mirror of
https://github.com/NicolasBohn/NexQuant.git
synced 2026-07-28 16:07:46 +00:00
WinstonLiyt
8500eba02a
- Performed further optimizations on the factor loop and report extraction loop. - Added log handling for both processes. - Implemented a screenshot feature for report extraction.
63 lines
2.0 KiB
Python
63 lines
2.0 KiB
Python
"""
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Factor Structure RD-Loop
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"""
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from dotenv import load_dotenv
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from rdagent.core.exception import FactorEmptyError
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from rdagent.core.scenario import Scenario
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from rdagent.log import rdagent_logger as logger
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load_dotenv(override=True)
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from rdagent.app.qlib_rd_loop.conf import PROP_SETTING
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from rdagent.core.developer import Developer
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from rdagent.core.proposal import (
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Hypothesis2Experiment,
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HypothesisExperiment2Feedback,
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HypothesisGen,
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Trace,
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)
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from rdagent.core.utils import import_class
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scen: Scenario = import_class(PROP_SETTING.factor_scen)()
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hypothesis_gen: HypothesisGen = import_class(PROP_SETTING.factor_hypothesis_gen)(scen)
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hypothesis2experiment: Hypothesis2Experiment = import_class(PROP_SETTING.factor_hypothesis2experiment)()
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qlib_factor_coder: Developer = import_class(PROP_SETTING.factor_coder)(scen)
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qlib_factor_runner: Developer = import_class(PROP_SETTING.factor_runner)(scen)
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qlib_factor_summarizer: HypothesisExperiment2Feedback = import_class(PROP_SETTING.factor_summarizer)(scen)
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trace = Trace(scen=scen)
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for _ in range(PROP_SETTING.evolving_n):
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try:
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with logger.tag("r"):
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hypothesis = hypothesis_gen.gen(trace)
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logger.log_object(hypothesis, tag="hypothesis generation")
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exp = hypothesis2experiment.convert(hypothesis, trace)
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logger.log_object(exp.sub_tasks, tag="experiment generation")
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with logger.tag("d"):
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exp = qlib_factor_coder.develop(exp)
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logger.log_object(exp.sub_workspace_list)
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with logger.tag("ef"):
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exp = qlib_factor_runner.develop(exp)
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if exp is None:
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logger.error(f"Factor extraction failed.")
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continue
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logger.log_object(exp, tag="factor runner result")
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feedback = qlib_factor_summarizer.generate_feedback(exp, hypothesis, trace)
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logger.log_object(feedback, tag="feedback")
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trace.hist.append((hypothesis, exp, feedback))
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except FactorEmptyError as e:
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logger.warning(e)
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continue
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