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mirror of https://github.com/microsoft/qlib.git synced 2026-07-07 13:00:58 +08:00

Fix duplicate mlflow directories in tests

This commit is contained in:
zhupr
2021-08-31 16:54:28 +08:00
committed by you-n-g
parent 6e88ccca88
commit 707399a245
2 changed files with 26 additions and 20 deletions

View File

@@ -36,7 +36,7 @@ port_analysis_config = {
}
def train():
def train(uri_path: str = None):
"""train model
Returns
@@ -55,7 +55,7 @@ def train():
print(R)
# start exp
with R.start(experiment_name="workflow"):
with R.start(experiment_name="workflow", uri=uri_path):
R.log_params(**flatten_dict(CSI300_GBDT_TASK))
model.fit(dataset)
@@ -79,7 +79,7 @@ def train():
return pred_score, {"ic": ic, "ric": ric}, rid
def train_with_sigana():
def train_with_sigana(uri_path: str = None):
"""train model followed by SigAnaRecord
Returns
@@ -91,9 +91,8 @@ def train_with_sigana():
"""
model = init_instance_by_config(CSI300_GBDT_TASK["model"])
dataset = init_instance_by_config(CSI300_GBDT_TASK["dataset"])
# start exp
with R.start(experiment_name="workflow_with_sigana"):
with R.start(experiment_name="workflow_with_sigana", uri=uri_path):
R.log_params(**flatten_dict(CSI300_GBDT_TASK))
model.fit(dataset)
@@ -130,7 +129,7 @@ def fake_experiment():
return default_uri == default_uri_to_check, current_uri == current_uri_to_check, current_uri
def backtest_analysis(pred, rid):
def backtest_analysis(pred, rid, uri_path: str = None):
"""backtest and analysis
Parameters
@@ -139,6 +138,8 @@ def backtest_analysis(pred, rid):
predict scores
rid : str
the id of the recorder to be used in this function
uri_path: str
mlflow uri path
Returns
-------
@@ -146,7 +147,8 @@ def backtest_analysis(pred, rid):
the analysis result
"""
recorder = R.get_recorder(experiment_name="workflow", recorder_id=rid)
with R.start(experiment_name="workflow", recorder_id=rid, uri=uri_path):
recorder = R.get_recorder(experiment_name="workflow", recorder_id=rid)
# backtest
par = PortAnaRecord(recorder, port_analysis_config)
par.generate()
@@ -160,24 +162,24 @@ class TestAllFlow(TestAutoData):
REPORT_NORMAL = None
POSITIONS = None
RID = None
URI_PATH = "file:" + str(Path(__file__).parent.joinpath("test_all_flow_mlruns").resolve())
@classmethod
def tearDownClass(cls) -> None:
shutil.rmtree(str(Path(C["exp_manager"]["kwargs"]["uri"].strip("file:")).resolve()))
shutil.rmtree(cls.URI_PATH.lstrip("file:"))
def test_0_train_with_sigana(self):
TestAllFlow.PRED_SCORE, ic_ric, uri_path = train_with_sigana()
TestAllFlow.PRED_SCORE, ic_ric, uri_path = train_with_sigana(self.URI_PATH)
self.assertGreaterEqual(ic_ric["ic"].all(), 0, "train failed")
self.assertGreaterEqual(ic_ric["ric"].all(), 0, "train failed")
shutil.rmtree(str(Path(uri_path.strip("file:")).resolve()))
def test_1_train(self):
TestAllFlow.PRED_SCORE, ic_ric, TestAllFlow.RID = train()
TestAllFlow.PRED_SCORE, ic_ric, TestAllFlow.RID = train(self.URI_PATH)
self.assertGreaterEqual(ic_ric["ic"].all(), 0, "train failed")
self.assertGreaterEqual(ic_ric["ric"].all(), 0, "train failed")
def test_2_backtest(self):
analyze_df = backtest_analysis(TestAllFlow.PRED_SCORE, TestAllFlow.RID)
analyze_df = backtest_analysis(TestAllFlow.PRED_SCORE, TestAllFlow.RID, self.URI_PATH)
self.assertGreaterEqual(
analyze_df.loc(axis=0)["excess_return_with_cost", "annualized_return"].values[0],
0.10,

View File

@@ -12,10 +12,10 @@ from qlib.tests import TestAutoData
from qlib.tests.config import CSI300_GBDT_TASK
def train_multiseg():
def train_multiseg(uri_path: str = None):
model = init_instance_by_config(CSI300_GBDT_TASK["model"])
dataset = init_instance_by_config(CSI300_GBDT_TASK["dataset"])
with R.start(experiment_name="workflow"):
with R.start(experiment_name="workflow", uri=uri_path):
R.log_params(**flatten_dict(CSI300_GBDT_TASK))
model.fit(dataset)
recorder = R.get_recorder()
@@ -25,10 +25,10 @@ def train_multiseg():
return uri
def train_mse():
def train_mse(uri_path: str = None):
model = init_instance_by_config(CSI300_GBDT_TASK["model"])
dataset = init_instance_by_config(CSI300_GBDT_TASK["dataset"])
with R.start(experiment_name="workflow"):
with R.start(experiment_name="workflow", uri=uri_path):
R.log_params(**flatten_dict(CSI300_GBDT_TASK))
model.fit(dataset)
recorder = R.get_recorder()
@@ -39,13 +39,17 @@ def train_mse():
class TestAllFlow(TestAutoData):
URI_PATH = "file:" + str(Path(__file__).parent.joinpath("test_contrib_mlruns").resolve())
@classmethod
def tearDownClass(cls) -> None:
shutil.rmtree(cls.URI_PATH.lstrip("file:"))
def test_0_multiseg(self):
uri_path = train_multiseg()
shutil.rmtree(str(Path(uri_path.strip("file:")).resolve()))
uri_path = train_multiseg(self.URI_PATH)
def test_1_mse(self):
uri_path = train_mse()
shutil.rmtree(str(Path(uri_path.strip("file:")).resolve()))
uri_path = train_mse(self.URI_PATH)
def suite():