import json from pathlib import Path from typing import Dict import pandas as pd from rdagent.core.experiment import Experiment from rdagent.core.proposal import Experiment2Feedback, HypothesisFeedback, Trace from rdagent.log import rdagent_logger as logger from rdagent.oai.llm_utils import APIBackend from rdagent.scenarios.qlib.experiment.quant_experiment import QlibQuantScenario from rdagent.utils import convert2bool from rdagent.utils.agent.tpl import T DIRNAME = Path(__file__).absolute().resolve().parent IMPORTANT_METRICS = [ "IC", "1day.excess_return_with_cost.annualized_return", "1day.excess_return_with_cost.max_drawdown", ] def process_results(current_result, sota_result): # Convert the results to dataframes current_df = pd.DataFrame(current_result) sota_df = pd.DataFrame(sota_result) # Set the metric as the index current_df.index.name = "metric" sota_df.index.name = "metric" # Rename the value column to reflect the result type current_df.rename(columns={"0": "Current Result"}, inplace=True) sota_df.rename(columns={"0": "SOTA Result"}, inplace=True) # Combine the dataframes on the Metric index combined_df = pd.concat([current_df, sota_df], axis=1) # Filter the combined DataFrame to retain only the important metrics filtered_combined_df = combined_df.loc[IMPORTANT_METRICS] def format_filtered_combined_df(filtered_combined_df: pd.DataFrame) -> str: results = [] for metric, row in filtered_combined_df.iterrows(): current = row["Current Result"] sota = row["SOTA Result"] results.append(f"{metric} of Current Result is {current:.6f}, of SOTA Result is {sota:.6f}") return "; ".join(results) return format_filtered_combined_df(filtered_combined_df) class QlibFactorExperiment2Feedback(Experiment2Feedback): def generate_feedback(self, exp: Experiment, trace: Trace) -> HypothesisFeedback: """ Generate feedback for the given experiment and hypothesis. Args: exp (QlibFactorExperiment): The experiment to generate feedback for. hypothesis (QlibFactorHypothesis): The hypothesis to generate feedback for. trace (Trace): The trace of the experiment. Returns: Any: The feedback generated for the given experiment and hypothesis. """ hypothesis = exp.hypothesis logger.info("Generating feedback...") hypothesis_text = hypothesis.hypothesis current_result = exp.result tasks_factors = [task.get_task_information_and_implementation_result() for task in exp.sub_tasks] sota_result = exp.based_experiments[-1].result # Process the results to filter important metrics combined_result = process_results(current_result, sota_result) # Generate the system prompt if isinstance(self.scen, QlibQuantScenario): sys_prompt = T("scenarios.qlib.prompts:factor_feedback_generation.system").r( scenario=self.scen.get_scenario_all_desc(action="factor") ) else: sys_prompt = T("scenarios.qlib.prompts:factor_feedback_generation.system").r( scenario=self.scen.get_scenario_all_desc() ) # Generate the user prompt usr_prompt = T("scenarios.qlib.prompts:factor_feedback_generation.user").r( hypothesis_text=hypothesis_text, task_details=tasks_factors, combined_result=combined_result, ) # Call the APIBackend to generate the response for hypothesis feedback response = APIBackend().build_messages_and_create_chat_completion( user_prompt=usr_prompt, system_prompt=sys_prompt, json_mode=True, json_target_type=Dict[str, str | bool | int], ) # Parse the JSON response to extract the feedback response_json = json.loads(response) # Extract fields from JSON response observations = response_json.get("Observations", "No observations provided") hypothesis_evaluation = response_json.get("Feedback for Hypothesis", "No feedback provided") new_hypothesis = response_json.get("New Hypothesis", "No new hypothesis provided") reason = response_json.get("Reasoning", "No reasoning provided") decision = convert2bool(response_json.get("Replace Best Result", "no")) return HypothesisFeedback( observations=observations, hypothesis_evaluation=hypothesis_evaluation, new_hypothesis=new_hypothesis, reason=reason, decision=decision, ) class QlibModelExperiment2Feedback(Experiment2Feedback): def generate_feedback(self, exp: Experiment, trace: Trace) -> HypothesisFeedback: """ Generate feedback for the given experiment and hypothesis. Args: exp (QlibModelExperiment): The experiment to generate feedback for. hypothesis (QlibModelHypothesis): The hypothesis to generate feedback for. trace (Trace): The trace of the experiment. Returns: HypothesisFeedback: The feedback generated for the given experiment and hypothesis. """ hypothesis = exp.hypothesis logger.info("Generating feedback...") # Generate the system prompt if isinstance(self.scen, QlibQuantScenario): sys_prompt = T("scenarios.qlib.prompts:model_feedback_generation.system").r( scenario=self.scen.get_scenario_all_desc(action="model") ) else: sys_prompt = T("scenarios.qlib.prompts:factor_feedback_generation.system").r( scenario=self.scen.get_scenario_all_desc() ) # Generate the user prompt SOTA_hypothesis, SOTA_experiment = trace.get_sota_hypothesis_and_experiment() user_prompt = T("scenarios.qlib.prompts:model_feedback_generation.user").r( sota_hypothesis=SOTA_hypothesis, sota_task=SOTA_experiment.sub_tasks[0].get_task_information() if SOTA_hypothesis else None, sota_code=SOTA_experiment.sub_workspace_list[0].file_dict.get("model.py") if SOTA_hypothesis else None, sota_result=SOTA_experiment.result.loc[IMPORTANT_METRICS] if SOTA_hypothesis else None, hypothesis=hypothesis, exp=exp, exp_result=exp.result.loc[IMPORTANT_METRICS] if exp.result is not None else "execution failed", ) # Call the APIBackend to generate the response for hypothesis feedback response = APIBackend().build_messages_and_create_chat_completion( user_prompt=user_prompt, system_prompt=sys_prompt, json_mode=True, json_target_type=Dict[str, str | bool | int], ) # Parse the JSON response to extract the feedback response_json_hypothesis = json.loads(response) # Call the APIBackend to generate the response for hypothesis feedback response_hypothesis = APIBackend().build_messages_and_create_chat_completion( user_prompt=user_prompt, system_prompt=sys_prompt, json_mode=True, json_target_type=Dict[str, str | bool | int], ) # Parse the JSON response to extract the feedback response_json_hypothesis = json.loads(response_hypothesis) return HypothesisFeedback( observations=response_json_hypothesis.get("Observations", "No observations provided"), hypothesis_evaluation=response_json_hypothesis.get("Feedback for Hypothesis", "No feedback provided"), new_hypothesis=response_json_hypothesis.get("New Hypothesis", "No new hypothesis provided"), reason=response_json_hypothesis.get("Reasoning", "No reasoning provided"), decision=convert2bool(response_json_hypothesis.get("Decision", "false")), )