Files
NexQuant/rdagent/app/qlib_rd_loop/conf.py
T
WinstonLiyt 44271ecfd4 feat: refine logic for qlib_factor_from_report (#463)
* fix a bug in kaggle conf

* fix a ci error

* refine logic for qlib_factor_from_report
2024-10-31 16:04:32 +08:00

85 lines
3.1 KiB
Python

from pydantic_settings import BaseSettings
from rdagent.components.workflow.conf import BasePropSetting
class ModelBasePropSetting(BasePropSetting):
class Config:
env_prefix = "QLIB_MODEL_"
"""Use `QLIB_MODEL_` as prefix for environment variables"""
protected_namespaces = ()
"""Add 'model_' to the 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):
class Config:
env_prefix = "QLIB_FACTOR_"
"""Use `QLIB_FACTOR_` as prefix for environment variables"""
protected_namespaces = ()
"""Add 'factor_' to the 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()