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Co-authored-by: Young <afe.young@gmail.com>
2024-08-06 09:29:22 +08:00

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==============================
Benchmark
==============================
Introduction
=============
Benchmarking the capabilities of the R&D is a very important research problem of the research area.
Currently we are continuously exploring how to benchmark them.
The current benchmarks are listed in this page
Development Capability Benchmarking
===================================
Benchmark is used to evaluate the effectiveness of factors with fixed data.
It mainly includes the following steps:
1. :ref:`read and prepare the eval_data <data>`
2. :ref:`declare the method to be tested and pass the arguments <config>`
3. :ref:`declare the eval method and pass the arguments <config>`
4. :ref:`run the eval <run>`
5. :ref:`save and show the result <show>`
Configuration
-------------
.. _config:
.. autopydantic_settings:: rdagent.components.benchmark.conf.BenchmarkSettings
Example
++++++++
.. _example:
The default value for ``bench_test_round`` is 10, and it will take about 2 hours to run 10 rounds.
To modify it from ``10`` to ``2`` you can adjust this by adding environment variables in the .env file as shown below.
.. code-block:: Properties
BENCHMARK_BENCH_TEST_ROUND=1
Data Format
-------------
.. _data:
The sample data in ``bench_data_path`` is a dictionary where each key represents a factor name.
The value associated with each key is factor data containing the following information:
- **description**: A textual description of the factor.
- **formulation**: A LaTeX formula representing the model's formulation.
- **variables**: A dictionary of variables involved in the factor.
- **Category**: The category or classification of the factor.
- **Difficulty**: The difficulty level of implementing or understanding the factor.
- **gt_code**: A piece of code associated with the factor.
Here is the example of this data format:
.. literalinclude:: ../../rdagent/components/benchmark/example.json
:language: json
Run Benchmark
-------------
.. _run:
Start benchmark after finishing the :doc:`../installation_and_configuration`.
.. code-block:: Properties
python rdagent/app/quant_factor_benchmark/eval.py
Once completed, a pkl file will be generated, and its path will be printed on the last line of the console.
Show Result
-------------
.. _show:
The ``analysis.py`` script is used to read data from pkl and convert it to an image.
Modify the python code in ``rdagent/app/quant_factor_benchmark/analysis.py`` to specify the path to the pkl file and the output path for the png file.
.. code-block:: Properties
python rdagent/app/quant_factor_benchmark/analysis.py
A png file will be saved to the designated path as shown below.
.. image:: ../_static/benchmark.png