Files
NexQuant/rdagent/app/qlib_rd_loop/conf.py
T
WinstonLiyt db68a28c1b fix: Fixed some bugs introduced during refactoring. (#167)
* Fixed some bugs introduced during refactoring.

* fix a minor bug

* build factor source data (price and volumns) from qlib if no source data is provided by the user (#168)

* Fixed some bugs introduced during refactoring.

* fix a small bug

* fix a small bug

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Co-authored-by: Xu Yang <peteryang@vip.qq.com>
2024-08-05 21:48:24 +08:00

48 lines
2.3 KiB
Python

from rdagent.components.workflow.conf import BasePropSetting
class ModelBasePropSetting(BasePropSetting):
class Config:
env_prefix = "QLIB_MODEL_" # Use MODEL_CODER_ as prefix for environment variables
protected_namespaces = () # Add 'model_' to the protected namespaces
scen: str = "rdagent.scenarios.qlib.experiment.model_experiment.QlibModelScenario"
hypothesis_gen: str = "rdagent.scenarios.qlib.proposal.model_proposal.QlibModelHypothesisGen"
hypothesis2experiment: str = "rdagent.scenarios.qlib.proposal.model_proposal.QlibModelHypothesis2Experiment"
coder: str = "rdagent.scenarios.qlib.developer.model_coder.QlibModelCoSTEER"
runner: str = "rdagent.scenarios.qlib.developer.model_runner.QlibModelRunner"
summarizer: str = "rdagent.scenarios.qlib.developer.feedback.QlibModelHypothesisExperiment2Feedback"
evolving_n: int = 10
class FactorBasePropSetting(BasePropSetting):
class Config:
env_prefix = "QLIB_FACTOR_" # Use MODEL_CODER_ as prefix for environment variables
protected_namespaces = () # Add 'model_' to the protected namespaces
# 1) override base settings
# TODO: model part is not finished yet
scen: str = "rdagent.scenarios.qlib.experiment.factor_experiment.QlibFactorScenario"
hypothesis_gen: str = "rdagent.scenarios.qlib.proposal.factor_proposal.QlibFactorHypothesisGen"
hypothesis2experiment: str = "rdagent.scenarios.qlib.proposal.factor_proposal.QlibFactorHypothesis2Experiment"
coder: str = "rdagent.scenarios.qlib.developer.factor_coder.QlibFactorCoSTEER"
runner: str = "rdagent.scenarios.qlib.developer.factor_runner.QlibFactorRunner"
summarizer: str = "rdagent.scenarios.qlib.developer.feedback.QlibFactorHypothesisExperiment2Feedback"
evolving_n: int = 10
# 2) sub task specific:
report_result_json_file_path: str = "git_ignore_folder/report_list.json"
max_factors_per_exp: int = 10000
class FactorFromReportPropSetting(FactorBasePropSetting):
# Override the scen attribute
scen: str = "rdagent.scenarios.qlib.experiment.factor_from_report_experiment.QlibFactorFromReportScenario"
FACTOR_PROP_SETTING = FactorBasePropSetting()
FACTOR_FROM_REPORT_PROP_SETTING = FactorFromReportPropSetting()
MODEL_PROP_SETTING = ModelBasePropSetting()