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support adding from date when updating pred (#703)

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* support adding from date when updating pred

* fix updating data error
This commit is contained in:
you-n-g
2021-11-22 19:52:52 +08:00
committed by GitHub
parent 103f8579c1
commit 45ebb1d0e0
4 changed files with 69 additions and 22 deletions
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27
tests/rolling_tests/test_update_pred.py
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@@ -21,11 +21,7 @@ class TestRolling(TestAutoData):
"""
task = copy.deepcopy(CSI300_GBDT_TASK)
task["record"] = {
"class": "SignalRecord",
"module_path": "qlib.workflow.record_temp",
"kwargs": {"dataset": "<DATASET>", "model": "<MODEL>"},
}
task["record"] = ["qlib.workflow.record_temp.SignalRecord"]
exp_name = "online_srv_test"
@@ -57,6 +53,27 @@ class TestRolling(TestAutoData):
online_tool.update_online_pred(to_date=latest_date + pd.Timedelta(days=10))
good_pred = rec.load_object("pred.pkl")
mod_range = slice(latest_date - pd.Timedelta(days=20), latest_date - pd.Timedelta(days=10))
mod_range2 = slice(latest_date - pd.Timedelta(days=9), latest_date - pd.Timedelta(days=2))
mod_pred = good_pred.copy()
mod_pred.loc[mod_range] = -1
mod_pred.loc[mod_range2] = -2
rec.save_objects(**{"pred.pkl": mod_pred})
online_tool.update_online_pred(
to_date=latest_date - pd.Timedelta(days=10), from_date=latest_date - pd.Timedelta(days=20)
)
updated_pred = rec.load_object("pred.pkl")
# this range is not fixed
self.assertTrue((updated_pred.loc[mod_range] == good_pred.loc[mod_range]).all().item())
# this range is fixed now
self.assertTrue((updated_pred.loc[mod_range2] == -2).all().item())
def test_update_label(self):
task = copy.deepcopy(CSI300_GBDT_TASK)