fix(qlib): isolate holdout evaluation from iterative research feedback#1442
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fix(qlib): isolate holdout evaluation from iterative research feedback#1442tolivetoearn-debug wants to merge 1 commit into
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Summary
Root Cause
Qlib's
SignalRecordandPortAnaRecordreport metrics from the datasettestsegment. The factor runner mapped that segment directly to the configured test period, andread_exp_res.pyexported those metrics intoexp.result.QlibFactorExperiment2Feedbackthen usedexp.resultto construct iterative LLM feedback and replacement decisions.Change
develop()now binds Qlib's internal evaluation segment to the configured validation interval. The configured test period is only used byevaluate_holdout(), which writesholdout_resultandholdout_stdoutwithout replacingexp.resultor triggering feedback/recording.main(..., run_final_holdout=True)invokes that final evaluation afterRDLoop.run()returns.The final-holdout method is private so
LoopMetadoes not register it as an iterative workflow step.Validation
python -m compileall -q rdagent/scenarios/qlib/developer/factor_runner.py rdagent/scenarios/qlib/experiment/factor_experiment.py rdagent/app/qlib_rd_loop/factor.py test/qlib/test_factor_holdout.pypython -m ruff check --no-fix --select E9,F821,F822,F823 rdagent/scenarios/qlib/developer/factor_runner.py rdagent/scenarios/qlib/experiment/factor_experiment.py rdagent/app/qlib_rd_loop/factor.py test/qlib/test_factor_holdout.pyThe focused pytest module could not be collected locally because this checkout's Python environment is missing the project's
litellmruntime dependency. No Qlib, Docker, or model API execution was performed during validation.📚 Documentation preview 📚: https://RDAgent--1442.org.readthedocs.build/en/1442/