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update version number & model license

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Young
2020-11-28 08:17:18 +00:00
parent 05afeb820a
commit 3f47a282cc
7 changed files with 25 additions and 163 deletions
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2
qlib/__init__.py
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@@ -2,7 +2,7 @@
# Licensed under the MIT License.
__version__ = "0.5.1.dev0"
__version__ = "0.6.0.alpha"
import os
import re

13
qlib/contrib/model/catboost_model.py
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@@ -1,14 +1,5 @@
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
# Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import numpy as np
import pandas as pd

13
qlib/contrib/model/pytorch_sfm.py
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@@ -1,15 +1,6 @@
# Copyright (c) Microsoft Corporation.
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
# Licensed under the MIT License.
from __future__ import division
from __future__ import print_function

13
qlib/contrib/model/xgboost.py
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@@ -1,14 +1,5 @@
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
# Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import numpy as np
import pandas as pd

17
qlib/model/base.py
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@@ -56,6 +56,23 @@ class ModelFT(Model):
def finetune(self, dataset: Dataset):
"""finetune model based given dataset
A typical use case of finetuning model with qlib.workflow.R
.. code-block:: python
# start exp to train init model
with R.start(experiment_name="init models"):
model.fit(dataset)
R.save_objects(init_model=model)
rid = R.get_recorder().id
# Finetune model based on previous trained model
with R.start(experiment_name="finetune model"):
recorder = R.get_recorder(rid, experiment_name="init models")
model = recorder.load_object("init_model")
model.finetune(dataset, num_boost_round=10)
Parameters
----------
dataset : Dataset