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Add log info for ensemble (#1113)

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