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