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Merge remote-tracking branch 'origin/main' into nested_decision_exe

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Young
2021-09-30 18:41:15 +00:00
parent 3760a18a8d 8cf6ed3564
commit 4099050935
14 changed files with 336 additions and 58 deletions
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46
qlib/workflow/record_temp.py
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@@ -125,6 +125,30 @@ class SignalRecord(RecordTemp):
self.model = model
self.dataset = dataset
@staticmethod
def generate_label(dataset):
# NOTE:
# Python doesn't provide the downcasting mechanism.
# We use the trick here to downcast the class
orig_cls = dataset.__class__
dataset.__class__ = DatasetH
params = dict(segments="test", col_set="label", data_key=DataHandlerLP.DK_R)
try:
# Assume the backend handler is DataHandlerLP
raw_label = dataset.prepare(**params)
except TypeError:
# The argument number is not right
del params["data_key"]
# The backend handler should be DataHandler
raw_label = dataset.prepare(**params)
except AttributeError:
# The data handler is initialize with `drop_raw=True`...
# So raw_label is not available
raw_label = None
dataset.__class__ = orig_cls
return raw_label
def generate(self, **kwargs):
# generate prediciton
pred = self.model.predict(self.dataset)
@@ -140,28 +164,8 @@ class SignalRecord(RecordTemp):
pprint(pred.head(5))
if isinstance(self.dataset, DatasetH):
# NOTE:
# Python doesn't provide the downcasting mechanism.
# We use the trick here to downcast the class
orig_cls = self.dataset.__class__
self.dataset.__class__ = DatasetH
params = dict(segments="test", col_set="label", data_key=DataHandlerLP.DK_R)
try:
# Assume the backend handler is DataHandlerLP
raw_label = self.dataset.prepare(**params)
except TypeError:
# The argument number is not right
del params["data_key"]
# The backend handler should be DataHandler
raw_label = self.dataset.prepare(**params)
except AttributeError:
# The data handler is initialize with `drop_raw=True`...
# So raw_label is not available
raw_label = None
raw_label = self.generate_label(self.dataset)
self.recorder.save_objects(**{"label.pkl": raw_label})
self.dataset.__class__ = orig_cls
@staticmethod
def list():