67 lines
2.0 KiB
Python
Executable File
67 lines
2.0 KiB
Python
Executable File
"""
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Factor workflow with session control
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"""
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import asyncio
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from pathlib import Path
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from typing import Any, Optional
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import fire
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from rdagent.app.qlib_rd_loop.conf import FACTOR_PROP_SETTING
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from rdagent.components.workflow.rd_loop import RDLoop
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from rdagent.core.exception import CoderError, FactorEmptyError
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from rdagent.log import rdagent_logger as logger
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class FactorRDLoop(RDLoop):
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skip_loop_error = (FactorEmptyError, CoderError)
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skip_loop_error_stepname = "feedback"
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def running(self, prev_out: dict[str, Any]):
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exp = self.runner.develop(prev_out["coding"])
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if exp is None:
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logger.error(f"Factor extraction failed.")
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raise FactorEmptyError("Factor extraction failed.")
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logger.log_object(exp, tag="runner result")
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return exp
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def main(
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path: Optional[str] = None,
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step_n: Optional[int] = None,
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loop_n: Optional[int] = None,
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all_duration: str | None = None,
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checkout: bool = True,
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checkout_path: Optional[str] = None,
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base_features_path: Optional[str] = None,
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**kwargs,
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):
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"""
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Auto R&D Evolving loop for fintech factors.
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You can continue running session by
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.. code-block:: python
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dotenv run -- python rdagent/app/qlib_rd_loop/factor.py $LOG_PATH/__session__/1/0_propose --step_n 1 # `step_n` is a optional paramter
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"""
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if not checkout_path is None:
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checkout = Path(checkout_path)
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if path is None:
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factor_loop = FactorRDLoop(FACTOR_PROP_SETTING)
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else:
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factor_loop = FactorRDLoop.load(path, checkout=checkout)
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factor_loop._init_base_features(base_features_path)
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if "user_interaction_queues" in kwargs and kwargs["user_interaction_queues"] is not None:
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factor_loop._set_interactor(*kwargs["user_interaction_queues"])
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factor_loop._interact_init_params()
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asyncio.run(factor_loop.run(step_n=step_n, loop_n=loop_n, all_duration=all_duration))
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if __name__ == "__main__":
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fire.Fire(main)
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