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String together the entire factor process #65

Merged
merged 13 commits into from
Jul 15, 2024
Merged

String together the entire factor process #65

merged 13 commits into from
Jul 15, 2024

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WinstonLiyt
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@WinstonLiyt WinstonLiyt commented Jul 11, 2024

1. Integrated Hypothesis-based factors into Alpha158

  • Refined the format of factors generated from hypotheses.
  • Ensured seamless integration with the existing Alpha158 factor library.

2. Combined Hypothesis-based factors with Alpha158 using Docker

  • Configured a Docker environment to facilitate the integration process.
  • Enabled Qlib to utilize the combined factors for generating backtest results.
  • Implemented a local environment alternative for running Qlib backtests.

3. Extracted backtest results from Qlib

  • Obtained performance metrics from the backtest results generated by Qlib.

4. Implemented feedback mechanism

  • Generated feedback based on the performance metrics, hypotheses, and experimental results.
  • Provided comprehensive feedback to refine future iterations.

5. Successfully executed the entire loop

  • Completed the cycle from hypothesis generation to feedback.

📚 Documentation preview 📚: https://RDAgent--65.org.readthedocs.build/en/65/

@WinstonLiyt WinstonLiyt marked this pull request as ready for review July 15, 2024 10:35
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@microsoft-github-policy-service agree company="Microsoft"

@WinstonLiyt WinstonLiyt merged commit cf1f571 into main Jul 15, 2024
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