NexQuant/rdagent/components/coder/factor_coder/factor.py

from __future__ import annotations

import pickle
import subprocess
import uuid
from pathlib import Path
from typing import Tuple, Union

import pandas as pd
from filelock import FileLock

from rdagent.components.coder.factor_coder.config import FACTOR_IMPLEMENT_SETTINGS
from rdagent.core.exception import CodeFormatError, CustomRuntimeError, NoOutputError
from rdagent.core.experiment import Experiment, FBWorkspace, Task
from rdagent.log import rdagent_logger as logger
from rdagent.oai.llm_utils import md5_hash


class FactorTask(Task):
    # TODO:  generalized the attributes into the Task
    # - factor_* -> *
    def __init__(
        self,
        factor_name,
        factor_description,
        factor_formulation,
        *args,
        variables: dict = {},
        resource: str = None,
        factor_implementation: bool = False,
        **kwargs,
    ) -> None:
        self.factor_name = factor_name
        self.factor_description = factor_description
        self.factor_formulation = factor_formulation
        self.variables = variables
        self.factor_resources = resource
        self.factor_implementation = factor_implementation
        super().__init__(*args, **kwargs)

    def get_task_information(self):
        return f"""factor_name: {self.factor_name}
factor_description: {self.factor_description}
factor_formulation: {self.factor_formulation}
variables: {str(self.variables)}"""

    def get_task_information_and_implementation_result(self):
        return {
            "factor_name": self.factor_name,
            "factor_description": self.factor_description,
            "factor_formulation": self.factor_formulation,
            "variables": str(self.variables),
            "factor_implementation": str(self.factor_implementation),
        }

    @staticmethod
    def from_dict(dict):
        return FactorTask(**dict)

    def __repr__(self) -> str:
        return f"<{self.__class__.__name__}[{self.factor_name}]>"


class FactorFBWorkspace(FBWorkspace):
    """
    This class is used to implement a factor by writing the code to a file.
    Input data and output factor value are also written to files.
    """

    # TODO: (Xiao) think raising errors may get better information for processing
    FB_FROM_CACHE = "The factor value has been executed and stored in the instance variable."
    FB_EXEC_SUCCESS = "Execution succeeded without error."
    FB_CODE_NOT_SET = "code is not set."
    FB_EXECUTION_SUCCEEDED = "Execution succeeded without error."
    FB_OUTPUT_FILE_NOT_FOUND = "\nExpected output file not found."
    FB_OUTPUT_FILE_FOUND = "\nExpected output file found."

    def __init__(
        self,
        *args,
        executed_factor_value_dataframe: pd.DataFrame = None,
        raise_exception: bool = False,
        **kwargs,
    ) -> None:
        super().__init__(*args, **kwargs)
        self.executed_factor_value_dataframe = executed_factor_value_dataframe
        self.raise_exception = raise_exception

    @staticmethod
    def link_data_to_workspace(data_path: Path, workspace_path: Path):
        data_path = Path(data_path)
        workspace_path = Path(workspace_path)
        for data_file_path in data_path.iterdir():
            workspace_data_file_path = workspace_path / data_file_path.name
            if workspace_data_file_path.exists():
                workspace_data_file_path.unlink()
            subprocess.run(
                ["ln", "-s", data_file_path, workspace_data_file_path],
                check=False,
            )

    def execute(self, store_result: bool = False, data_type: str = "Debug") -> Tuple[str, pd.DataFrame]:
        """
        execute the implementation and get the factor value by the following steps:
        1. make the directory in workspace path
        2. write the code to the file in the workspace path
        3. link all the source data to the workspace path folder
        if call_factor_py is True:
            4. execute the code
        else:
            4. generate a script from template to import the factor.py dump get the factor value to result.h5
        5. read the factor value from the output file in the workspace path folder
        returns the execution feedback as a string and the factor value as a pandas dataframe

        parameters:
        store_result: if True, store the factor value in the instance variable, this feature is to be used in the gt implementation to avoid multiple execution on the same gt implementation
        """
        super().execute()
        if self.code_dict is None or "factor.py" not in self.code_dict:
            if self.raise_exception:
                raise CodeFormatError(self.FB_CODE_NOT_SET)
            else:
                return self.FB_CODE_NOT_SET, None
        with FileLock(self.workspace_path / "execution.lock"):
            if FACTOR_IMPLEMENT_SETTINGS.enable_execution_cache:
                # NOTE: cache the result for the same code and same data type
                target_file_name = md5_hash(data_type + self.code_dict["factor.py"])
                cache_file_path = Path(FACTOR_IMPLEMENT_SETTINGS.cache_location) / f"{target_file_name}.pkl"
                Path(FACTOR_IMPLEMENT_SETTINGS.cache_location).mkdir(exist_ok=True, parents=True)
                if cache_file_path.exists() and not self.raise_exception:
                    cached_res = pickle.load(open(cache_file_path, "rb"))
                    if store_result and cached_res[1] is not None:
                        self.executed_factor_value_dataframe = cached_res[1]
                    return cached_res

