mirror of
https://github.com/NicolasBohn/NexQuant.git
synced 2026-07-27 23:47:46 +00:00
82bef3a375
* init a scenario for kaggle feature engineering * fix some bugs and add original features' description * refine the process of data downloading * fix a error * revert the code * fix a bug in feedback * fix a ci bug * fix a ci bug
141 lines
5.4 KiB
Python
141 lines
5.4 KiB
Python
import pickle
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import site
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import traceback
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from pathlib import Path
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from typing import Dict, Optional
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from rdagent.components.coder.model_coder.conf import MODEL_IMPL_SETTINGS
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from rdagent.core.experiment import Experiment, FBWorkspace, Task
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from rdagent.oai.llm_utils import md5_hash
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from rdagent.utils.env import KGDockerEnv, QTDockerEnv
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class ModelTask(Task):
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def __init__(
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self,
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name: str,
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description: str,
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architecture: str,
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*args,
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hyperparameters: Dict[str, str],
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formulation: str = None,
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variables: Dict[str, str] = None,
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model_type: Optional[str] = None,
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**kwargs,
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) -> None:
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self.name: str = name
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self.description: str = description
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self.formulation: str = formulation
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self.architecture: str = architecture
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self.variables: str = variables
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self.hyperparameters: str = hyperparameters
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self.model_type: str = model_type # Tabular for tabular model, TimesSeries for time series model, Graph for graph model, XGBoost for XGBoost model
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super().__init__(*args, **kwargs)
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def get_task_information(self):
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task_desc = f"""name: {self.name}
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description: {self.description}
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"""
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task_desc += f"formulation: {self.formulation}\n" if self.formulation else ""
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task_desc += f"architecture: {self.architecture}\n"
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task_desc += f"variables: {self.variables}\n" if self.variables else ""
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task_desc += f"hyperparameters: {self.hyperparameters}\n"
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task_desc += f"model_type: {self.model_type}\n"
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return task_desc
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@staticmethod
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def from_dict(dict):
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return ModelTask(**dict)
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def __repr__(self) -> str:
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return f"<{self.__class__.__name__} {self.name}>"
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class ModelFBWorkspace(FBWorkspace):
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"""
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It is a Pytorch model implementation task;
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All the things are placed in a folder.
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Folder
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- data source and documents prepared by `prepare`
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- Please note that new data may be passed in dynamically in `execute`
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- code (file `model.py` ) injected by `inject_code`
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- the `model.py` that contains a variable named `model_cls` which indicates the implemented model structure
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- `model_cls` is a instance of `torch.nn.Module`;
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We support two ways of interface:
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(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
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- from model import model_cls
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- initialize the model by initializing it `model_cls(input_dim=INPUT_DIM)`
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- And then verify the model.
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(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
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"""
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def execute(
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self,
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batch_size: int = 8,
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num_features: int = 10,
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num_timesteps: int = 4,
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num_edges: int = 20,
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input_value: float = 1.0,
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param_init_value: float = 1.0,
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):
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super().execute()
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try:
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if MODEL_IMPL_SETTINGS.enable_execution_cache:
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# NOTE: cache the result for the same code
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target_file_name = md5_hash(
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f"{batch_size}_{num_features}_{num_timesteps}_{input_value}_{param_init_value}_{self.code_dict['model.py']}"
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)
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cache_file_path = Path(MODEL_IMPL_SETTINGS.cache_location) / f"{target_file_name}.pkl"
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Path(MODEL_IMPL_SETTINGS.cache_location).mkdir(exist_ok=True, parents=True)
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if cache_file_path.exists():
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return pickle.load(open(cache_file_path, "rb"))
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qtde = QTDockerEnv() if self.target_task.version == 1 else KGDockerEnv()
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qtde.prepare()
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if self.target_task.version == 1:
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dump_code = f"""
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MODEL_TYPE = "{self.target_task.model_type}"
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BATCH_SIZE = {batch_size}
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NUM_FEATURES = {num_features}
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NUM_TIMESTEPS = {num_timesteps}
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NUM_EDGES = {num_edges}
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INPUT_VALUE = {input_value}
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PARAM_INIT_VALUE = {param_init_value}
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{(Path(__file__).parent / 'model_execute_template_v1.txt').read_text()}
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"""
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elif self.target_task.version == 2:
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dump_code = (Path(__file__).parent / "model_execute_template_v2.txt").read_text()
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log, results = qtde.dump_python_code_run_and_get_results(
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code=dump_code,
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dump_file_names=["execution_feedback_str.pkl", "execution_model_output.pkl"],
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local_path=str(self.workspace_path),
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env={},
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)
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if results is None:
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raise RuntimeError(f"Error in running the model code: {log}")
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[execution_feedback_str, execution_model_output] = results
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if MODEL_IMPL_SETTINGS.enable_execution_cache:
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pickle.dump(
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(execution_feedback_str, execution_model_output),
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open(cache_file_path, "wb"),
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)
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except Exception as e:
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execution_feedback_str = f"Execution error: {e}\nTraceback: {traceback.format_exc()}"
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execution_model_output = None
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if len(execution_feedback_str) > 2000:
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execution_feedback_str = (
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execution_feedback_str[:1000] + "....hidden long error message...." + execution_feedback_str[-1000:]
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)
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return execution_feedback_str, execution_model_output
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ModelExperiment = Experiment
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