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Some Optimization of online code (#784)

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* Some Optimization of online code

* more flexible updater and load_object & fix p*_uri

* make recorder more friendly

* remove unused import
This commit is contained in:
you-n-g
2022-01-03 15:52:03 +08:00
committed by GitHub
parent e76b409d9a
commit 03cce8c908
11 changed files with 113 additions and 49 deletions
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9
qlib/data/data.py
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@@ -55,15 +55,6 @@ class ProviderBackendMixin:
def backend_obj(self, **kwargs):
backend = self.backend if self.backend else self.get_default_backend()
backend = copy.deepcopy(backend)
# set default storage kwargs
# NOTE: provider_uri priority：
# 1. backend_config: backend_obj["kwargs"]["provider_uri"]
# 2. qlib.init: provider_uri
backend_kwargs = backend.setdefault("kwargs", {})
provider_uri = backend_kwargs.get("provider_uri", None)
provider_uri = C.dpm.provider_uri if provider_uri is None else C.dpm.format_provider_uri(provider_uri)
backend_kwargs["provider_uri"] = provider_uri
backend.setdefault("kwargs", {}).update(**kwargs)
return init_instance_by_config(backend)

22
qlib/data/storage/file_storage.py
View File

@@ -24,9 +24,17 @@ class FileStorageMixin:
"""
# NOTE: provider_uri priority：
# 1. self._provider_uri : if provider_uri is provided.
# 2. provider_uri in qlib.config.C
@property
def provider_uri(self):
return C["provider_uri"] if getattr(self, "_provider_uri", None) is None else self._provider_uri
@property
def dpm(self):
return C.DataPathManager(self.provider_uri, None)
return C.dpm if getattr(self, "_provider_uri", None) is None else C.DataPathManager(self._provider_uri, None)
@property
def support_freq(self) -> List[str]:
@@ -62,10 +70,10 @@ class FileStorageMixin:
class FileCalendarStorage(FileStorageMixin, CalendarStorage):
def __init__(self, freq: str, future: bool, provider_uri: dict, **kwargs):
def __init__(self, freq: str, future: bool, provider_uri: dict = None, **kwargs):
super(FileCalendarStorage, self).__init__(freq, future, **kwargs)
self.future = future
self.provider_uri = C.DataPathManager.format_provider_uri(provider_uri)
self._provider_uri = None if provider_uri is None else C.DataPathManager.format_provider_uri(provider_uri)
self.enable_read_cache = True # TODO: make it configurable
@property
@@ -173,9 +181,9 @@ class FileInstrumentStorage(FileStorageMixin, InstrumentStorage):
INSTRUMENT_END_FIELD = "end_datetime"
SYMBOL_FIELD_NAME = "instrument"
def __init__(self, market: str, freq: str, provider_uri: dict, **kwargs):
def __init__(self, market: str, freq: str, provider_uri: dict = None, **kwargs):
super(FileInstrumentStorage, self).__init__(market, freq, **kwargs)
self.provider_uri = C.DataPathManager.format_provider_uri(provider_uri)
self._provider_uri = None if provider_uri is None else C.DataPathManager.format_provider_uri(provider_uri)
self.file_name = f"{market.lower()}.txt"
def _read_instrument(self) -> Dict[InstKT, InstVT]:
@@ -262,9 +270,9 @@ class FileInstrumentStorage(FileStorageMixin, InstrumentStorage):
class FileFeatureStorage(FileStorageMixin, FeatureStorage):
def __init__(self, instrument: str, field: str, freq: str, provider_uri: dict, **kwargs):
def __init__(self, instrument: str, field: str, freq: str, provider_uri: dict = None, **kwargs):
super(FileFeatureStorage, self).__init__(instrument, field, freq, **kwargs)
self.provider_uri = C.DataPathManager.format_provider_uri(provider_uri)
self._provider_uri = None if provider_uri is None else C.DataPathManager.format_provider_uri(provider_uri)
self.file_name = f"{instrument.lower()}/{field.lower()}.{freq.lower()}.bin"
def clear(self):