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mirror of https://github.com/microsoft/qlib.git synced 2026-07-04 03:21:00 +08:00

update trainer and README.md

This commit is contained in:
Young
2020-11-26 12:40:50 +00:00
parent 7d092f39c8
commit 0fbf401c98
4 changed files with 47 additions and 33 deletions

View File

@@ -8,9 +8,7 @@ import qlib
import fire
import pandas as pd
import ruamel.yaml as yaml
from qlib.utils import init_instance_by_config, flatten_dict
from qlib.workflow import R
from qlib.workflow.record_temp import SignalRecord
from ..model.trainer import task_train
def get_path_list(path):
@@ -54,29 +52,7 @@ def workflow(config_path, experiment_name="workflow"):
region = config.get("region")
qlib.init(provider_uri=provider_uri, region=region)
# model initiaiton
model = init_instance_by_config(config.get("task")["model"])
dataset = init_instance_by_config(config.get("task")["dataset"])
# start exp
with R.start(experiment_name=experiment_name):
# train model
R.log_params(**flatten_dict(config.get("task")))
model.fit(dataset)
recorder = R.get_recorder()
# generate records: prediction, backtest, and analysis
for record in config.get("task")["record"]:
if record["class"] == SignalRecord.__name__:
srconf = {"model": model, "dataset": dataset, "recorder": recorder}
record["kwargs"].update(srconf)
sr = init_instance_by_config(record)
sr.generate()
else:
rconf = {"recorder": recorder}
record["kwargs"].update(rconf)
ar = init_instance_by_config(record)
ar.generate()
task_train(config, experiment_name=experiment_name)
# function to run worklflow by config