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add logs in case of ops.py errors (#659)

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* add logs in case of ops.py errors

* Update qlib/data/ops.py

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
This commit is contained in:
Pengrong Zhu
2021-10-29 08:52:43 +08:00
committed by GitHub
parent e41c0ac90a
commit 63b823f343
3 changed files with 41 additions and 3 deletions
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11
qlib/data/base.py
View File

@@ -8,6 +8,8 @@ from __future__ import print_function
import abc
import pandas as pd
from ..log import get_module_logger
class Expression(abc.ABC):
"""Expression base class"""
@@ -150,7 +152,14 @@ class Expression(abc.ABC):
return H["f"][args]
if start_index is None or end_index is None or start_index > end_index:
raise ValueError("Invalid index range: {} {}".format(start_index, end_index))
series = self._load_internal(instrument, start_index, end_index, freq)
try:
series = self._load_internal(instrument, start_index, end_index, freq)
except Exception:
get_module_logger("data").error(
f"Loading data error: instrument={instrument}, expression={str(self)}, "
f"start_index={start_index}, end_index={end_index}, freq={freq}"
)
raise
series.name = str(self)
H["f"][args] = series
return series

9
qlib/data/data.py
View File

@@ -724,7 +724,14 @@ class LocalExpressionProvider(ExpressionProvider):
end_time = pd.Timestamp(end_time)
_, _, start_index, end_index = Cal.locate_index(start_time, end_time, freq=freq, future=False)
lft_etd, rght_etd = expression.get_extended_window_size()
series = expression.load(instrument, max(0, start_index - lft_etd), end_index + rght_etd, freq)
try:
series = expression.load(instrument, max(0, start_index - lft_etd), end_index + rght_etd, freq)
except Exception:
get_module_logger("data").error(
f"Loading expression error: "
f"instrument={instrument}, field=({field}), start_time={start_time}, end_time={end_time}, freq={freq}"
)
raise
# Ensure that each column type is consistent
# FIXME:
# 1) The stock data is currently float. If there is other types of data, this part needs to be re-implemented.

24
qlib/data/ops.py
View File

@@ -305,7 +305,29 @@ class NpPairOperator(PairOperator):
series_right = self.feature_right.load(instrument, start_index, end_index, freq)
else:
series_right = self.feature_right
return getattr(np, self.func)(series_left, series_right)
check_length = isinstance(series_left, (np.ndarray, pd.Series)) and isinstance(
series_right, (np.ndarray, pd.Series)
)
if check_length:
warning_info = (
f"Loading {instrument}: {str(self)}; np.{self.func}(series_left, series_right), "
f"The length of series_left and series_right is different: ({len(series_left)}, {len(series_right)}), "
f"series_left is {str(self.feature_left)}, series_right is {str(self.feature_left)}. Please check the data"
)
else:
warning_info = (
f"Loading {instrument}: {str(self)}; np.{self.func}(series_left, series_right), "
f"series_left is {str(self.feature_left)}, series_right is {str(self.feature_left)}. Please check the data"
)
try:
res = getattr(np, self.func)(series_left, series_right)
except ValueError as e:
get_module_logger("ops").error(warning_info)
raise ValueError(f"{str(e)}. \n\t{warning_info}")
else:
if check_length and len(series_left) != len(series_right):
get_module_logger("ops").warning(warning_info)
return res
class Add(NpPairOperator):