Merge pull request #471 from Derek-Wds/main

Update Recorder Wrapper to prevent reinitialization

qlib/utils/exceptions.py

@@ -0,0 +1,12 @@
+# Copyright (c) Microsoft Corporation.
+# Licensed under the MIT License.
+
+# Base exception class
+class QlibException(Exception):
+    def __init__(self, message):
+        super(QlibException, self).__init__(message)
+
+
+# Error type for reinitialization when starting an experiment
+class RecorderInitializationError(QlibException):
+    pass

qlib/workflow/__init__.py

@@ -7,6 +7,7 @@ from .expm import MLflowExpManager
 from .exp import Experiment
 from .recorder import Recorder
 from ..utils import Wrapper
+from ..utils.exceptions import RecorderInitializationError
 
 
 class QlibRecorder:
@@ -525,14 +526,29 @@ class QlibRecorder:
         self.get_exp().get_recorder().set_tags(**kwargs)
 
 
+class RecorderWrapper(Wrapper):
+    """
+    Wrapper class for QlibRecorder, which detects whether users reinitialize qlib when already starting an experiment.
+    """
+
+    def register(self, provider):
+        if self._provider is not None:
+            expm = getattr(self._provider, "exp_manager")
+            if expm.active_experiment is not None:
+                raise RecorderInitializationError(
+                    "Please don't reinitialize Qlib if QlibRecorder is already acivated. Otherwise, the experiment stored location will be modified."
+                )
+        self._provider = provider
+
+
 import sys
 
 if sys.version_info >= (3, 9):
     from typing import Annotated
 
-    QlibRecorderWrapper = Annotated[QlibRecorder, Wrapper]
+    QlibRecorderWrapper = Annotated[QlibRecorder, RecorderWrapper]
 else:
     QlibRecorderWrapper = QlibRecorder
 
 # global record
-R: QlibRecorderWrapper = Wrapper()
+R: QlibRecorderWrapper = RecorderWrapper()