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mirror of https://github.com/microsoft/qlib.git synced 2026-07-07 04:50:56 +08:00
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Jactus
2020-11-28 16:38:31 +08:00
14 changed files with 50 additions and 180 deletions

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@@ -19,9 +19,10 @@ With ``qrun``, user can easily run an `experiment`, which includes the following
- Processing
- Slicing
- Model
- Training and inference (static or rolling)
- Training and inference
- Saving & loading
- Evaluation
- Forecast signal analysis
- Backtest
For each `experiment`, ``Qlib`` has a complete system to tracking all the information as well as artifacts generated during training, inference and evaluation phase. For more information about how Qlib handles `experiment`, please refer to the related document: `Recorder: Experiment Management <../component/recorder.html>`_.
@@ -276,4 +277,4 @@ Here is the configuration details of different `Record Template` such as ``Signa
kwargs:
config: *port_analysis_config
For more information about the ``Record`` module in ``Qlib``, user can refer to the related document: `Record <../component/recorder.html#record-template>`_.
For more information about the ``Record`` module in ``Qlib``, user can refer to the related document: `Record <../component/recorder.html#record-template>`_.

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@@ -61,7 +61,7 @@ Auto Quant Research Workflow
- Workflow result
The result of ``qrun`` is as follows, which is also the result of ``Intraday Trading``. Please refer to `Intraday Trading <../component/backtest.html>`_. for more details about the result.
The result of ``qrun`` is as follows, which is also the typical result of ``Forecast model(alpha)``. Please refer to `Intraday Trading <../component/backtest.html>`_. for more details about the result.
.. code-block:: python
@@ -91,4 +91,4 @@ Auto Quant Research Workflow
Custom Model Integration
===============================================
``Qlib`` provides several models such as ``lightGBM`` and ``MLP`` model as the baseline of ``Interday Model``. In addition to the default model, users can integrate their own custom models into ``Qlib``. If users are interested in the custom model, please refer to `Custom Model Integration <../start/integration.html>`_.
``Qlib`` provides a batch of models (such as ``lightGBM`` and ``MLP`` models) as examples of ``Interday Model``. In addition to the default model, users can integrate their own custom models into ``Qlib``. If users are interested in the custom model, please refer to `Custom Model Integration <../start/integration.html>`_.

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@@ -63,13 +63,14 @@ Besides `provider_uri` and `region`, `qlib.init` has other parameters. The follo
If Qlib fails to connect redis via `redis_host` and `redis_port`, cache mechanism will not be used! Please refer to `Cache <../component/data.html#cache>`_ for details.
- `exp_manager`
Type: dict, optional parameter, the setting of `experiment manager` to be used in qlib. Users can specify an experiment manager class, as well as the tracking URI for all the experiments. However, please be aware that we only support input of a dictionary in the following style for `exp_manager`. For more information about `exp_manager`, users can refer to `Recorder: Experiment Management <../component/recorder.html>`_.
::
.. code-block:: Python
{
# For example, if you want to set your tracking_uri to a <specific folder>, you can initialize qlib below
qlib.init(provider_uri=provider_uri, region=REG_CN, exp_manager= {
"class": "MLflowExpManager",
"module_path": "qlib.workflow.expm",
"kwargs": {
"uri": "python_execution_path/mlruns",
"default_exp_name": "Experiment",
}
}
})

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@@ -5,7 +5,7 @@ Custom Model Integration
Introduction
===================
``Qlib``'s `Model Zoo` includes models such as ``LightGBM``, ``MLP``, ``LSTM``, etc.. These models are treated as the baselines of ``Interday Model``. In addition to the default models ``Qlib`` provide, users can integrate their own custom models into ``Qlib``.
``Qlib``'s `Model Zoo` includes models such as ``LightGBM``, ``MLP``, ``LSTM``, etc.. These models are examples of ``Interday Model``. In addition to the default models ``Qlib`` provide, users can integrate their own custom models into ``Qlib``.
Users can integrate their own custom models according to the following steps.
@@ -87,6 +87,7 @@ The Custom models need to inherit `qlib.model.base.Model <../reference/api.html#
.. code-block:: Python
def finetune(self, dataset: DatasetH, num_boost_round=10, verbose_eval=20):
# Based on existing model and finetune by train more rounds
dtrain, _ = self._prepare_data(dataset)
self.model = lgb.train(
self.params,
@@ -101,7 +102,7 @@ The Custom models need to inherit `qlib.model.base.Model <../reference/api.html#
Configuration File
=======================
The configuration file is described in detail in the `Workflow <../component/workflow.html#complete-example>`_ document. In order to integrate the custom model into ``Qlib``, users need to modify the "model" field in the configuration file.
The configuration file is described in detail in the `Workflow <../component/workflow.html#complete-example>`_ document. In order to integrate the custom model into ``Qlib``, users need to modify the "model" field in the configuration file. The configuration describes which models to use and how we can initialize it.
- Example: The following example describes the `model` field of configuration file about the custom lightgbm model mentioned above, where `module_path` is the module path, `class` is the class name, and `args` is the hyperparameter passed into the __init__ method. All parameters in the field is passed to `self._params` by `\*\*kwargs` in `__init__` except `loss = mse`.