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Improve the style of documentation (#1132)
This commit improves the documentation (rst files) only in the following three ways: * Aligned section headers with their underline/overline punctuation characters * Deleted all trailling whitespaces in rst files * Deleted a few trailling newlines at the end of the rst files Co-authored-by: Bingyao Liu <Bingyao.Liu@sofund.com>
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YaOzI
@@ -1,12 +1,12 @@
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.. _workflow:
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=================================
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=============================
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Workflow: Workflow Management
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=================================
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=============================
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.. currentmodule:: qlib
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Introduction
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===================
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============
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The components in `Qlib Framework <../introduction/introduction.html#framework>`_ are designed in a loosely-coupled way. Users could build their own Quant research workflow with these components like `Example <https://github.com/microsoft/qlib/blob/main/examples/workflow_by_code.py>`_.
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@@ -28,7 +28,7 @@ With ``qrun``, user can easily start an `execution`, which includes the followin
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For each `execution`, ``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 this, please refer to the related document: `Recorder: Experiment Management <../component/recorder.html>`_.
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Complete Example
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===================
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================
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Before getting into details, here is a complete example of ``qrun``, which defines the workflow in typical Quant research.
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Below is a typical config file of ``qrun``.
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@@ -54,7 +54,7 @@ Below is a typical config file of ``qrun``.
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topk: 50
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n_drop: 5
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signal:
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- <MODEL>
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- <MODEL>
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- <DATASET>
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backtest:
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limit_threshold: 0.095
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@@ -90,13 +90,13 @@ Below is a typical config file of ``qrun``.
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train: [2008-01-01, 2014-12-31]
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valid: [2015-01-01, 2016-12-31]
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test: [2017-01-01, 2020-08-01]
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record:
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record:
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- class: SignalRecord
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module_path: qlib.workflow.record_temp
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kwargs: {}
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- class: PortAnaRecord
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module_path: qlib.workflow.record_temp
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kwargs:
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kwargs:
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config: *port_analysis_config
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After saving the config into `configuration.yaml`, users could start the workflow and test their ideas with a single command below.
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@@ -111,22 +111,22 @@ If users want to use ``qrun`` under debug mode, please use the following command
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python -m pdb qlib/workflow/cli.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml
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.. note::
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.. note::
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`qrun` will be placed in your $PATH directory when installing ``Qlib``.
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.. note::
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.. note::
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The symbol `&` in `yaml` file stands for an anchor of a field, which is useful when another fields include this parameter as part of the value. Taking the configuration file above as an example, users can directly change the value of `market` and `benchmark` without traversing the entire configuration file.
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Configuration File
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===================
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==================
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Let's get into details of ``qrun`` in this section.
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Before using ``qrun``, users need to prepare a configuration file. The following content shows how to prepare each part of the configuration file.
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The design logic of the configuration file is very simple. It predefines fixed workflows and provide this yaml interface to users to define how to initialize each component.
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The design logic of the configuration file is very simple. It predefines fixed workflows and provide this yaml interface to users to define how to initialize each component.
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It follow the design of `init_instance_by_config <https://github.com/microsoft/qlib/blob/2aee9e0145decc3e71def70909639b5e5a6f4b58/qlib/utils/__init__.py#L264>`_ . It defines the initialization of each component of Qlib, which typically include the class and the initialization arguments.
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For example, the following yaml and code are equivalent.
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@@ -166,7 +166,7 @@ For example, the following yaml and code are equivalent.
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Qlib Init Section
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--------------------
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-----------------
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At first, the configuration file needs to contain several basic parameters which will be used for qlib initialization.
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@@ -181,21 +181,21 @@ The meaning of each field is as follows:
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Type: str. The URI of the Qlib data. For example, it could be the location where the data loaded by ``get_data.py`` are stored.
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- `region`
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- If `region` == "us", ``Qlib`` will be initialized in US-stock mode.
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- If `region` == "us", ``Qlib`` will be initialized in US-stock mode.
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- If `region` == "cn", ``Qlib`` will be initialized in China-stock mode.
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.. note::
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.. note::
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The value of `region` should be aligned with the data stored in `provider_uri`.
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Task Section
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--------------------
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------------
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The `task` field in the configuration corresponds to a `task`, which contains the parameters of three different subsections: `Model`, `Dataset` and `Record`.
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Model Section
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~~~~~~~~~~~~~~~~~~~~
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~~~~~~~~~~~~~
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In the `task` field, the `model` section describes the parameters of the model to be used for training and inference. For more information about the base ``Model`` class, please refer to `Qlib Model <../component/model.html>`_.
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@@ -224,14 +224,14 @@ The meaning of each field is as follows:
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Type: str. The path for the model in qlib.
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- `kwargs`
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The keywords arguments for the model. Please refer to the specific model implementation for more information: `models <https://github.com/microsoft/qlib/blob/main/qlib/contrib/model>`_.
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The keywords arguments for the model. Please refer to the specific model implementation for more information: `models <https://github.com/microsoft/qlib/blob/main/qlib/contrib/model>`_.
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.. note::
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.. note::
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``Qlib`` provides a util named: ``init_instance_by_config`` to initialize any class inside ``Qlib`` with the configuration includes the fields: `class`, `module_path` and `kwargs`.
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Dataset Section
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~~~~~~~~~~~~~~~~~~~~
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~~~~~~~~~~~~~~~
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The `dataset` field describes the parameters for the ``Dataset`` module in ``Qlib`` as well those for the module ``DataHandler``. For more information about the ``Dataset`` module, please refer to `Qlib Data <../component/data.html#dataset>`_.
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@@ -266,7 +266,7 @@ Here is the configuration for the ``Dataset`` module which will take care of dat
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test: [2017-01-01, 2020-08-01]
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Record Section
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~~~~~~~~~~~~~~~~~~~~
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~~~~~~~~~~~~~~
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The `record` field is about the parameters the ``Record`` module in ``Qlib``. ``Record`` is responsible for tracking training process and results such as `information Coefficient (IC)` and `backtest` in a standard format.
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@@ -282,7 +282,7 @@ The following script is the configuration of `backtest` and the `strategy` used
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topk: 50
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n_drop: 5
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signal:
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- <MODEL>
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- <MODEL>
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- <DATASET>
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backtest:
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limit_threshold: 0.095
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@@ -299,13 +299,13 @@ Here is the configuration details of different `Record Template` such as ``Signa
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.. code-block:: YAML
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record:
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record:
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- class: SignalRecord
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module_path: qlib.workflow.record_temp
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kwargs: {}
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- class: PortAnaRecord
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module_path: qlib.workflow.record_temp
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kwargs:
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kwargs:
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config: *port_analysis_config
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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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