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def source_data(self) -> str:
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return get_data_folder_intro()
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@property
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def output_format(self) -> str:
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return prompt_dict["qlib_factor_output_format"]
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@property
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def interface(self) -> str:
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return prompt_dict["qlib_factor_interface"]
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@property
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def simulator(self) -> str:
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return prompt_dict["qlib_factor_simulator"]
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@property
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def rich_style_description(self)->str:
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return "Below is QlibFactor Evolving Automatic R&D Demo."
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def get_scenario_all_desc(self) -> str:
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return f"""Background of the scenario:
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{self.background}
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The source data you can use:
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{self.source_data}
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The interface you should follow to write the runnable code:
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{self.interface}
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The output of your code should be in the format:
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{self.output_format}
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The simulator user can use to test your factor:
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{self.simulator}
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"""
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