Files
NexQuant/rdagent/scenarios/qlib/model_proposal.py
T
Xu Yang b4ba69dacc model proposal first version (#61)
* init code

* first version of model proposal
2024-07-11 10:50:34 +08:00

82 lines
3.0 KiB
Python

import json
from pathlib import Path
from typing import List, Tuple
from jinja2 import Environment, StrictUndefined
from rdagent.components.coder.model_coder.model import ModelExperiment, ModelTask
from rdagent.components.proposal.model_proposal import (
ModelHypothesis,
ModelHypothesis2Experiment,
ModelHypothesisGen,
)
from rdagent.core.prompts import Prompts
from rdagent.core.proposal import Hypothesis, Scenario, Trace
prompt_dict = Prompts(file_path=Path(__file__).parent / "prompts.yaml")
QlibModelHypothesis = ModelHypothesis
class QlibModelHypothesisGen(ModelHypothesisGen):
def __init__(self, scen: Scenario) -> Tuple[dict, bool]:
super().__init__(scen)
def prepare_context(self, trace: Trace) -> Tuple[dict, bool]:
hypothesis_feedback = (
Environment(undefined=StrictUndefined)
.from_string(prompt_dict["hypothesis_and_feedback"])
.render(trace=trace)
)
context_dict = {
"hypothesis_and_feedback": hypothesis_feedback,
"RAG": ...,
"hypothesis_output_format": prompt_dict["hypothesis_output_format"],
}
return context_dict, True
def convert_response(self, response: str) -> ModelHypothesis:
response_dict = json.loads(response)
hypothesis = QlibModelHypothesis(hypothesis=response_dict["hypothesis"], reason=response_dict["reason"])
return hypothesis
class QlibModelHypothesis2Experiment(ModelHypothesis2Experiment):
def prepare_context(self, hypothesis: Hypothesis, trace: Trace) -> Tuple[dict, bool]:
scenario = trace.scen.get_scenario_all_desc()
experiment_output_format = prompt_dict["model_experiment_output_format"]
hypothesis_and_feedback = (
Environment(undefined=StrictUndefined)
.from_string(prompt_dict["hypothesis_and_feedback"])
.render(trace=trace)
)
experiment_list: List[ModelExperiment] = [t[1] for t in trace.hist]
model_list = []
for experiment in experiment_list:
model_list.extend(experiment.sub_tasks)
return {
"target_hypothesis": str(hypothesis),
"scenario": scenario,
"hypothesis_and_feedback": hypothesis_and_feedback,
"experiment_output_format": experiment_output_format,
"target_list": model_list,
"RAG": ...,
}, True
def convert_response(self, response: str, trace: Trace) -> ModelExperiment:
response_dict = json.loads(response)
tasks = []
for model_name in response_dict:
description = response_dict[model_name]["description"]
formulation = response_dict[model_name]["formulation"]
variables = response_dict[model_name]["variables"]
model_type = response_dict[model_name]["model_type"]
tasks.append(ModelTask(model_name, description, formulation, variables, model_type))
exp = ModelExperiment(tasks)
exp.based_experiments = [t[1] for t in trace.hist if t[2]]
return exp