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code optimization

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wangwenxi.handsome
2021-06-23 17:37:39 +08:00
committed by you-n-g
parent bd6080b8f5
commit 4488c3b625
1 changed files with 10 additions and 2 deletions
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12
qlib/model/trainer.py
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@@ -61,6 +61,13 @@ def fill_placeholder(config: dict, config_extend: dict):
dict dict
the parameter dict the parameter dict
""" """
# check the format of config_extend
import re
for placeholder in config_extend.keys():
assert re.match(r"<[^<>]+>", placeholder)
re.match()
# bfs
top = 0 top = 0
tail = 1 tail = 1
dict_quene = [config] dict_quene = [config]
@@ -92,20 +99,21 @@ def end_task_train(rec: Recorder, experiment_name: str) -> Recorder:
# model & dataset initiation # model & dataset initiation
model: Model = init_instance_by_config(task_config["model"]) model: Model = init_instance_by_config(task_config["model"])
dataset: Dataset = init_instance_by_config(task_config["dataset"]) dataset: Dataset = init_instance_by_config(task_config["dataset"])
placehorder_value = {"<MODEL>": model, "<DATASET>": dataset}
# model training # model training
model.fit(dataset) model.fit(dataset)
R.save_objects(**{"params.pkl": model}) R.save_objects(**{"params.pkl": model})
# this dataset is saved for online inference. So the concrete data should not be dumped # this dataset is saved for online inference. So the concrete data should not be dumped
dataset.config(dump_all=False, recursive=True) dataset.config(dump_all=False, recursive=True)
R.save_objects(**{"dataset": dataset}) R.save_objects(**{"dataset": dataset})
# fill placehorder
placehorder_value = {"<MODEL>": model, "<DATASET>": dataset}
task_config = fill_placeholder(task_config, placehorder_value)
# generate records: prediction, backtest, and analysis # generate records: prediction, backtest, and analysis
records = task_config.get("record", []) records = task_config.get("record", [])
if isinstance(records, dict): # prevent only one dict if isinstance(records, dict): # prevent only one dict
records = [records] records = [records]
for record in records: for record in records:
cls, kwargs = get_cls_kwargs(record, default_module="qlib.workflow.record_temp") cls, kwargs = get_cls_kwargs(record, default_module="qlib.workflow.record_temp")
kwargs = fill_placeholder(kwargs, placehorder_value)
kwargs["recorder"] = rec kwargs["recorder"] = rec
r = cls(**kwargs) r = cls(**kwargs)
r.generate() r.generate()