feat: Remove redundant 'key steps' section in frontend scene display. (…

…#169) * Fixed some bugs introduced during refactoring. * fix a minor bug * build factor source data (price and volumns) from qlib if no source data is provided by the user (#168) * Fixed some bugs introduced during refactoring. * fix a small bug * fix a small bug * Remove redundant 'key steps' section in frontend scene display. --------- Co-authored-by: Xu Yang <[email protected]>
microsoft · Aug 6, 2024 · e767005 · e767005
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diff --git a/rdagent/scenarios/qlib/experiment/factor_experiment.py b/rdagent/scenarios/qlib/experiment/factor_experiment.py
@@ -49,31 +49,6 @@ def rich_style_description(self) -> str:
 
 The demo showcases the iterative process of hypothesis generation, knowledge construction, and decision-making. It highlights how financial factors evolve through continuous feedback and refinement.
 
-#### Key Steps
-
-1. **Hypothesis Generation**
-   - Generate and propose initial hypotheses based on data and domain knowledge.
-
-2. **Factor Creation**
-   - Develop, define, and implement new financial factors.
-   - Test these factors to gather empirical results.
-
-3. **Factor Validation**
-   - Quantitatively validate the newly created factors.
-
-4. **Backtesting with Qlib**
-    | **Dataset**      | **Model**   | **Factors**    |
-    |------------------|-------------|----------------|
-    | 📊 CSI300        | 🤖 LGBModel | 🌟 Alpha158 Plus|
-
-
-5. **Feedback Analysis**
-   - Analyze backtest results.
-   - Incorporate feedback to refine hypotheses.
-
-6. **Hypothesis Refinement**
-   - Refine hypotheses based on feedback and repeat the process.
-
 #### [Automated R&D](#_rdloops)
 
 - **[R (Research)](#_research)**

diff --git a/rdagent/scenarios/qlib/experiment/factor_from_report_experiment.py b/rdagent/scenarios/qlib/experiment/factor_from_report_experiment.py
@@ -23,27 +23,6 @@ def rich_style_description(self) -> str:
 
 This demo showcases the process of extracting factors from financial research reports, implementing these factors, and analyzing their performance through Qlib backtesting, continually expanding and refining the factor library.
 
-#### Key Steps
-
-1. **Hypothesis Generation**
-   - Generate and propose initial hypotheses based on insights from financial reports.
-
-2. **Factor Creation**
-   - Develop, define, and codify new financial factors derived from the reports.
-   - Conduct empirical tests to evaluate these factors.
-
-3. **Factor Validation**
-   - Quantitatively validate the newly created factors.
-
-4. **Backtesting with Qlib**
-    | **Dataset**      | **Model**   | **Factors**    |
-    |------------------|-------------|----------------|
-    | 📊 CSI300        | 🤖 LGBModel | 🌟 Alpha158 Plus|
-
-5. **Feedback Analysis**
-   - Analyze backtest results.
-   - Incorporate feedback to refine and enhance the factor hypotheses.
-
 #### [Automated R&D](#_rdloops)
 
 - **[R (Research)](#_research)**