mirror of
https://github.com/NicolasBohn/NexQuant.git
synced 2026-08-01 01:27:42 +00:00
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.
43 lines
1.3 KiB
Python
43 lines
1.3 KiB
Python
from pathlib import Path
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from typing import Any
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import pandas as pd
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from rdagent.core.experiment import FBWorkspace
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from rdagent.log import rdagent_logger as logger
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from rdagent.utils.env import QTDockerEnv
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class QlibFBWorkspace(FBWorkspace):
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def __init__(self, template_folder_path: Path, *args, **kwargs) -> None:
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super().__init__(*args, **kwargs)
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self.inject_code_from_folder(template_folder_path)
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def execute(self, qlib_config_name: str = "conf.yaml", run_env: dict = {}, *args, **kwargs) -> str:
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qtde = QTDockerEnv()
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qtde.prepare()
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# Run the Qlib backtest
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execute_log = qtde.run(
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local_path=str(self.workspace_path),
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entry=f"qrun {qlib_config_name}",
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env=run_env,
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)
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execute_log = qtde.run(
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local_path=str(self.workspace_path),
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entry="python read_exp_res.py",
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env=run_env,
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)
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ret_df = pd.read_pickle(self.workspace_path / "ret.pkl")
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logger.log_object(ret_df, tag="Quantitative Backtesting Chart")
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csv_path = self.workspace_path / "qlib_res.csv"
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if not csv_path.exists():
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logger.error(f"File {csv_path} does not exist.")
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return None
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return pd.read_csv(csv_path, index_col=0).iloc[:, 0]
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