Files
NexQuant/rdagent/components/coder/model_coder/model.py
T
Xu Yang be2c19307e first version of model runner and model feedback (#70)
* Implemented model.py

- Need to run within the RDAgent folder (relevant path)
- Each time copy a template & insert code & run qlib & store result back to experiment

* Create model.py

* Create conf.yaml

This is the sample conf.yaml to be copied each time.

This has gone several times of iteration and is now working for both tabular and Time-Series data.

* Create read_exp.py

This is to read the results within Qlib

* Create ReadMe.md

* Update model.py

* Create test_model.py

A testing file that separates model code generation and running&feedback section.

* move the template folder

* help xisen finish the model runner

* help xisen fix improve model feedback generation

* delete debug file

* rename readme.md

---------

Co-authored-by: Xisen Wang <118058822+Xisen-Wang@users.noreply.github.com>
2024-07-16 10:33:53 +08:00

119 lines
4.5 KiB
Python

import json
import pickle
import site
import uuid
from pathlib import Path
from typing import Dict, Optional
import torch
from rdagent.components.coder.model_coder.conf import MODEL_IMPL_SETTINGS
from rdagent.core.exception import CodeFormatException
from rdagent.core.experiment import Experiment, FBImplementation, Task
from rdagent.oai.llm_utils import md5_hash
from rdagent.utils import get_module_by_module_path
class ModelTask(Task):
def __init__(
self, name: str, description: str, formulation: str, variables: Dict[str, str], model_type: Optional[str] = None
) -> None:
self.name: str = name
self.description: str = description
self.formulation: str = formulation
self.variables: str = variables
self.model_type: str = model_type # Tabular for tabular model, TimesSeries for time series model
def get_task_information(self):
return f"""name: {self.name}
description: {self.description}
formulation: {self.formulation}
variables: {self.variables}
model_type: {self.model_type}
"""
@staticmethod
def from_dict(dict):
return ModelTask(**dict)
def __repr__(self) -> str:
return f"<{self.__class__.__name__} {self.name}>"
class ModelImplementation(FBImplementation):
"""
It is a Pytorch model implementation task;
All the things are placed in a folder.
Folder
- data source and documents prepared by `prepare`
- Please note that new data may be passed in dynamically in `execute`
- code (file `model.py` ) injected by `inject_code`
- the `model.py` that contains a variable named `model_cls` which indicates the implemented model structure
- `model_cls` is a instance of `torch.nn.Module`;
We'll import the model in the implementation in file `model.py` after setting the cwd into the directory
- from model import model_cls
- initialize the model by initializing it `model_cls(input_dim=INPUT_DIM)`
- And then verify the model.
"""
def __init__(self, target_task: Task) -> None:
super().__init__(target_task)
def prepare(self) -> None:
"""
Prepare for the workspace;
"""
unique_id = uuid.uuid4()
self.workspace_path = Path(MODEL_IMPL_SETTINGS.model_execution_workspace) / f"M{unique_id}"
# start with `M` so that it can be imported via python
self.workspace_path.mkdir(parents=True, exist_ok=True)
def execute(
self,
batch_size: int = 8,
num_features: int = 10,
num_timesteps: int = 4,
input_value: float = 1.0,
param_init_value: float = 1.0,
):
try:
if MODEL_IMPL_SETTINGS.enable_execution_cache:
# NOTE: cache the result for the same code
target_file_name = md5_hash(
f"{batch_size}_{num_features}_{num_timesteps}_{input_value}_{param_init_value}_{self.code_dict['model.py']}"
)
cache_file_path = Path(MODEL_IMPL_SETTINGS.model_cache_location) / f"{target_file_name}.pkl"
Path(MODEL_IMPL_SETTINGS.model_cache_location).mkdir(exist_ok=True, parents=True)
if cache_file_path.exists():
return pickle.load(open(cache_file_path, "rb"))
mod = get_module_by_module_path(str(self.workspace_path / "model.py"))
model_cls = mod.model_cls
if self.target_task.model_type == "Tabular":
input_shape = (batch_size, num_features)
m = model_cls(num_features=input_shape[1])
elif self.target_task.model_type == "TimeSeries":
input_shape = (batch_size, num_features, num_timesteps)
m = model_cls(num_features=input_shape[1], num_timesteps=input_shape[2])
data = torch.full(input_shape, input_value)
# initialize all parameters of `m` to `param_init_value`
for _, param in m.named_parameters():
param.data.fill_(param_init_value)
out = m(data)
execution_model_output = out.cpu().detach()
execution_feedback_str = f"Execution successful, output tensor shape: {execution_model_output.shape}"
if MODEL_IMPL_SETTINGS.enable_execution_cache:
pickle.dump((execution_feedback_str, execution_model_output), open(cache_file_path, "wb"))
return execution_feedback_str, execution_model_output
except Exception as e:
return f"Execution error: {e}", None
class ModelExperiment(Experiment[ModelTask, ModelImplementation]): ...