From 2ca2071d959a007625b2879a57e84efb1507ac59 Mon Sep 17 00:00:00 2001 From: lzh222333 Date: Wed, 10 Mar 2021 17:06:08 +0000 Subject: [PATCH] format code --- examples/taskmanager/task_manager_rolling.py | 75 ++++++++------------ qlib/workflow/task/collect.py | 4 +- 2 files changed, 34 insertions(+), 45 deletions(-) diff --git a/examples/taskmanager/task_manager_rolling.py b/examples/taskmanager/task_manager_rolling.py index db5d1817f..36ec81962 100644 --- a/examples/taskmanager/task_manager_rolling.py +++ b/examples/taskmanager/task_manager_rolling.py @@ -9,53 +9,37 @@ data_handler_config = { "end_time": "2020-08-01", "fit_start_time": "2008-01-01", "fit_end_time": "2014-12-31", - "instruments": 'csi100', + "instruments": "csi100", } dataset_config = { - "class": "DatasetH", - "module_path": "qlib.data.dataset", - "kwargs": { - "handler": { - "class": "Alpha158", - "module_path": "qlib.contrib.data.handler", - "kwargs": data_handler_config, - }, - "segments": { - "train": ("2008-01-01", "2014-12-31"), - "valid": ("2015-01-01", "2016-12-31"), - "test": ("2017-01-01", "2020-08-01"), - }, + "class": "DatasetH", + "module_path": "qlib.data.dataset", + "kwargs": { + "handler": {"class": "Alpha158", "module_path": "qlib.contrib.data.handler", "kwargs": data_handler_config,}, + "segments": { + "train": ("2008-01-01", "2014-12-31"), + "valid": ("2015-01-01", "2016-12-31"), + "test": ("2017-01-01", "2020-08-01"), }, - } + }, +} record_config = [ - { - "class": "SignalRecord", - "module_path": "qlib.workflow.record_temp", - }, - { - "class": "SigAnaRecord", - "module_path": "qlib.workflow.record_temp", - } + {"class": "SignalRecord", "module_path": "qlib.workflow.record_temp",}, + {"class": "SigAnaRecord", "module_path": "qlib.workflow.record_temp",}, ] # use lgb task_lgb_config = { - "model": { - "class": "LGBModel", - "module_path": "qlib.contrib.model.gbdt", - }, + "model": {"class": "LGBModel", "module_path": "qlib.contrib.model.gbdt",}, "dataset": dataset_config, "record": record_config, } # use xgboost task_xgboost_config = { - "model": { - "class": "XGBModel", - "module_path": "qlib.contrib.model.xgboost", - }, + "model": {"class": "XGBModel", "module_path": "qlib.contrib.model.xgboost",}, "dataset": dataset_config, "record": record_config, } @@ -64,17 +48,17 @@ provider_uri = "~/.qlib/qlib_data/cn_data" # target_dir qlib.init(provider_uri=provider_uri, region=REG_CN) C["mongo"] = { - "task_url" : "mongodb://localhost:27017/", # maybe you need to change it to your url - "task_db_name" : "rolling_db" + "task_url": "mongodb://localhost:27017/", # maybe you need to change it to your url + "task_db_name": "rolling_db", } -exp_name = 'rolling_exp' # experiment name, will be used as the experiment in MLflow -task_pool = 'rolling_task' # task pool name, will be used as the document in MongoDB +exp_name = "rolling_exp" # experiment name, will be used as the experiment in MLflow +task_pool = "rolling_task" # task pool name, will be used as the document in MongoDB tasks = task_generator( - task_xgboost_config, # default task name - RollingGen(step=550,rtype=RollingGen.ROLL_SD), # generate different date segment - task_lgb=task_lgb_config # use "task_lgb" as the task name + task_xgboost_config, # default task name + RollingGen(step=550, rtype=RollingGen.ROLL_SD), # generate different date segment + task_lgb=task_lgb_config, # use "task_lgb" as the task name ) # Uncomment next two lines to see the generated tasks @@ -82,26 +66,29 @@ tasks = task_generator( # pprint(tasks) tm = TaskManager(task_pool=task_pool) -tm.create_task(tasks) # all tasks will be saved to MongoDB +tm.create_task(tasks) # all tasks will be saved to MongoDB from qlib.workflow.task.manage import run_task from qlib.workflow.task.collect import TaskCollector from qlib.model.trainer import task_train -run_task(task_train, task_pool, experiment_name=exp_name) # all tasks will be trained using "task_train" method +run_task(task_train, task_pool, experiment_name=exp_name) # all tasks will be trained using "task_train" method + def get_task_key(task_config): task_key = task_config["task_key"] rolling_end_timestamp = task_config["dataset"]["kwargs"]["segments"]["test"][1] - return task_key, rolling_end_timestamp.strftime('%Y-%m-%d') + return task_key, rolling_end_timestamp.strftime("%Y-%m-%d") + def my_filter(task_config): # only choose the results of "task_lgb" and test in 2019 from all tasks task_key, rolling_end = get_task_key(task_config) - if task_key=="task_lgb" and rolling_end.startswith('2019'): + if task_key == "task_lgb" and rolling_end.startswith("2019"): return True return False + # name tasks by "get_task_key" and filter tasks by "my_filter" -pred_rolling = TaskCollector.collect_predictions(exp_name, get_task_key, my_filter) -pred_rolling \ No newline at end of file +pred_rolling = TaskCollector.collect_predictions(exp_name, get_task_key, my_filter) +pred_rolling diff --git a/qlib/workflow/task/collect.py b/qlib/workflow/task/collect.py index 834189561..ccd6ce169 100644 --- a/qlib/workflow/task/collect.py +++ b/qlib/workflow/task/collect.py @@ -11,7 +11,9 @@ class TaskCollector: @staticmethod def collect_predictions( - experiment_name: str, get_key_func, filter_func=None, + experiment_name: str, + get_key_func, + filter_func=None, ): """