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Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
Co-authored-by: Young <afe.young@gmail.com>
2024-07-26 12:12:16 +08:00

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=========================
Scenarios and Quick Start
=========================
Scenario lists
=========================
.. list-table::
:header-rows: 1
* - Scenario/Target
- Model Implementation
- Data Building
* - 💹 Finance
- Iteratively Proposing Ideas & Evolving
- Auto reports reading & implementation
Iteratively Proposing Ideas & Evolving
* - 🩺 Medical
- Iteratively Proposing Ideas & Evolving
-
* - 🏭 General
- Auto paper reading & implementation
-
Scnarios' demo & quick start
============================
Scen1
-----
🤖 Knowledge-Based Hypothesis Generation and Iteration
Scen1 Intro
~~~~~~~~~~~
In this scenario, our model autonomously generates and tests hypotheses using a knowledge base. The process involves:
- **🔍 Hypothesis Generation**: The model proposes new hypotheses.
- **📝 Factor Creation**: Write and define new factors.
- **✅ Factor Validation**: Validate the factors quantitatively.
- **📈 Backtesting with Qlib**:
- **Dataset**: CSI300
- **Model**: LGBModel
- **Factors**: Alpha158 +
- **Data Split**:
- **Train**: 2008-01-01 to 2014-12-31
- **Valid**: 2015-01-01 to 2016-12-31
- **Test**: 2017-01-01 to 2020-08-01
- **🔄 Feedback Analysis**: Analyze backtest results.
- **🔧 Hypothesis Refinement**: Refine hypotheses based on feedback and repeat.
Scen1 Demo
~~~~~~~~~~
.. TODO
Scen1 Quick Start
~~~~~~~~~~~~~~~~~
To quickly start the factor extraction process, run the following command in your terminal within the 'rdagent' virtual environment:
.. code-block:: sh
python rdagent/app/qlib_rd_loop/factor.py
Usage of modules
~~~~~~~~~~~~~~~~~
TODO: Show some examples:
Scen2:
------
📄 Research Report-Based Factor Extraction
Scen2 Intro
~~~~~~~~~~~
In this scenario, factors and hypotheses are extracted from research reports. The process includes:
- **🔍 Factor Extraction**: Extract relevant factors from research reports.
- **📝 Factor Creation**: Define these extracted factors.
- **✅ Factor Validation**: Validate the extracted factors.
- **📈 Backtesting with Qlib**:
- **Dataset**: CSI300
- **Model**: LGBModel
- **Factors**: Alpha158 +
- **Data Split**:
- **Train**: 2008-01-01 to 2014-12-31
- **Valid**: 2015-01-01 to 2016-12-31
- **Test**: 2017-01-01 to 2020-08-01
- **🔄 Feedback Analysis**: Analyze backtest results.
- **🔧 Hypothesis Refinement**: Refine hypotheses based on feedback and continue the cycle.
Scen2 Demo
~~~~~~~~~~
.. TODO
Scen2 Quick Start
~~~~~~~~~~~~~~~~~
To quickly start the factor extraction process, run the following command in your terminal within the 'rdagent' virtual environment:
.. code-block:: sh
python rdagent/app/qlib_rd_loop/factor_from_report_sh.py
Usage of modules
~~~~~~~~~~~~~~~~~
TODO: Show some examples: