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Collect all contrib models in __init__ and add unit tests for init

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D-X-Y
2021-03-28 10:39:28 +00:00
parent 8a2e7b62af
commit 0386df7b16
17 changed files with 115 additions and 46 deletions
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5
qlib/contrib/model/pytorch_alstm_ts.py
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@@ -8,6 +8,7 @@ from __future__ import print_function
import os
import numpy as np
import pandas as pd
from typing import Text, Union
import copy
from ...utils import (
unpack_archive_with_buffer,
@@ -264,11 +265,11 @@ class ALSTM(Model):
if self.use_gpu:
torch.cuda.empty_cache()
def predict(self, dataset):
def predict(self, dataset: DatasetH, segment: Union[Text, slice] = "test"):
if not self.fitted:
raise ValueError("model is not fitted yet!")
dl_test = dataset.prepare("test", col_set=["feature", "label"], data_key=DataHandlerLP.DK_I)
dl_test = dataset.prepare(segment, col_set=["feature", "label"], data_key=DataHandlerLP.DK_I)
dl_test.config(fillna_type="ffill+bfill")
test_loader = DataLoader(dl_test, batch_size=self.batch_size, num_workers=self.n_jobs)
self.ALSTM_model.eval()