mirror of
https://github.com/NicolasBohn/NexQuant.git
synced 2026-07-29 08:27:43 +00:00
Xu Yang
f61453fbb1
* update all code * save code * update first version of factor proposal * change a comment * remove a useless comment --------- Co-authored-by: xuyang1 <xuyang1@microsoft.com>
39 lines
1.2 KiB
Python
39 lines
1.2 KiB
Python
"""
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TODO: Factor Structure RD-Loop
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"""
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# import_from
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from rdagent.app.qlib_rd_loop.conf import PROP_SETTING
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from rdagent.core.proposal import (
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Experiment2Feedback,
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Hypothesis2Experiment,
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HypothesisGen,
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HypothesisSet,
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Trace,
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)
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from rdagent.core.task_generator import TaskGenerator
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from rdagent.core.utils import import_class
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scen = import_class(PROP_SETTING.scen)()
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hypothesis_gen: HypothesisGen = import_class(PROP_SETTING.hypothesis_gen)(scen)
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hypothesis2experiment: Hypothesis2Experiment = import_class(PROP_SETTING.hypothesis2experiment)()
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qlib_factor_coder: TaskGenerator = import_class(PROP_SETTING.qlib_factor_coder)()
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qlib_factor_runner: TaskGenerator = import_class(PROP_SETTING.qlib_factor_runner)()
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qlib_factor_summarizer: Experiment2Feedback = import_class(PROP_SETTING.qlib_factor_summarizer)()
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trace = Trace(scen=scen)
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hs = HypothesisSet(trace=trace)
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for _ in range(PROP_SETTING.evolving_n):
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hypothesis = hypothesis_gen.gen(trace)
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exp = hypothesis2experiment.convert(hs)
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exp = qlib_factor_coder.generate(exp)
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exp = qlib_factor_runner.generate(exp)
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feedback = qlib_factor_summarizer.summarize(exp)
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trace.hist.append((hypothesis, exp, feedback))
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