Merge remote-tracking branch 'microsoft/main' into online_srv

docs/component/data.rst

@@ -182,6 +182,11 @@ The `trade unit` defines the unit number of stocks can be used in a trade, and t
             qlib.init(provider_uri='~/.qlib/qlib_data/us_data', region=REG_US)
         
 
+.. note::
+
+    PRs for new data source are highly welcome! Users could commit the code to crawl data as a PR like `the examples here  <https://github.com/microsoft/qlib/tree/main/scripts>`_. And then we will use the code to create data cache on our server which other users could use directly.
+
+
 Data API
 ========================
 

qlib/log.py

@@ -15,9 +15,10 @@ from .config import C
 class MetaLogger(type):
     def __new__(cls, name, bases, dict):
         wrapper_dict = logging.Logger.__dict__.copy()
-        wrapper_dict.update(dict)
-        wrapper_dict["__doc__"] = logging.Logger.__doc__
-        return type.__new__(cls, name, bases, wrapper_dict)
+        for key in wrapper_dict:
+            if key not in dict and key != "__reduce__":
+                dict[key] = wrapper_dict[key]
+        return type.__new__(cls, name, bases, dict)
 
 
 class QlibLogger(metaclass=MetaLogger):
@@ -39,6 +40,9 @@ class QlibLogger(metaclass=MetaLogger):
         self.level = level
 
     def __getattr__(self, name):
+        # During unpickling, python will call __getattr__. Use this line to avoid maximum recursion error.
+        if name in {"__setstate__"}:
+            raise AttributeError
         return self.logger.__getattribute__(name)
 
 

qlib/workflow/__init__.py

@@ -23,7 +23,10 @@ class QlibRecorder:
     @contextmanager
     def start(
         self,
+        *,
+        experiment_id: Optional[Text] = None,
         experiment_name: Optional[Text] = None,
+        recorder_id: Optional[Text] = None,
         recorder_name: Optional[Text] = None,
         uri: Optional[Text] = None,
         resume: bool = False,
@@ -45,8 +48,12 @@ class QlibRecorder:
 
         Parameters
         ----------
+        experiment_id : str
+            id of the experiment one wants to start.
         experiment_name : str
             name of the experiment one wants to start.
+        recorder_id : str
+            id of the recorder under the experiment one wants to start.
         recorder_name : str
             name of the recorder under the experiment one wants to start.
         uri : str
@@ -57,7 +64,14 @@ class QlibRecorder:
         resume : bool
             whether to resume the specific recorder with given name under the given experiment.
         """
-        run = self.start_exp(experiment_name, recorder_name, uri, resume)
+        run = self.start_exp(
+            experiment_id=experiment_id,
+            experiment_name=experiment_name,
+            recorder_id=recorder_id,
+            recorder_name=recorder_name,
+            uri=uri,
+            resume=resume,
+        )
         try:
             yield run
         except Exception as e:
@@ -65,7 +79,9 @@ class QlibRecorder:
             raise e
         self.end_exp(Recorder.STATUS_FI)
 
-    def start_exp(self, experiment_name=None, recorder_name=None, uri=None, resume=False):
+    def start_exp(
+        self, *, experiment_id=None, experiment_name=None, recorder_id=None, recorder_name=None, uri=None, resume=False
+    ):
         """
         Lower level method for starting an experiment. When use this method, one should end the experiment manually
         and the status of the recorder may not be handled properly. Here is the example code:
@@ -79,8 +95,12 @@ class QlibRecorder:
 
         Parameters
         ----------
+        experiment_id : str
+            id of the experiment one wants to start.
         experiment_name : str
             the name of the experiment to be started
+        recorder_id : str
+            id of the recorder under the experiment one wants to start.
         recorder_name : str
             name of the recorder under the experiment one wants to start.
         uri : str
@@ -93,7 +113,14 @@ class QlibRecorder:
         -------
         An experiment instance being started.
         """
-        return self.exp_manager.start_exp(experiment_name, recorder_name, uri, resume)
+        return self.exp_manager.start_exp(
+            experiment_id=experiment_id,
+            experiment_name=experiment_name,
+            recorder_id=recorder_id,
+            recorder_name=recorder_name,
+            uri=uri,
+            resume=resume,
+        )
 
     def end_exp(self, recorder_status=Recorder.STATUS_FI):
         """

qlib/workflow/exp.py

@@ -39,12 +39,14 @@ class Experiment:
         output["recorders"] = list(recorders.keys())
         return output
 
-    def start(self, recorder_name=None, resume=False):
+    def start(self, *, recorder_id=None, recorder_name=None, resume=False):
         """
         Start the experiment and set it to be active. This method will also start a new recorder.
 
         Parameters
         ----------
+        recorder_id : str
+            the id of the recorder to be created.
         recorder_name : str
             the name of the recorder to be created.
         resume : bool
@@ -238,14 +240,14 @@ class MLflowExperiment(Experiment):
     def __repr__(self):
         return "{name}(id={id}, info={info})".format(name=self.__class__.__name__, id=self.id, info=self.info)
 
-    def start(self, recorder_name=None, resume=False):
+    def start(self, *, recorder_id=None, recorder_name=None, resume=False):
         logger.info(f"Experiment {self.id} starts running ...")
         # Get or create recorder
         if recorder_name is None:
             recorder_name = self._default_rec_name
         # resume the recorder
         if resume:
-            recorder, _ = self._get_or_create_rec(recorder_name=recorder_name)
+            recorder, _ = self._get_or_create_rec(recorder_id=recorder_id, recorder_name=recorder_name)
         # create a new recorder
         else:
             recorder = self.create_recorder(recorder_name)

qlib/workflow/expm.py

@@ -33,7 +33,10 @@ class ExpManager:
 
     def start_exp(
         self,
+        *,
+        experiment_id: Optional[Text] = None,
         experiment_name: Optional[Text] = None,
+        recorder_id: Optional[Text] = None,
         recorder_name: Optional[Text] = None,
         uri: Optional[Text] = None,
         resume: bool = False,
@@ -45,8 +48,12 @@ class ExpManager:
 
         Parameters
         ----------
+        experiment_id : str
+            id of the active experiment.
         experiment_name : str
             name of the active experiment.
+        recorder_id : str
+            id of the recorder to be started.
         recorder_name : str
             name of the recorder to be started.
         uri : str
@@ -298,7 +305,10 @@ class MLflowExpManager(ExpManager):
 
     def start_exp(
         self,
+        *,
+        experiment_id: Optional[Text] = None,
         experiment_name: Optional[Text] = None,
+        recorder_id: Optional[Text] = None,
         recorder_name: Optional[Text] = None,
         uri: Optional[Text] = None,
         resume: bool = False,
@@ -308,11 +318,11 @@ class MLflowExpManager(ExpManager):
         # Create experiment
         if experiment_name is None:
             experiment_name = self._default_exp_name
-        experiment, _ = self._get_or_create_exp(experiment_name=experiment_name)
+        experiment, _ = self._get_or_create_exp(experiment_id=experiment_id, experiment_name=experiment_name)
         # Set up active experiment
         self.active_experiment = experiment
         # Start the experiment
-        self.active_experiment.start(recorder_name, resume)
+        self.active_experiment.start(recorder_id=recorder_id, recorder_name=recorder_name, resume=resume)
 
         return self.active_experiment