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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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@@ -1,12 +1,12 @@
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.. _client:
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Qlib Client-Server Framework
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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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Client-Server is designed to solve following problems
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- Manage the data in a centralized way. Users don't have to manage data of different versions.
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@@ -159,13 +159,11 @@ Limitations
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2. The rolling operation expression with parameter `0` can not be updated rightly under mechanism of the client-server framework.
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API
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********************
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***
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The client is based on `python-socketio<https://python-socketio.readthedocs.io>`_ which is a framework that supports WebSocket client for Python language. The client can only propose requests and receive results, which do not include any calculating procedure.
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Class
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--------------------
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-----
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.. automodule:: qlib.data.client
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@@ -1,11 +1,11 @@
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.. _online:
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Online
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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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Welcome to use Online, this module simulates what will be like if we do the real trading use our model and strategy.
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@@ -31,11 +31,11 @@ The file structure can be viewed at fileStruct_.
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Example
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-------------------
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-------
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Let's take an example,
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.. note:: Make sure you have the latest version of `qlib` installed.
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.. note:: Make sure you have the latest version of `qlib` installed.
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If you want to use the models and data provided by `qlib`, you only need to do as follows.
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@@ -93,7 +93,7 @@ If Your account was saved in "./user_data/", you can see the performance of your
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Here 'SH000905' represents csi500 and 'SH000300' represents csi300
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Manage your account
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--------------------
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-------------------
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Any account processed by `online` should be saved in a folder. you can use commands
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defined to manage your accounts.
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@@ -161,7 +161,7 @@ be called at each trading date.
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>> online update -date 2019-10-16 -path ./user_data/
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API
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------------------
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---
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All those operations are based on defined in `qlib.contrib.online.operator`
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@@ -170,7 +170,7 @@ All those operations are based on defined in `qlib.contrib.online.operator`
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.. _fileStruct:
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File structure
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------------------
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--------------
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'user_data' indicates the root of folder.
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Name that bold indicates it’s a folder, otherwise it’s a document.
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@@ -214,7 +214,7 @@ Configuration file
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The configure file used in `online` should contain the model and strategy information.
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About the model
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~~~~~~~~~~~~~~~~~~~~
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~~~~~~~~~~~~~~~
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First, your configuration file needs to have a field about the model,
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this field and its contents determine the model we used when generating score at predict date.
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@@ -243,7 +243,7 @@ contains 2 methods used in `online` module.
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About the strategy
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~~~~~~~~~~~~~~~~~~~~
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~~~~~~~~~~~~~~~~~~
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Your need define the strategy used to generate the order list at predict date.
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@@ -259,7 +259,7 @@ Followings are two examples for a TopkAmountStrategy
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n_drop: 10
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Generated files
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------------------
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---------------
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The 'online_generate' command will create the order list at {folder_path}/{user_id}/temp/,
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the name of that is orderlist_{YYYY-MM-DD}.json, YYYY-MM-DD is the date that those orders to be executed.
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@@ -1,11 +1,11 @@
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.. _tuner:
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Tuner
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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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Welcome to use Tuner, this document is based on that you can use Estimator proficiently and correctly.
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@@ -41,19 +41,19 @@ We write a simple configuration example as following,
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tuner_class: QLibTuner
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qlib_client:
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auto_mount: False
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logging_level: INFO
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logging_level: INFO
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optimization_criteria:
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report_type: model
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report_factor: model_score
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optim_type: max
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tuner_pipeline:
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-
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model:
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-
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model:
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class: SomeModel
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space: SomeModelSpace
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trainer:
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trainer:
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class: RollingTrainer
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strategy:
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strategy:
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class: TopkAmountStrategy
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space: TopkAmountStrategySpace
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max_evals: 2
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@@ -166,13 +166,13 @@ Also, there are some optional fields. The meaning of each field is as follows:
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The class of tuner, str type, must be an already implemented model, such as `QLibTuner` in `qlib`, or a custom tuner, but it must be a subclass of `qlib.contrib.tuner.Tuner`, the default value is `QLibTuner`.
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- `tuner_module_path`
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The module path, str type, absolute url is also supported, indicates the path of the implementation of tuner. The default value is `qlib.contrib.tuner.tuner`
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The module path, str type, absolute url is also supported, indicates the path of the implementation of tuner. The default value is `qlib.contrib.tuner.tuner`
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About the optimization criteria
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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You need to designate a factor to optimize, for tuner need a factor to decide which case is better than other cases.
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Usually, we use the result of `estimator`, such as backtest results and the score of model.
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Usually, we use the result of `estimator`, such as backtest results and the score of model.
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This part needs contain these fields:
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@@ -203,13 +203,13 @@ The tuner pipeline contains different tuners, and the `tuner` program will proce
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.. code-block:: YAML
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tuner_pipeline:
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-
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model:
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-
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model:
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class: SomeModel
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space: SomeModelSpace
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trainer:
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trainer:
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class: RollingTrainer
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strategy:
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strategy:
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class: TopkAmountStrategy
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space: TopkAmountStrategySpace
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max_evals: 2
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@@ -249,25 +249,25 @@ You need to use the same dataset to evaluate your different `estimator` experime
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test_start_date: 2016-07-01
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test_end_date: 2018-04-30
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- `rolling_period`
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- `rolling_period`
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The rolling period, integer type, indicates how many time steps need rolling when rolling the data. The default value is `60`. If you use `RollingTrainer`, this config will be used, or it will be ignored.
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- `train_start_date`
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Training start time, str type.
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- `train_end_date`
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- `train_end_date`
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Training end time, str type.
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- `validate_start_date`
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- `validate_start_date`
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Validation start time, str type.
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- `validate_end_date`
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- `validate_end_date`
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Validation end time, str type.
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- `test_start_date`
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- `test_start_date`
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Test start time, str type.
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- `test_end_date`
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- `test_end_date`
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Test end time, str type. If `test_end_date` is `-1` or greater than the last date of the data, the last date of the data will be used as `test_end_date`.
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About the data and backtest
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@@ -315,11 +315,10 @@ About the data and backtest
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Experiment Result
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-----------------
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All the results are stored in experiment file directly, you can check them directly in the corresponding files.
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All the results are stored in experiment file directly, you can check them directly in the corresponding files.
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What we save are as following:
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- Global optimal parameters
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- Local optimal parameters of each tuner
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- Config file of this `tuner` experiment
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- Every `estimator` experiments result in the process
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