refactor: refactor RD-Agent(Q) configuration files (#972)

* refactor rdagent(q) conf files

* fix

* fix ci

Author: WinstonLiyt

.gitignore

@@ -5,7 +5,6 @@ Pipfile
 public
 release-notes.md
 typescript*
-qlib
 
 # Byte-compiled / optimized / DLL files
 __pycache__/

rdagent/scenarios/qlib/developer/factor_runner.py

@@ -27,7 +27,7 @@
 #         #
 #     def execute():
 #         de = DockerEnv()
-#         de.run(local_path=self.ws_path, entry="qrun conf.yaml")
+#         de.run(local_path=self.ws_path, entry="qrun conf_baseline.yaml")
 
 # TODO: supporting multiprocessing and keep previous results
 
@@ -158,17 +158,21 @@ def develop(self, exp: QlibFactorExperiment) -> QlibFactorExperiment:
 
                 # model + combined factors
                 result, stdout = exp.experiment_workspace.execute(
-                    qlib_config_name="conf_model_combined.yaml", run_env=env_to_use
+                    qlib_config_name="conf_combined_factors_sota_model.yaml", run_env=env_to_use
                 )
             else:
                 # LGBM + combined factors
                 result, stdout = exp.experiment_workspace.execute(
-                    qlib_config_name=f"conf.yaml" if len(exp.based_experiments) == 0 else "conf_combined.yaml"
+                    qlib_config_name=(
+                        f"conf_baseline.yaml" if len(exp.based_experiments) == 0 else "conf_combined_factors.yaml"
+                    )
                 )
         else:
             logger.info(f"Experiment execution ...")
             result, stdout = exp.experiment_workspace.execute(
-                qlib_config_name=f"conf.yaml" if len(exp.based_experiments) == 0 else "conf_combined.yaml"
+                qlib_config_name=(
+                    f"conf_baseline.yaml" if len(exp.based_experiments) == 0 else "conf_combined_factors.yaml"
+                )
             )
 
         if result is None:

rdagent/scenarios/qlib/developer/model_runner.py

@@ -79,20 +79,24 @@ def develop(self, exp: QlibModelExperiment) -> QlibModelExperiment:
                     {"dataset_cls": "TSDatasetH", "num_features": num_features, "step_len": 20, "num_timesteps": 20}
                 )
                 result, stdout = exp.experiment_workspace.execute(
-                    qlib_config_name="conf_model_combined.yaml", run_env=env_to_use
+                    qlib_config_name="conf_sota_factors_model.yaml", run_env=env_to_use
                 )
             else:
                 env_to_use.update({"dataset_cls": "TSDatasetH", "step_len": 20, "num_timesteps": 20})
-                result, stdout = exp.experiment_workspace.execute(qlib_config_name="conf.yaml", run_env=env_to_use)
+                result, stdout = exp.experiment_workspace.execute(
+                    qlib_config_name="conf_baseline_factors_model.yaml", run_env=env_to_use
+                )
         elif exp.sub_tasks[0].model_type == "Tabular":
             if exist_sota_factor_exp:
                 env_to_use.update({"dataset_cls": "DatasetH", "num_features": num_features})
                 result, stdout = exp.experiment_workspace.execute(
-                    qlib_config_name="conf_model_combined.yaml", run_env=env_to_use
+                    qlib_config_name="conf_sota_factors_model.yaml", run_env=env_to_use
                 )
             else:
                 env_to_use.update({"dataset_cls": "DatasetH"})
-                result, stdout = exp.experiment_workspace.execute(qlib_config_name="conf.yaml", run_env=env_to_use)
+                result, stdout = exp.experiment_workspace.execute(
+                    qlib_config_name="conf_baseline_factors_model.yaml", run_env=env_to_use
+                )
 
         exp.result = result
         exp.stdout = stdout

rdagent/scenarios/qlib/experiment/factor_template/README.md

@@ -0,0 +1,5 @@
+| RD-Agent(Q) QLib Factor Config File                        | Description                                                                    |
+|------------------------------------------------------------|--------------------------------------------------------------------------------|
+| `factor_template/conf_baseline.yaml`                       | Baseline factors (e.g., Alpha20) with the GBDT model                           |
+| `factor_template/conf_combined_factors.yaml`               | Merged SOTA and newly generated factors with the GBDT model                    |
+| `factor_template/conf_combined_factors_sota_model.yaml`    | Merged SOTA and newly generated factors with the SoTA-trace-selected model     |

rdagent/scenarios/qlib/experiment/factor_template/conf.yaml renamed to rdagent/scenarios/qlib/experiment/factor_template/conf_baseline.yaml

@@ -1,3 +1,8 @@
 ## This folder is a template to be copied from for each model implementation & running process. 
 
-Components: Dummy model.py, versatile conf.yaml, and a result reader. 
+Components: Dummy model.py, versatile conf.yaml, and a result reader.
+
+| RD-Agent(Q) QLib Model Config File                          | Description                                                       |
+|-------------------------------------------------------------|-------------------------------------------------------------------|
+| `model_template/conf_baseline_factors_model.yaml`           | Baseline factors (e.g., Alpha20) with newly generated model       |
+| `model_template/conf_sota_factors_model.yaml`               | SOTA factors with newly generated model                           |