add inf evaluator to factor costeer and some minor improvement (#435)

Author: peteryang1

rdagent/components/coder/factor_coder/CoSTEER/evaluators.py

@@ -133,6 +133,28 @@ def evaluate(
         return critic_response, None
 
 
+class FactorInfEvaluator(FactorEvaluator):
+    def evaluate(
+        self,
+        implementation: Workspace,
+        gt_implementation: Workspace,
+    ) -> Tuple[str, object]:
+        _, gen_df = self._get_df(gt_implementation, implementation)
+        if gen_df is None:
+            return (
+                "The source dataframe is None. Please check the implementation.",
+                False,
+            )
+        INF_count = gen_df.isin([float("inf"), -float("inf")]).sum().sum()
+        if INF_count == 0:
+            return "The source dataframe does not have any infinite values.", True
+        else:
+            return (
+                f"The source dataframe has {INF_count} infinite values. Please check the implementation.",
+                False,
+            )
+
+
 class FactorSingleColumnEvaluator(FactorEvaluator):
     def evaluate(
         self,
@@ -417,6 +439,9 @@ def evaluate(
                     "Output dataframe has more columns than input feature which is not acceptable in feature processing tasks. Please check the implementation to avoid generating too many columns. Consider this implementation as a failure."
                 )
 
+        feedback_str, inf_evaluate_res = FactorInfEvaluator(self.scen).evaluate(implementation, gt_implementation)
+        conclusions.append(feedback_str)
+
         # Check if the index of the dataframe is ("datetime", "instrument")
         feedback_str, _ = FactorOutputFormatEvaluator(self.scen).evaluate(implementation, gt_implementation)
         conclusions.append(feedback_str)
@@ -465,6 +490,7 @@ def evaluate(
             and row_result <= 0.99
             or output_format_result is False
             or daily_check_result is False
+            or inf_evaluate_res is False
         ):
             decision_from_value_check = False
         else:

rdagent/scenarios/qlib/experiment/prompts.yaml

@@ -65,7 +65,7 @@ qlib_factor_output_format: |-
   0   your factor name  40914 non-null  float64
   dtypes: float64(1)
   memory usage: <ignore>
-  None
+  Notice: The non-null count is OK to be different to the total number of entries since some instruments may not have the factor value on some days.
   One possible format of `result.h5` may be like following:
   datetime    instrument
   2020-01-02  SZ000001     -0.001796

rdagent/scenarios/qlib/experiment/utils.py

@@ -85,10 +85,21 @@ def get_file_desc(p: Path) -> str:
 
         buffer = io.StringIO()
         df.info(verbose=True, buf=buffer, show_counts=False)
+
+        df_info = buffer.getvalue()
+        if isinstance(df.index, pd.MultiIndex):
+            df_info += f"\nMultiIndex names:, {df.index.names})"
+        if "REPORT_PERIOD" in df.columns:
+            one_instrument = df.index.get_level_values("instrument")[0]
+            df_on_one_instrument = df.loc[pd.IndexSlice[:, one_instrument], ["REPORT_PERIOD"]]
+            df_info += f"""
+A snapshot of one instrument, from which you can tell the distribution of the data:
+{df_on_one_instrument.head(10)}
+"""
         return JJ_TPL.render(
             file_name=p.name,
-            type_desc="generated by `df.info(verbose=True, show_counts=False)`",
-            content=buffer.getvalue(),
+            type_desc="h5, generated by `df.info(verbose=True, show_counts=False)` and appendix info",
+            content=df_info,
         )
     elif p.name.endswith(".md"):
         with open(p) as f: