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Fix recorder related bugs

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Jactus
2020-11-10 00:32:18 +08:00
parent 633af182f4
commit 004e2f557b
6 changed files with 23 additions and 21 deletions
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4
qlib/__init__.py
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@@ -83,11 +83,9 @@ def init(default_conf="client", **kwargs):
LOG.info(f"flask_server={C['flask_server']}, flask_port={C['flask_port']}") LOG.info(f"flask_server={C['flask_server']}, flask_port={C['flask_port']}")
# set up QlibRecorder # set up QlibRecorder
uri = C["exp_uri"]
# exp manager module
module = get_module_by_module_path("qlib.workflow.expm") module = get_module_by_module_path("qlib.workflow.expm")
exp_manager = init_instance_by_config(C["exp_manager"], module) exp_manager = init_instance_by_config(C["exp_manager"], module)
qr = QlibRecorder(exp_manager, uri) qr = QlibRecorder(exp_manager)
R.register(qr) R.register(qr)

16
qlib/workflow/__init__.py
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@@ -43,26 +43,26 @@ class QlibRecorder:
def get_uri(self): def get_uri(self):
return self.exp_manager.get_uri() return self.exp_manager.get_uri()
def get_recorder(self): def get_recorder(self, recorder_id=None, recorder_name=None):
return self.exp_manager.active_recorder return self.exp_manager.active_experiment.get_recorder(recorder_id, recorder_name)
def save_objects(self, local_path=None, artifact_path=None, **kwargs): def save_objects(self, local_path=None, artifact_path=None, **kwargs):
self.exp_manager.active_recorder.save_objects(local_path, artifact_path, **kwargs) self.exp_manager.active_experiment.active_recorder.save_objects(local_path, artifact_path, **kwargs)
def load_object(self, name): def load_object(self, name):
return self.exp_manager.active_recorder.load_object(name) return self.exp_manager.active_experiment.active_recorder.load_object(name)
def log_params(self, **kwargs): def log_params(self, **kwargs):
self.exp_manager.active_recorder.log_params(**kwargs) self.exp_manager.active_experiment.active_recorder.log_params(**kwargs)
def log_metrics(self, step=None, **kwargs): def log_metrics(self, step=None, **kwargs):
self.exp_manager.active_recorder.log_metrics(step, **kwargs) self.exp_manager.active_experiment.active_recorder.log_metrics(step, **kwargs)
def set_tags(self, **kwargs): def set_tags(self, **kwargs):
self.exp_manager.active_recorder.set_tags(**kwargs) self.exp_manager.active_experiment.active_recorder.set_tags(**kwargs)
def delete_tag(self, *key): def delete_tag(self, *key):
self.exp_manager.active_recorder.delete_tag(*key) self.exp_manager.active_experiment.active_recorder.delete_tag(*key)
# global record # global record

2
qlib/workflow/exp.py
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@@ -4,7 +4,9 @@
import mlflow import mlflow
from pathlib import Path from pathlib import Path
from .recorder import MLflowRecorder from .recorder import MLflowRecorder
from ..log import get_module_logger
logger = get_module_logger("workflow", "INFO")
class Experiment: class Experiment:
""" """

8
qlib/workflow/expm.py
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@@ -184,10 +184,12 @@ class MLflowExpManager(ExpManager):
else: else:
if experiment_name not in self.experiments: if experiment_name not in self.experiments:
if mlflow.get_experiment_by_name(experiment_name) is not None: if mlflow.get_experiment_by_name(experiment_name) is not None:
raise Exception( logger.info(
"The experiment has already been created before. Please pick another name or delete the files under uri." "The experiment has already been created before. Try to resume the experiment..."
) )
experiment_id = mlflow.create_experiment(experiment_name) experiment_id = mlflow.get_experiment_by_name(experiment_name).experiment_id
else:
experiment_id = mlflow.create_experiment(experiment_name)
else: else:
experiment_id = self.experiments[experiment_name].id experiment_id = self.experiments[experiment_name].id
experiment = self.experiments[experiment_name] experiment = self.experiments[experiment_name]

10
qlib/workflow/record_temp.py
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@@ -76,7 +76,7 @@ class SignalRecord(RecordTemp):
def generate(self, **kwargs): def generate(self, **kwargs):
# generate prediciton # generate prediciton
pred = self.model.predict(self.dataset) pred = self.model.predict(self.dataset)
self.recorder.save_object(pred, "pred.pkl") self.recorder.save_objects(data=pred, name="pred.pkl")
def load(self): def load(self):
# try to load the saved object # try to load the saved object
@@ -132,9 +132,9 @@ class PortAnaRecord(SignalRecord):
assert super().check(), "Make sure the parent process is completed and store the data properly." assert super().check(), "Make sure the parent process is completed and store the data properly."
# custom strategy and get backtest # custom strategy and get backtest
pred_score = super().load() pred_score = super().load()
report_normal, positions_normal = normal_backtest(pred_score, strategy=self.strategy, **self.BACKTEST_CONFIG) report_normal, positions_normal = normal_backtest(pred_score, strategy=self.strategy, **self.backtest_config)
self.recorder.save_object(report_normal, "report_normal.pkl", self.artifact_path) self.recorder.save_objects(data=report_normal, name="report_normal.pkl", artifact_path=self.artifact_path)
self.recorder.save_object(positions_normal, "positions_normal.pkl", self.artifact_path) self.recorder.save_objects(data=positions_normal, name="positions_normal.pkl", artifact_path=self.artifact_path)
# analysis # analysis
analysis = dict() analysis = dict()
@@ -143,7 +143,7 @@ class PortAnaRecord(SignalRecord):
report_normal["return"] - report_normal["bench"] - report_normal["cost"] report_normal["return"] - report_normal["bench"] - report_normal["cost"]
) )
analysis_df = pd.concat(analysis) # type: pd.DataFrame analysis_df = pd.concat(analysis) # type: pd.DataFrame
self.recorder.save_object(pred, "port_analysis.pkl", self.artifact_path) self.recorder.save_objects(data=analysis_df, name="port_analysis.pkl", artifact_path=self.artifact_path)
def load(self): def load(self):
# try to load the saved object # try to load the saved object

4
qlib/workflow/recorder.py
View File

@@ -201,7 +201,7 @@ class MLflowRecorder(Recorder):
def load_object(self, name): def load_object(self, name):
client = mlflow.tracking.MlflowClient(tracking_uri=self._uri) client = mlflow.tracking.MlflowClient(tracking_uri=self._uri)
path = client.download_artifacts(self.recorder_id, name) path = client.download_artifacts(self.id, name)
try: try:
with Path(path).open("rb") as f: with Path(path).open("rb") as f:
f.seek(0) f.seek(0)
@@ -242,5 +242,5 @@ class MLflowRecorder(Recorder):
def list_artifacts(self, artifact_path=None): def list_artifacts(self, artifact_path=None):
client = mlflow.tracking.MlflowClient(tracking_uri=self._uri) client = mlflow.tracking.MlflowClient(tracking_uri=self._uri)
artifacts = client.list_artifacts(self.id, path) artifacts = client.list_artifacts(self.id, artifact_path)
return artifacts return artifacts