Merge pull request #393 from Derek-Wds/main

Update qlib logger

qlib/contrib/workflow/record_temp.py

@@ -1,10 +1,11 @@
 #  Copyright (c) Microsoft Corporation.
 #  Licensed under the MIT License.
 
+import logging
 import pandas as pd
+import numpy as np
 from sklearn.metrics import mean_squared_error
 from typing import Dict, Text, Any
-import numpy as np
 
 from ...contrib.eva.alpha import calc_ic
 from ...workflow.record_temp import RecordTemp
@@ -12,7 +13,7 @@ from ...workflow.record_temp import SignalRecord
 from ...data import dataset as qlib_dataset
 from ...log import get_module_logger
 
-logger = get_module_logger("workflow", "INFO")
+logger = get_module_logger("workflow", logging.INFO)
 
 
 class MultiSegRecord(RecordTemp):

qlib/log.py

@@ -12,7 +12,37 @@ from contextlib import contextmanager
 from .config import C
 
 
-def get_module_logger(module_name, level: Optional[int] = None):
+class MetaLogger(type):
+    def __new__(cls, name, bases, dict):
+        wrapper_dict = logging.Logger.__dict__.copy()
+        wrapper_dict.update(dict)
+        wrapper_dict["__doc__"] = logging.Logger.__doc__
+        return type.__new__(cls, name, bases, wrapper_dict)
+
+
+class QlibLogger(metaclass=MetaLogger):
+    """
+    Customized logger for Qlib.
+    """
+
+    def __init__(self, module_name):
+        self.module_name = module_name
+        self.level = 0
+
+    @property
+    def logger(self):
+        logger = logging.getLogger(self.module_name)
+        logger.setLevel(self.level)
+        return logger
+
+    def setLevel(self, level):
+        self.level = level
+
+    def __getattr__(self, name):
+        return self.logger.__getattribute__(name)
+
+
+def get_module_logger(module_name, level: Optional[int] = None) -> logging.Logger:
     """
     Get a logger for a specific module.
 
@@ -27,7 +57,7 @@ def get_module_logger(module_name, level: Optional[int] = None):
 
     module_name = "qlib.{}".format(module_name)
     # Get logger.
-    module_logger = logging.getLogger(module_name)
+    module_logger = QlibLogger(module_name)
     module_logger.setLevel(level)
     return module_logger
 

qlib/workflow/exp.py

@@ -1,14 +1,14 @@
 # Copyright (c) Microsoft Corporation.
 # Licensed under the MIT License.
 
-import mlflow
+import mlflow, logging
 from mlflow.entities import ViewType
 from mlflow.exceptions import MlflowException
 from pathlib import Path
 from .recorder import Recorder, MLflowRecorder
 from ..log import get_module_logger
 
-logger = get_module_logger("workflow", "INFO")
+logger = get_module_logger("workflow", logging.INFO)
 
 
 class Experiment:

qlib/workflow/expm.py

@@ -4,7 +4,7 @@
 import mlflow
 from mlflow.exceptions import MlflowException
 from mlflow.entities import ViewType
-import os
+import os, logging
 from pathlib import Path
 from contextlib import contextmanager
 from typing import Optional, Text
@@ -14,7 +14,7 @@ from ..config import C
 from .recorder import Recorder
 from ..log import get_module_logger
 
-logger = get_module_logger("workflow", "INFO")
+logger = get_module_logger("workflow", logging.INFO)
 
 
 class ExpManager:

qlib/workflow/record_temp.py

@@ -1,7 +1,7 @@
 #  Copyright (c) Microsoft Corporation.
 #  Licensed under the MIT License.
 
-import re
+import re, logging
 import pandas as pd
 from pathlib import Path
 from pprint import pprint
@@ -16,7 +16,7 @@ from ..utils import flatten_dict
 from ..contrib.eva.alpha import calc_ic, calc_long_short_return, calc_long_short_prec
 from ..contrib.strategy.strategy import BaseStrategy
 
-logger = get_module_logger("workflow", "INFO")
+logger = get_module_logger("workflow", logging.INFO)
 
 
 class RecordTemp:

qlib/workflow/recorder.py

@@ -1,14 +1,14 @@
 # Copyright (c) Microsoft Corporation.
 # Licensed under the MIT License.
 
-import mlflow
+import mlflow, logging
 import shutil, os, pickle, tempfile, codecs, pickle
 from pathlib import Path
 from datetime import datetime
 from ..utils.objm import FileManager
 from ..log import get_module_logger
 
-logger = get_module_logger("workflow", "INFO")
+logger = get_module_logger("workflow", logging.INFO)
 
 
 class Recorder:

qlib/workflow/utils.py

@@ -1,12 +1,12 @@
 # Copyright (c) Microsoft Corporation.
 # Licensed under the MIT License.
 
-import sys, traceback, signal, atexit
+import sys, traceback, signal, atexit, logging
 from . import R
 from .recorder import Recorder
 from ..log import get_module_logger
 
-logger = get_module_logger("workflow", "INFO")
+logger = get_module_logger("workflow", logging.INFO)
 
 
 # function to handle the experiment when unusual program ending occurs