Update R and workflow

qlib/workflow/cli.py

@@ -0,0 +1,53 @@
+#  Copyright (c) Microsoft Corporation.
+#  Licensed under the MIT License.
+
+import sys
+from pathlib import Path
+
+import qlib
+import fire
+import yaml
+import pandas as pd
+from qlib.config import REG_CN
+from qlib.utils import init_instance_by_config
+from qlib.workflow import R
+from qlib.workflow.record_temp import SignalRecord
+
+# worflow handler function
+def workflow(config_path):
+    with open(config_path) as fp:
+        config = yaml.load(fp, Loader=yaml.FullLoader)
+
+    provider_uri = config.get("provider_uri")
+    qlib.init(provider_uri=provider_uri, region=REG_CN)
+
+    # model initiaiton
+    model = init_instance_by_config(config.get("task")["model"])
+    dataset = init_instance_by_config(config.get("task")["dataset"])
+
+    # start exp
+    with R.start("workflow"):
+        model.fit(dataset)
+        recorder = R.get_recorder()
+
+        # generate records
+        for record in config.get("task")["record"]:
+            if record["class"] == SignalRecord.__name__:
+                srconf = {"model": model, "dataset": dataset, "recorder": recorder}
+                record["kwargs"].update(srconf)
+                sr = init_instance_by_config(record)
+                sr.generate()
+            else:
+                rconf = {"recorder": recorder}
+                record["kwargs"].update(rconf)
+                ar = init_instance_by_config(record)
+                ar.generate()
+
+
+# function to run worklflow by config
+def run():
+    fire.Fire(workflow)
+
+
+if __name__ == "__main__":
+    run()