1
0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-16 01:06:56 +08:00

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

This commit is contained in:
D-X-Y
2021-03-28 10:39:28 +00:00
parent 8a2e7b62af
commit 0386df7b16
17 changed files with 115 additions and 46 deletions

View File

@@ -7,10 +7,9 @@ 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,
save_multiple_parts_file,
get_or_create_path,
drop_nan_by_y_index,
)
@@ -442,11 +441,11 @@ class SFM(Model):
raise ValueError("unknown metric `%s`" % self.metric)
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!")
x_test = dataset.prepare("test", col_set="feature")
x_test = dataset.prepare(segment, col_set="feature", data_key=DataHandlerLP.DK_I)
index = x_test.index
self.sfm_model.eval()
x_values = x_test.values
@@ -459,10 +458,7 @@ class SFM(Model):
else:
end = begin + self.batch_size
x_batch = torch.from_numpy(x_values[begin:end]).float()
if self.device != "cpu":
x_batch = x_batch.to(self.device)
x_batch = torch.from_numpy(x_values[begin:end]).float().to(self.device)
with torch.no_grad():
pred = self.sfm_model(x_batch).detach().cpu().numpy()