mirror of
https://github.com/NicolasBohn/NexQuant.git
synced 2026-07-27 23:47:46 +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>
127 lines
3.0 KiB
Python
127 lines
3.0 KiB
Python
"""
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"""
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from abc import ABC, abstractmethod
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from typing import Dict, Generic, List, Tuple, TypeVar
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from rdagent.core.evolving_framework import Feedback
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from rdagent.core.experiment import Experiment, Implementation, Loader, Task
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# class data_ana: XXX
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class Hypothesis:
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"""
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TODO: We may have better name for it.
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Name Candidates:
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- Belief
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"""
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def __init__(self, hypothesis: str, reason: str) -> None:
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self.hypothesis: str = hypothesis
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self.reason: str = reason
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# source: data_ana | model_nan = None
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# Origin(path of repo/data/feedback) => view/summarization => generated Hypothesis
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class Scenario(ABC):
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@property
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@abstractmethod
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def background(self):
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"""Background information"""
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@property
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@abstractmethod
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def source_data(self):
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"""Source data description"""
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@property
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@abstractmethod
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def interface(self):
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"""Interface description about how to run the code"""
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@property
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@abstractmethod
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def simulator(self):
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"""Simulator description"""
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@abstractmethod
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def get_scenario_all_desc(self) -> str:
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"""Combine all the description together"""
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class HypothesisFeedback(Feedback): ...
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ASpecificScen = TypeVar("ASpecificScen", bound=Scenario)
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class Trace(Generic[ASpecificScen]):
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def __init__(self, scen: ASpecificScen) -> None:
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self.scen: ASpecificScen = scen
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self.hist: list[Tuple[Hypothesis, Experiment, HypothesisFeedback]] = []
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class HypothesisGen:
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def __init__(self, scen: Scenario):
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self.scen = scen
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def gen(self, trace: Trace) -> Hypothesis:
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# def gen(self, scenario_desc: str, ) -> Hypothesis:
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"""
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Motivation of the variable `scenario_desc`:
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- Mocking a data-scientist is observing the scenario.
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scenario_desc may conclude:
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- data observation:
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- Original or derivative
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- Task information:
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"""
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class HypothesisSet:
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"""
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# drop, append
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hypothesis_imp: list[float] | None # importance of each hypothesis
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true_hypothesis or false_hypothesis
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"""
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def __init__(self, trace: Trace, hypothesis_list: list[Hypothesis] = []) -> None:
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self.hypothesis_list: list[Hypothesis] = hypothesis_list
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self.trace: Trace = trace
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ASpecificExp = TypeVar("ASpecificExp", bound=Experiment)
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class Hypothesis2Experiment(ABC, Generic[ASpecificExp]):
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"""
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[Abstract description => concrete description] => Code implement
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"""
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@abstractmethod
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def convert(self, hs: HypothesisSet) -> ASpecificExp:
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"""Connect the idea proposal to implementation"""
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...
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# Boolean, Reason, Confidence, etc.
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class Experiment2Feedback:
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""" "Generated(summarize) feedback from **Executed** Implementation"""
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def summarize(self, ti: Experiment) -> HypothesisFeedback:
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"""
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The `ti` should be executed and the results should be included.
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For example: `mlflow` of Qlib will be included.
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"""
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return HypothesisFeedback()
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