From 50409ff17bef3919599929dcc9aa6b55b152599e Mon Sep 17 00:00:00 2001 From: you-n-g Date: Tue, 14 Jun 2022 11:58:57 +0800 Subject: [PATCH] Add log info for ensemble (#1113) * Add log info for ensemble * Update ensemble.py * Update setup.py --- qlib/model/ens/ensemble.py | 3 +++ 1 file changed, 3 insertions(+) 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