Files
NexQuant/rdagent/components/benchmark/eval_method.py
T
Xu Yang e0a24fb46f Several update on the repo (see desc) (#76)
* ignore result csv file

* fix app scripts

* rename taskgenerator to developer and generate to develop

* fix a config bug in coder

* fix a small bug in factor coder evaluators

* remove a single logger in factor coder evaluators

* fix a small bug in model coder main.py

* rename Implementation to Workspace

* move the prepare the inject_code into FBWorkspace to align all the behavior

* fix a small bug in model feedback

* remove debug lines for multi processing and simplify evaluators multi proc

* add a copy function to workspace to freeze the workspace && add config prefix to speed up debugging

* make hypothesisgen a abc class

* use Qlib***Experiment

* fix a small bug

* rename Imp to Ws

* rename sub_implementations to sub_workspace_list

* fix a bug in feedback not presented as content in prompts

* move proposal pys to proposal folder

* reformat the folder

* align factor and model qlib workspace and use template to handle the workspace

* add a filter to evoagent to filter out false evo

* align multi_proc_n into RDAGENT seeting

* handle when runner gets empty experiment

* fix logger merge remaining problems

* fix black and isort automatically
2024-07-17 15:00:13 +08:00

166 lines
5.6 KiB
Python

from collections import defaultdict
from pathlib import Path
from typing import List, Tuple, Union
from tqdm import tqdm
from rdagent.components.coder.factor_coder.config import FACTOR_IMPLEMENT_SETTINGS
from rdagent.components.coder.factor_coder.CoSTEER.evaluators import (
FactorCorrelationEvaluator,
FactorEqualValueCountEvaluator,
FactorEvaluator,
FactorIndexEvaluator,
FactorMissingValuesEvaluator,
FactorOutputFormatEvaluator,
FactorRowCountEvaluator,
FactorSingleColumnEvaluator,
)
from rdagent.components.coder.factor_coder.factor import FactorFBWorkspace
from rdagent.core.conf import RD_AGENT_SETTINGS
from rdagent.core.developer import Developer
from rdagent.core.exception import CoderException
from rdagent.core.experiment import Task, Workspace
from rdagent.core.utils import multiprocessing_wrapper
class TestCase:
def __init__(
self,
target_task: list[Task] = [],
ground_truth: list[Workspace] = [],
):
self.ground_truth = ground_truth
self.target_task = target_task
class BaseEval:
"""
The benchmark benchmark evaluation.
"""
def __init__(
self,
evaluator_l: List[FactorEvaluator],
test_cases: List[TestCase],
generate_method: Developer,
catch_eval_except: bool = True,
):
"""Parameters
----------
test_cases : List[TestCase]
cases to be evaluated, ground truth are included in the test cases.
evaluator_l : List[FactorEvaluator]
A list of evaluators to evaluate the generated code.
catch_eval_except : bool
If we want to debug the evaluators, we recommend to set the this parameter to True.
"""
self.evaluator_l = evaluator_l
self.test_cases = test_cases
self.generate_method = generate_method
self.catch_eval_except = catch_eval_except
def load_cases_to_eval(
self,
path: Union[Path, str],
**kwargs,
) -> List[Workspace]:
path = Path(path)
fi_l = []
for tc in self.test_cases:
try:
fi = FactorFBWorkspace.from_folder(tc.task, path, **kwargs)
fi_l.append(fi)
except FileNotFoundError:
print("Fail to load test case for factor: ", tc.task.factor_name)
return fi_l
def eval_case(
self,
case_gt: Workspace,
case_gen: Workspace,
) -> List[Union[Tuple[FactorEvaluator, object], Exception]]:
"""Parameters
----------
case_gt : FactorImplementation
case_gen : FactorImplementation
Returns
-------
List[Union[Tuple[FactorEvaluator, object],Exception]]
for each item
If the evaluation run successfully, return the evaluate results. Otherwise, return the exception.
"""
eval_res = []
for ev in self.evaluator_l:
try:
eval_res.append((ev, ev.evaluate(implementation=case_gen, gt_implementation=case_gt)))
# if the corr ev is successfully evaluated and achieve the best performance, then break
except CoderException as e:
return e
except Exception as e:
# exception when evaluation
if self.catch_eval_except:
eval_res.append((ev, e))
else:
raise e
return eval_res
class FactorImplementEval(BaseEval):
def __init__(
self,
test_cases: TestCase,
method: Developer,
*args,
test_round: int = 10,
**kwargs,
):
online_evaluator_l = [
FactorSingleColumnEvaluator(),
FactorOutputFormatEvaluator(),
FactorRowCountEvaluator(),
FactorIndexEvaluator(),
FactorMissingValuesEvaluator(),
FactorEqualValueCountEvaluator(),
FactorCorrelationEvaluator(hard_check=False),
]
super().__init__(online_evaluator_l, test_cases, method, *args, **kwargs)
self.test_round = test_round
def eval(self):
gen_factor_l_all_rounds = []
test_cases_all_rounds = []
res = defaultdict(list)
for _ in tqdm(range(self.test_round), desc="Rounds of Eval"):
print("\n========================================================")
print(f"Eval {_}-th times...")
print("========================================================\n")
try:
gen_factor_l = self.generate_method.develop(self.test_cases.target_task)
except KeyboardInterrupt:
# TODO: Why still need to save result after KeyboardInterrupt?
print("Manually interrupted the evaluation. Saving existing results")
break
if len(gen_factor_l.sub_workspace_list) != len(self.test_cases.ground_truth):
raise ValueError(
"The number of cases to eval should be equal to the number of test cases.",
)
gen_factor_l_all_rounds.extend(gen_factor_l.sub_workspace_list)
test_cases_all_rounds.extend(self.test_cases.ground_truth)
eval_res_list = multiprocessing_wrapper(
[
(self.eval_case, (gt_case, gen_factor))
for gt_case, gen_factor in zip(test_cases_all_rounds, gen_factor_l_all_rounds)
],
n=RD_AGENT_SETTINGS.multi_proc_n,
)
for gt_case, eval_res, gen_factor in tqdm(zip(test_cases_all_rounds, eval_res_list, gen_factor_l_all_rounds)):
res[gt_case.target_task.factor_name].append((gen_factor, eval_res))
return res