            if self.executed_factor_value_dataframe is not None:
                return self.FB_FROM_CACHE, self.executed_factor_value_dataframe

            if self.target_task.version == 1:
                source_data_path = (
                    Path(
                        FACTOR_IMPLEMENT_SETTINGS.data_folder_debug,
                    )
                    if data_type == "Debug"
                    else Path(
                        FACTOR_IMPLEMENT_SETTINGS.data_folder,
                    )
                )
            elif self.target_task.version == 2:
                # TODO you can change the name of the data folder for a better understanding
                source_data_path = Path(
                    FACTOR_IMPLEMENT_SETTINGS.data_folder,
                )

            source_data_path.mkdir(exist_ok=True, parents=True)
            code_path = self.workspace_path / f"factor.py"

            self.link_data_to_workspace(source_data_path, self.workspace_path)

            execution_feedback = self.FB_EXECUTION_SUCCEEDED
            execution_success = False

            if self.target_task.version == 1:
                execution_code_path = code_path
            elif self.target_task.version == 2:
                execution_code_path = self.workspace_path / f"{uuid.uuid4()}.py"
                execution_code_path.write_text((Path(__file__).parent / "factor_execution_template.txt").read_text())

            try:
                subprocess.check_output(
                    f"{FACTOR_IMPLEMENT_SETTINGS.python_bin} {execution_code_path}",
                    shell=True,
                    cwd=self.workspace_path,
                    stderr=subprocess.STDOUT,
                    timeout=FACTOR_IMPLEMENT_SETTINGS.file_based_execution_timeout,
                )
                execution_success = True
            except subprocess.CalledProcessError as e:
                import site

                execution_feedback = (
                    e.output.decode()
                    .replace(str(execution_code_path.parent.absolute()), r"/path/to")
                    .replace(str(site.getsitepackages()[0]), r"/path/to/site-packages")
                )
                if len(execution_feedback) > 2000:
                    execution_feedback = (
                        execution_feedback[:1000] + "....hidden long error message...." + execution_feedback[-1000:]
                    )
                if self.raise_exception:
                    raise CustomRuntimeError(execution_feedback)
            except subprocess.TimeoutExpired:
                execution_feedback += f"Execution timeout error and the timeout is set to {FACTOR_IMPLEMENT_SETTINGS.file_based_execution_timeout} seconds."
                if self.raise_exception:
                    raise CustomRuntimeError(execution_feedback)

            workspace_output_file_path = self.workspace_path / "result.h5"
            if workspace_output_file_path.exists() and execution_success:
                try:
                    executed_factor_value_dataframe = pd.read_hdf(workspace_output_file_path)
                    execution_feedback += self.FB_OUTPUT_FILE_FOUND
                except Exception as e:
                    execution_feedback += f"Error found when reading hdf file: {e}"[:1000]
                    executed_factor_value_dataframe = None
            else:
                execution_feedback += self.FB_OUTPUT_FILE_NOT_FOUND
                executed_factor_value_dataframe = None
                if self.raise_exception:
                    raise NoOutputError(execution_feedback)

            if store_result and executed_factor_value_dataframe is not None:
                self.executed_factor_value_dataframe = executed_factor_value_dataframe

        if FACTOR_IMPLEMENT_SETTINGS.enable_execution_cache:
            pickle.dump(
                (execution_feedback, executed_factor_value_dataframe),
                open(cache_file_path, "wb"),
            )
        return execution_feedback, executed_factor_value_dataframe

    def __str__(self) -> str:
        # NOTE:
        # If the code cache works, the workspace will be None.
        return f"File Factor[{self.target_task.factor_name}]: {self.workspace_path}"

    def __repr__(self) -> str:
        return self.__str__()

    @staticmethod
    def from_folder(task: FactorTask, path: Union[str, Path], **kwargs):
        path = Path(path)
        code_dict = {}
        for file_path in path.iterdir():
            if file_path.suffix == ".py":
                code_dict[file_path.name] = file_path.read_text()
        return FactorFBWorkspace(target_task=task, code_dict=code_dict, **kwargs)


FactorExperiment = Experiment