mirror of
https://github.com/NicolasBohn/NexQuant.git
synced 2026-07-27 23:47:46 +00:00
Xu Yang
99 lines
3.3 KiB
Python
99 lines
3.3 KiB
Python
import shutil
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from pathlib import Path
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import pandas as pd
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# render it with jinja
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from jinja2 import Environment, StrictUndefined
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from rdagent.components.coder.factor_coder.config import FACTOR_IMPLEMENT_SETTINGS
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from rdagent.utils.env import QTDockerEnv
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def generate_data_folder_from_qlib():
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template_path = Path(__file__).parent / "factor_data_template"
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qtde = QTDockerEnv()
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qtde.prepare()
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# Run the Qlib backtest
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execute_log = qtde.run(
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local_path=str(template_path),
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entry=f"python generate.py",
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)
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assert (
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Path(__file__).parent / "factor_data_template" / "daily_pv_all.h5"
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).exists(), "daily_pv_all.h5 is not generated."
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assert (
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Path(__file__).parent / "factor_data_template" / "daily_pv_debug.h5"
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).exists(), "daily_pv_debug.h5 is not generated."
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Path(FACTOR_IMPLEMENT_SETTINGS.data_folder).mkdir(parents=True, exist_ok=True)
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shutil.copy(
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Path(__file__).parent / "factor_data_template" / "daily_pv_all.h5",
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Path(FACTOR_IMPLEMENT_SETTINGS.data_folder) / "daily_pv.h5",
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)
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shutil.copy(
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Path(__file__).parent / "factor_data_template" / "README.md",
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Path(FACTOR_IMPLEMENT_SETTINGS.data_folder) / "README.md",
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)
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Path(FACTOR_IMPLEMENT_SETTINGS.data_folder_debug).mkdir(parents=True, exist_ok=True)
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shutil.copy(
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Path(__file__).parent / "factor_data_template" / "daily_pv_debug.h5",
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Path(FACTOR_IMPLEMENT_SETTINGS.data_folder_debug) / "daily_pv.h5",
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)
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shutil.copy(
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Path(__file__).parent / "factor_data_template" / "README.md",
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Path(FACTOR_IMPLEMENT_SETTINGS.data_folder_debug) / "README.md",
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)
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def get_data_folder_intro():
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"""Directly get the info of the data folder.
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It is for preparing prompting message.
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"""
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if (
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not Path(FACTOR_IMPLEMENT_SETTINGS.data_folder).exists()
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or not Path(FACTOR_IMPLEMENT_SETTINGS.data_folder_debug).exists()
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):
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generate_data_folder_from_qlib()
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JJ_TPL = Environment(undefined=StrictUndefined).from_string(
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"""
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{{file_name}}
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```{{type_desc}}
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{{content}}
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```
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"""
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)
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content_l = []
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for p in Path(FACTOR_IMPLEMENT_SETTINGS.data_folder_debug).iterdir():
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if p.name.endswith(".h5"):
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df = pd.read_hdf(p)
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# get df.head() as string with full width
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pd.set_option("display.max_columns", None) # or 1000
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pd.set_option("display.max_rows", None) # or 1000
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pd.set_option("display.max_colwidth", None) # or 199
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rendered = JJ_TPL.render(
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file_name=p.name,
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type_desc="generated by `pd.read_hdf(filename).head()`",
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content=df.head().to_string(),
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)
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content_l.append(rendered)
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elif p.name.endswith(".md"):
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with open(p) as f:
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content = f.read()
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rendered = JJ_TPL.render(
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file_name=p.name,
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type_desc="markdown",
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content=content,
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)
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content_l.append(rendered)
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else:
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raise NotImplementedError(
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f"file type {p.name} is not supported. Please implement its description function.",
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)
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return "\n ----------------- file splitter -------------\n".join(content_l)
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