from copy import deepcopy from pathlib import Path from rdagent.app.qlib_rd_loop.conf import FACTOR_PROP_SETTING from rdagent.components.coder.factor_coder.config import get_factor_env from rdagent.components.coder.factor_coder.factor import ( FactorExperiment, FactorFBWorkspace, FactorTask, ) from rdagent.core.experiment import Task from rdagent.core.scenario import Scenario from rdagent.scenarios.qlib.experiment.utils import get_data_folder_intro from rdagent.scenarios.qlib.experiment.workspace import QlibFBWorkspace from rdagent.scenarios.shared.get_runtime_info import get_runtime_environment_by_env from rdagent.utils.agent.tpl import T class QlibFactorExperiment(FactorExperiment[FactorTask, QlibFBWorkspace, FactorFBWorkspace]): def __init__(self, *args, **kwargs) -> None: super().__init__(*args, **kwargs) self.experiment_workspace = QlibFBWorkspace(template_folder_path=Path(__file__).parent / "factor_template") self.stdout = "" self.base_features: dict[str, str] = ( {} ) # Qlib features in operator form, e.g., "RESI5": "Resi($close, 5)/$close" self.base_feature_codes: dict[str, str] = {} # Qlib features in code form class QlibFactorScenario(Scenario): def __init__(self) -> None: super().__init__() self._background = deepcopy( T(".prompts:qlib_factor_background").r( runtime_environment=self.get_runtime_environment(), ) ) self._source_data = deepcopy(get_data_folder_intro()) self._output_format = deepcopy(T(".prompts:qlib_factor_output_format").r()) self._interface = deepcopy(T(".prompts:qlib_factor_interface").r()) self._strategy = deepcopy(T(".prompts:qlib_factor_strategy").r()) self._simulator = deepcopy(T(".prompts:qlib_factor_simulator").r()) self._rich_style_description = deepcopy(T(".prompts:qlib_factor_rich_style_description").r()) self._experiment_setting = deepcopy( T(".prompts:qlib_factor_experiment_setting").r( train_start=FACTOR_PROP_SETTING.train_start, train_end=FACTOR_PROP_SETTING.train_end, valid_start=FACTOR_PROP_SETTING.valid_start, valid_end=FACTOR_PROP_SETTING.valid_end, test_start=FACTOR_PROP_SETTING.test_start, test_end=FACTOR_PROP_SETTING.test_end, ) ) @property def background(self) -> str: return self._background def get_source_data_desc(self, task: Task | None = None) -> str: return self._source_data @property def output_format(self) -> str: return self._output_format @property def interface(self) -> str: return self._interface @property def simulator(self) -> str: return self._simulator @property def rich_style_description(self) -> str: return self._rich_style_description @property def experiment_setting(self) -> str: return self._experiment_setting def get_scenario_all_desc( self, task: Task | None = None, filtered_tag: str | None = None, simple_background: bool | None = None ) -> str: """A static scenario describer""" if simple_background: return f"""Background of the scenario: {self.background}""" return f"""Background of the scenario: {self.background} The source data you can use: {self.get_source_data_desc(task)} The interface you should follow to write the runnable code: {self.interface} The output of your code should be in the format: {self.output_format} The simulator user can use to test your factor: {self.simulator} """ def get_runtime_environment(self): factor_env = get_factor_env() stdout = get_runtime_environment_by_env(env=factor_env) return stdout