diff --git a/qlib/model/ens/ensemble.py b/qlib/model/ens/ensemble.py index 863282416..ede1f8e3a 100644 --- a/qlib/model/ens/ensemble.py +++ b/qlib/model/ens/ensemble.py @@ -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