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Add multi horizon task generator

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This commit is contained in:
Young
2021-10-28 00:01:19 +08:00
parent 5fa56703ae
commit 31e9d529de
2 changed files with 64 additions and 5 deletions
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13
qlib/__init__.py
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@@ -152,8 +152,11 @@ def init_from_yaml_conf(conf_path, **kwargs):
:param conf_path: A path to the qlib config in yml format
"""
with open(conf_path) as f:
config = yaml.safe_load(f)
if conf_path is None:
config = {}
else:
with open(conf_path) as f:
config = yaml.safe_load(f)
config.update(kwargs)
default_conf = config.pop("default_conf", "client")
init(default_conf, **config)
@@ -216,7 +219,7 @@ def auto_init(**kwargs):
.. code-block:: yaml
conf_type: ref
qlib_cfg: '<shared_yaml_config_path>'
qlib_cfg: '<shared_yaml_config_path>' # this could be null reference no config from other files
# following configs in `qlib_cfg_update` is project=specific
qlib_cfg_update:
exp_manager:
@@ -259,8 +262,8 @@ def auto_init(**kwargs):
# - There is a shared configure file and you don't want to edit it inplace.
# - The shared configure may be updated later and you don't want to copy it.
# - You have some customized config.
qlib_conf_path = conf["qlib_cfg"]
qlib_conf_update = conf.get("qlib_cfg_update")
qlib_conf_path = conf.get("qlib_cfg", None)
qlib_conf_update = conf.get("qlib_cfg_update", {})
init_from_yaml_conf(qlib_conf_path, **qlib_conf_update, **kwargs)
logger = get_module_logger("Initialization")
logger.info(f"Auto load project config: {conf_pp}")