Files
NexQuant/rdagent/app/qlib_rd_loop/factor.py
T
Xu Yang d5a6a08210 Several update on the repo (see desc) (#76)
* ignore result csv file

* fix app scripts

* rename taskgenerator to developer and generate to develop

* fix a config bug in coder

* fix a small bug in factor coder evaluators

* remove a single logger in factor coder evaluators

* fix a small bug in model coder main.py

* rename Implementation to Workspace

* move the prepare the inject_code into FBWorkspace to align all the behavior

* fix a small bug in model feedback

* remove debug lines for multi processing and simplify evaluators multi proc

* add a copy function to workspace to freeze the workspace && add config prefix to speed up debugging

* make hypothesisgen a abc class

* use Qlib***Experiment

* fix a small bug

* rename Imp to Ws

* rename sub_implementations to sub_workspace_list

* fix a bug in feedback not presented as content in prompts

* move proposal pys to proposal folder

* reformat the folder

* align factor and model qlib workspace and use template to handle the workspace

* add a filter to evoagent to filter out false evo

* align multi_proc_n into RDAGENT seeting

* handle when runner gets empty experiment

* fix logger merge remaining problems

* fix black and isort automatically
2024-07-17 15:00:13 +08:00

49 lines
1.5 KiB
Python

"""
TODO: Factor Structure RD-Loop
"""
from dotenv import load_dotenv
from rdagent.core.exception import FactorEmptyException
from rdagent.core.scenario import Scenario
from rdagent.log import rdagent_logger as logger
load_dotenv(override=True)
from rdagent.app.qlib_rd_loop.conf import PROP_SETTING
from rdagent.core.developer import Developer
from rdagent.core.proposal import (
Hypothesis2Experiment,
HypothesisExperiment2Feedback,
HypothesisGen,
Trace,
)
from rdagent.core.utils import import_class
scen: Scenario = import_class(PROP_SETTING.factor_scen)()
hypothesis_gen: HypothesisGen = import_class(PROP_SETTING.factor_hypothesis_gen)(scen)
hypothesis2experiment: Hypothesis2Experiment = import_class(PROP_SETTING.factor_hypothesis2experiment)()
qlib_factor_coder: Developer = import_class(PROP_SETTING.factor_coder)(scen)
qlib_factor_runner: Developer = import_class(PROP_SETTING.factor_runner)(scen)
qlib_factor_summarizer: HypothesisExperiment2Feedback = import_class(PROP_SETTING.factor_summarizer)(scen)
trace = Trace(scen=scen)
for _ in range(PROP_SETTING.evolving_n):
try:
hypothesis = hypothesis_gen.gen(trace)
exp = hypothesis2experiment.convert(hypothesis, trace)
exp = qlib_factor_coder.develop(exp)
exp = qlib_factor_runner.develop(exp)
feedback = qlib_factor_summarizer.generateFeedback(exp, hypothesis, trace)
trace.hist.append((hypothesis, exp, feedback))
except FactorEmptyException as e:
logger.warning(e)
continue