Merge branch 'main' of github.com:you-n-g/qlib into main

qlib/__init__.py

@@ -82,7 +82,7 @@ def init(default_conf="client", **kwargs):
     if "flask_server" in C:
         LOG.info(f"flask_server={C['flask_server']}, flask_port={C['flask_port']}")
 
-    # exp manager module
+    # set up QlibRecorder
     module = get_module_by_module_path("qlib.workflow.expm")
     exp_manager = init_instance_by_config(C["exp_manager"], module)
     qr = QlibRecorder(exp_manager)

qlib/workflow/__init__.py

@@ -43,26 +43,26 @@ class QlibRecorder:
     def get_uri(self):
         return self.exp_manager.get_uri()
 
-    def get_recorder(self):
-        return self.exp_manager.active_recorder
+    def get_recorder(self, recorder_id=None, recorder_name=None):
+        return self.exp_manager.active_experiment.get_recorder(recorder_id, recorder_name)
 
     def save_objects(self, local_path=None, artifact_path=None, **kwargs):
-        self.exp_manager.active_recorder.save_objects(local_path, artifact_path, **kwargs)
+        self.exp_manager.active_experiment.active_recorder.save_objects(local_path, artifact_path, **kwargs)
 
     def load_object(self, name):
-        return self.exp_manager.active_recorder.load_object(name)
+        return self.exp_manager.active_experiment.active_recorder.load_object(name)
 
     def log_params(self, **kwargs):
-        self.exp_manager.active_recorder.log_params(**kwargs)
+        self.exp_manager.active_experiment.active_recorder.log_params(**kwargs)
 
     def log_metrics(self, step=None, **kwargs):
-        self.exp_manager.active_recorder.log_metrics(step, **kwargs)
+        self.exp_manager.active_experiment.active_recorder.log_metrics(step, **kwargs)
 
     def set_tags(self, **kwargs):
-        self.exp_manager.active_recorder.set_tags(**kwargs)
+        self.exp_manager.active_experiment.active_recorder.set_tags(**kwargs)
 
     def delete_tag(self, *key):
-        self.exp_manager.active_recorder.delete_tag(*key)
+        self.exp_manager.active_experiment.active_recorder.delete_tag(*key)
 
 
 # global record

qlib/workflow/exp.py

@@ -4,7 +4,9 @@
 import mlflow
 from pathlib import Path
 from .recorder import MLflowRecorder
+from ..log import get_module_logger
 
+logger = get_module_logger("workflow", "INFO")
 
 class Experiment:
     """

qlib/workflow/expm.py

@@ -184,10 +184,12 @@ class MLflowExpManager(ExpManager):
         else:
             if experiment_name not in self.experiments:
                 if mlflow.get_experiment_by_name(experiment_name) is not None:
-                    raise Exception(
-                        "The experiment has already been created before. Please pick another name or delete the files under uri."
+                    logger.info(
+                        "The experiment has already been created before. Try to resume the experiment..."
                     )
-                experiment_id = mlflow.create_experiment(experiment_name)
+                    experiment_id = mlflow.get_experiment_by_name(experiment_name).experiment_id
+                else:
+                    experiment_id = mlflow.create_experiment(experiment_name)
             else:
                 experiment_id = self.experiments[experiment_name].id
                 experiment = self.experiments[experiment_name]

qlib/workflow/record_temp.py

@@ -76,7 +76,7 @@ class SignalRecord(RecordTemp):
     def generate(self, **kwargs):
         # generate prediciton
         pred = self.model.predict(self.dataset)
-        self.recorder.save_object(pred, "pred.pkl")
+        self.recorder.save_objects(data=pred, name="pred.pkl")
 
     def load(self):
         # try to load the saved object
@@ -132,9 +132,9 @@ class PortAnaRecord(SignalRecord):
         assert super().check(), "Make sure the parent process is completed and store the data properly."
         # custom strategy and get backtest
         pred_score = super().load()
-        report_normal, positions_normal = normal_backtest(pred_score, strategy=self.strategy, **self.BACKTEST_CONFIG)
-        self.recorder.save_object(report_normal, "report_normal.pkl", self.artifact_path)
-        self.recorder.save_object(positions_normal, "positions_normal.pkl", self.artifact_path)
+        report_normal, positions_normal = normal_backtest(pred_score, strategy=self.strategy, **self.backtest_config)
+        self.recorder.save_objects(data=report_normal, name="report_normal.pkl", artifact_path=self.artifact_path)
+        self.recorder.save_objects(data=positions_normal, name="positions_normal.pkl", artifact_path=self.artifact_path)
 
         # analysis
         analysis = dict()
@@ -143,7 +143,7 @@ class PortAnaRecord(SignalRecord):
             report_normal["return"] - report_normal["bench"] - report_normal["cost"]
         )
         analysis_df = pd.concat(analysis)  # type: pd.DataFrame
-        self.recorder.save_object(pred, "port_analysis.pkl", self.artifact_path)
+        self.recorder.save_objects(data=analysis_df, name="port_analysis.pkl", artifact_path=self.artifact_path)
 
     def load(self):
         # try to load the saved object

qlib/workflow/recorder.py

@@ -201,7 +201,7 @@ class MLflowRecorder(Recorder):
 
     def load_object(self, name):
         client = mlflow.tracking.MlflowClient(tracking_uri=self._uri)
-        path = client.download_artifacts(self.recorder_id, name)
+        path = client.download_artifacts(self.id, name)
         try:
             with Path(path).open("rb") as f:
                 f.seek(0)
@@ -242,5 +242,5 @@ class MLflowRecorder(Recorder):
 
     def list_artifacts(self, artifact_path=None):
         client = mlflow.tracking.MlflowClient(tracking_uri=self._uri)
-        artifacts = client.list_artifacts(self.id, path)
+        artifacts = client.list_artifacts(self.id, artifact_path)
         return artifacts