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Modify cli

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Jactus
2020-11-20 10:59:37 +08:00
parent 0f433571f6
commit 547697ddc6
6 changed files with 16 additions and 10 deletions
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9
qlib/workflow/cli.py
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@@ -14,7 +14,7 @@ from qlib.workflow import R
from qlib.workflow.record_temp import SignalRecord from qlib.workflow.record_temp import SignalRecord
# worflow handler function # worflow handler function
def workflow(config_path): def workflow(config_path, experiment_name="workflow"):
with open(config_path) as fp: with open(config_path) as fp:
config = yaml.load(fp, Loader=yaml.Loader) config = yaml.load(fp, Loader=yaml.Loader)
@@ -26,12 +26,13 @@ def workflow(config_path):
dataset = init_instance_by_config(config.get("task")["dataset"]) dataset = init_instance_by_config(config.get("task")["dataset"])
# start exp # start exp
with R.start(experiment_name="workflow"): with R.start(experiment_name=experiment_name):
R.log_paramters(**flatten_dict(task)) # train model
R.log_params(**flatten_dict(config.get("task")))
model.fit(dataset) model.fit(dataset)
recorder = R.get_recorder() recorder = R.get_recorder()
# generate records # generate records: prediction, backtest, and analysis
for record in config.get("task")["record"]: for record in config.get("task")["record"]:
if record["class"] == SignalRecord.__name__: if record["class"] == SignalRecord.__name__:
srconf = {"model": model, "dataset": dataset, "recorder": recorder} srconf = {"model": model, "dataset": dataset, "recorder": recorder}

4
scripts/check_dump_bin.py
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@@ -108,9 +108,7 @@ class CheckBin:
return self.COMPARE_ERROR return self.COMPARE_ERROR
def check(self): def check(self):
"""Check whether the bin file after ``dump_bin.py`` is executed is consistent with the original csv file data """Check whether the bin file after ``dump_bin.py`` is executed is consistent with the original csv file data"""
"""
logger.info("start check......") logger.info("start check......")
error_list = [] error_list = []

4
scripts/get_data.py
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@@ -55,7 +55,9 @@ class GetData:
for _file in tqdm(zp.namelist()): for _file in tqdm(zp.namelist()):
zp.extract(_file, str(target_dir.resolve())) zp.extract(_file, str(target_dir.resolve()))
def qlib_data(self, name="qlib_data", target_dir="~/.qlib/qlib_data/cn_data", version="latest", interval="1d", region="cn"): def qlib_data(
self, name="qlib_data", target_dir="~/.qlib/qlib_data/cn_data", version="latest", interval="1d", region="cn"
):
"""download cn qlib data from remote """download cn qlib data from remote
Parameters Parameters

1
setup.py
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@@ -57,6 +57,7 @@ REQUIRED = [
"tornado", "tornado",
"joblib>=0.17.0", "joblib>=0.17.0",
"fire>=0.3.1", "fire>=0.3.1",
"ruamel.yaml>=0.16.12",
] ]
# Numpy include # Numpy include

4
tests/test_all_pipeline.py
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@@ -149,7 +149,9 @@ class TestAllFlow(unittest.TestCase):
sys.path.append(str(Path(__file__).resolve().parent.parent.joinpath("scripts"))) sys.path.append(str(Path(__file__).resolve().parent.parent.joinpath("scripts")))
from get_data import GetData from get_data import GetData
GetData().qlib_data(name="qlib_data_simple", region="cn", version="latest", interval="1d", target_dir=provider_uri) GetData().qlib_data(
name="qlib_data_simple", region="cn", version="latest", interval="1d", target_dir=provider_uri
)
qlib.init(provider_uri=provider_uri, region=REG_CN) qlib.init(provider_uri=provider_uri, region=REG_CN)
def test_0_train(self): def test_0_train(self):

4
tests/test_dump_data.py
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@@ -75,7 +75,9 @@ class TestDumpData(unittest.TestCase):
def test_4_dump_features_simple(self): def test_4_dump_features_simple(self):
stock = self.STOCK_NAMES[0] stock = self.STOCK_NAMES[0]
dump_data = DumpDataFix(csv_path=SOURCE_DIR.joinpath(f"{stock.lower()}.csv"), qlib_dir=QLIB_DIR, include_fields=self.FIELDS) dump_data = DumpDataFix(
csv_path=SOURCE_DIR.joinpath(f"{stock.lower()}.csv"), qlib_dir=QLIB_DIR, include_fields=self.FIELDS
)
dump_data.dump() dump_data.dump()
df = D.features([stock], self.QLIB_FIELDS) df = D.features([stock], self.QLIB_FIELDS)