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NexQuant/rdagent/scenarios/qlib/experiment/factor_experiment.py
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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

59 lines
1.7 KiB
Python

from pathlib import Path
from rdagent.components.coder.factor_coder.factor import (
FactorExperiment,
FactorFBWorkspace,
FactorTask,
)
from rdagent.components.coder.factor_coder.utils import get_data_folder_intro
from rdagent.core.prompts import Prompts
from rdagent.core.scenario import Scenario
from rdagent.scenarios.qlib.experiment.workspace import QlibFBWorkspace
prompt_dict = Prompts(file_path=Path(__file__).parent / "prompts.yaml")
class QlibFactorExperiment(FactorExperiment[FactorTask, QlibFBWorkspace, FactorFBWorkspace]):
def __init__(self, *args, **kwargs) -> None:
super().__init__(*args, **kwargs)
self.experiment_workspace = QlibFBWorkspace(template_folder_path=Path(__file__).parent / "factor_template")
class QlibFactorScenario(Scenario):
@property
def background(self) -> str:
return prompt_dict["qlib_factor_background"]
@property
def source_data(self) -> str:
return get_data_folder_intro()
@property
def output_format(self) -> str:
return prompt_dict["qlib_factor_output_format"]
@property
def interface(self) -> str:
return prompt_dict["qlib_factor_interface"]
@property
def simulator(self) -> str:
return prompt_dict["qlib_factor_simulator"]
@property
def rich_style_description(self) -> str:
return "Below is QlibFactor Evolving Automatic R&D Demo."
def get_scenario_all_desc(self) -> str:
return f"""Background of the scenario:
{self.background}
The source data you can use:
{self.source_data}
The interface you should follow to write the runnable code:
{self.interface}
The output of your code should be in the format:
{self.output_format}
The simulator user can use to test your factor:
{self.simulator}
"""