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 <peteryang@vip.qq.com>

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)**

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)**