Merge branch 'microsoft_main' into online_srv

qlib/contrib/backtest/position.py

@@ -1,10 +1,10 @@
 # Copyright (c) Microsoft Corporation.
 # Licensed under the MIT License.
 
-
-import pandas as pd
 import copy
 import pathlib
+import pandas as pd
+import numpy as np
 from .order import Order
 
 """

qlib/data/dataset/handler.py

@@ -61,7 +61,7 @@ class DataHandler(Serializable):
         instruments=None,
         start_time=None,
         end_time=None,
-        data_loader: Tuple[dict, str, DataLoader] = None,
+        data_loader: Union[dict, str, DataLoader] = None,
         init_data=True,
         fetch_orig=True,
     ):
@@ -74,7 +74,7 @@ class DataHandler(Serializable):
             start_time of the original data.
         end_time :
             end_time of the original data.
-        data_loader : Tuple[dict, str, DataLoader]
+        data_loader : Union[dict, str, DataLoader]
             data loader to load the data.
         init_data :
             initialize the original data in the constructor.
@@ -305,7 +305,7 @@ class DataHandlerLP(DataHandler):
         instruments=None,
         start_time=None,
         end_time=None,
-        data_loader: Tuple[dict, str, DataLoader] = None,
+        data_loader: Union[dict, str, DataLoader] = None,
         infer_processors=[],
         learn_processors=[],
         process_type=PTYPE_A,

qlib/log.py

@@ -165,8 +165,81 @@ class LogFilter(logging.Filter):
         return allow
 
 
-def set_global_logger_level(level: int):
+def set_global_logger_level(level: int, return_orig_handler_level: bool = False):
+    """set qlib.xxx logger handlers level
+
+    Parameters
+    ----------
+    level: int
+        logger level
+
+    return_orig_handler_level: bool
+        return origin handler level map
+
+    Examples
+    ---------
+
+        .. code-block:: python
+
+            import qlib
+            import logging
+            from qlib.log import get_module_logger, set_global_logger_level
+            qlib.init()
+
+            tmp_logger_01 = get_module_logger("tmp_logger_01", level=logging.INFO)
+            tmp_logger_01.info("1. tmp_logger_01 info show")
+
+            global_level = logging.WARNING + 1
+            set_global_logger_level(global_level)
+            tmp_logger_02 = get_module_logger("tmp_logger_02", level=logging.INFO)
+            tmp_logger_02.log(msg="2. tmp_logger_02 log show", level=global_level)
+
+            tmp_logger_01.info("3. tmp_logger_01 info do not show")
+
+    """
+    _handler_level_map = {}
     qlib_logger = logging.root.manager.loggerDict.get("qlib", None)
     if qlib_logger is not None:
         for _handler in qlib_logger.handlers:
+            _handler_level_map[_handler] = _handler.level
             _handler.level = level
+    return _handler_level_map if return_orig_handler_level else None
+
+
+@contextmanager
+def set_global_logger_level_cm(level: int):
+    """set qlib.xxx logger handlers level to use contextmanager
+
+    Parameters
+    ----------
+    level: int
+        logger level
+
+    Examples
+    ---------
+
+        .. code-block:: python
+
+            import qlib
+            import logging
+            from qlib.log import get_module_logger, set_global_logger_level_cm
+            qlib.init()
+
+            tmp_logger_01 = get_module_logger("tmp_logger_01", level=logging.INFO)
+            tmp_logger_01.info("1. tmp_logger_01 info show")
+
+            global_level = logging.WARNING + 1
+            with set_global_logger_level_cm(global_level):
+                tmp_logger_02 = get_module_logger("tmp_logger_02", level=logging.INFO)
+                tmp_logger_02.log(msg="2. tmp_logger_02 log show", level=global_level)
+                tmp_logger_01.info("3. tmp_logger_01 info do not show")
+
+            tmp_logger_01.info("4. tmp_logger_01 info show")
+
+    """
+    _handler_level_map = set_global_logger_level(level, return_orig_handler_level=True)
+    try:
+        yield
+    finally:
+        for _handler, _level in _handler_level_map.items():
+            _handler.level = _level