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replace multi processing with joblib (#477)

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* replace multi processing with joblib

* update class Parallel and data.py

* update class Parallel and data.py

* update class Parallel and data.py

* update class Parallel and data.py

* update class Parallel and data.py

* update class Parallel and data.py

* update class Parallel and data.py

* update class Parallel and data.py

* Fix Parallel support for maxtasksperchild

Co-authored-by: wangw <1666490690@qq.com>
Co-authored-by: zhupr <zhu.pengrong@foxmail.com>
This commit is contained in:
you-n-g
2021-09-14 01:16:03 +08:00
committed by GitHub
parent 6203e4c09e
commit 163e3c6266
4 changed files with 86 additions and 95 deletions
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qlib/config.py
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@@ -92,6 +92,8 @@ _default_config = {
"kernels": NUM_USABLE_CPU,
# How many tasks belong to one process. Recommend 1 for high-frequency data and None for daily data.
"maxtasksperchild": None,
# If joblib_backend is None, use loky
"joblib_backend": "multiprocessing",
"default_disk_cache": 1, # 0:skip/1:use
"mem_cache_size_limit": 500,
# memory cache expire second, only in used 'DatasetURICache' and 'client D.calendar'