Files
NexQuant/rdagent/app/qlib_rd_loop/conf.py
T
Xu Yang fce241b9f9 feat: a unified CoSTEER to fit more scenarios (#491)
* Use ExtendedBaseSettings to replace BaseSettings

* update a more general way to pass the default setting

* update all code

* fix CI

* fix CI

* fix qlib scenario

* fix CI

* fix CI

* fix CI & add data science interfaces

* remove redundant code

* abandon costeer knowledge base v1

---------

Co-authored-by: Xu Yang <xuyang1@microsoft.com>
Co-authored-by: XianBW <36835909+XianBW@users.noreply.github.com>
2024-11-25 16:27:34 +08:00

76 lines
2.9 KiB
Python

from rdagent.components.workflow.conf import BasePropSetting
from rdagent.core.conf import ExtendedSettingsConfigDict
class ModelBasePropSetting(BasePropSetting):
model_config = ExtendedSettingsConfigDict(env_prefix="QLIB_MODEL_", protected_namespaces=())
# 1) override base settings
scen: str = "rdagent.scenarios.qlib.experiment.model_experiment.QlibModelScenario"
"""Scenario class for Qlib Model"""
hypothesis_gen: str = "rdagent.scenarios.qlib.proposal.model_proposal.QlibModelHypothesisGen"
"""Hypothesis generation class"""
hypothesis2experiment: str = "rdagent.scenarios.qlib.proposal.model_proposal.QlibModelHypothesis2Experiment"
"""Hypothesis to experiment class"""
coder: str = "rdagent.scenarios.qlib.developer.model_coder.QlibModelCoSTEER"
"""Coder class"""
runner: str = "rdagent.scenarios.qlib.developer.model_runner.QlibModelRunner"
"""Runner class"""
summarizer: str = "rdagent.scenarios.qlib.developer.feedback.QlibModelHypothesisExperiment2Feedback"
"""Summarizer class"""
evolving_n: int = 10
"""Number of evolutions"""
class FactorBasePropSetting(BasePropSetting):
model_config = ExtendedSettingsConfigDict(env_prefix="QLIB_FACTOR_", protected_namespaces=())
# 1) override base settings
scen: str = "rdagent.scenarios.qlib.experiment.factor_experiment.QlibFactorScenario"
"""Scenario class for Qlib Factor"""
hypothesis_gen: str = "rdagent.scenarios.qlib.proposal.factor_proposal.QlibFactorHypothesisGen"
"""Hypothesis generation class"""
hypothesis2experiment: str = "rdagent.scenarios.qlib.proposal.factor_proposal.QlibFactorHypothesis2Experiment"
"""Hypothesis to experiment class"""
coder: str = "rdagent.scenarios.qlib.developer.factor_coder.QlibFactorCoSTEER"
"""Coder class"""
runner: str = "rdagent.scenarios.qlib.developer.factor_runner.QlibFactorRunner"
"""Runner class"""
summarizer: str = "rdagent.scenarios.qlib.developer.feedback.QlibFactorHypothesisExperiment2Feedback"
"""Summarizer class"""
evolving_n: int = 10
"""Number of evolutions"""
class FactorFromReportPropSetting(FactorBasePropSetting):
# 1) override the scen attribute
scen: str = "rdagent.scenarios.qlib.experiment.factor_from_report_experiment.QlibFactorFromReportScenario"
"""Scenario class for Qlib Factor from Report"""
# 2) sub task specific:
report_result_json_file_path: str = "git_ignore_folder/report_list.json"
"""Path to the JSON file listing research reports for factor extraction"""
max_factors_per_exp: int = 10000
"""Maximum number of factors implemented per experiment"""
is_report_limit_enabled: bool = False
"""Limits report processing count if True; processes all if False"""
FACTOR_PROP_SETTING = FactorBasePropSetting()
FACTOR_FROM_REPORT_PROP_SETTING = FactorFromReportPropSetting()
MODEL_PROP_SETTING = ModelBasePropSetting()