liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-10 06:20:57 +08:00
Code Activity

Add log info for ensemble (#1113)

Browse Source 
* Add log info for ensemble

* Update ensemble.py

* Update setup.py
This commit is contained in:
you-n-g
2022-06-14 11:58:57 +08:00
committed by GitHub
parent afcea404a5
commit 50409ff17b
1 changed files with 3 additions and 0 deletions
Download Patch File Download Diff File Expand all files Collapse all files

3
qlib/model/ens/ensemble.py
View File

@@ -8,6 +8,7 @@ Ensemble module can merge the objects in an Ensemble. For example, if there are
from typing import Union
import pandas as pd
from qlib.utils import FLATTEN_TUPLE, flatten_dict
from qlib.log import get_module_logger
class Ensemble:
@@ -79,6 +80,7 @@ class RollingEnsemble(Ensemble):
"""
def __call__(self, ensemble_dict: dict) -> pd.DataFrame:
get_module_logger("RollingEnsemble").info(f"keys in group: {list(ensemble_dict.keys())}")
artifact_list = list(ensemble_dict.values())
artifact_list.sort(key=lambda x: x.index.get_level_values("datetime").min())
artifact = pd.concat(artifact_list)
@@ -121,6 +123,7 @@ class AverageEnsemble(Ensemble):
"""
# need to flatten the nested dict
ensemble_dict = flatten_dict(ensemble_dict, sep=FLATTEN_TUPLE)
get_module_logger("AverageEnsemble").info(f"keys in group: {list(ensemble_dict.keys())}")
values = list(ensemble_dict.values())
# NOTE: this may change the style underlying data!!!!
# from pd.DataFrame to pd.Series