mirror of
https://github.com/microsoft/qlib.git
synced 2026-06-06 05:51:17 +08:00
Add ipynb format check (#1439)
* Update test_qlib_from_source.yml * add ipynb format check to workflow * test ipynb CI * modify nbqa check path * add pylint flake8 mypy check to ipynb * check ipynb with black and pylint * reformat .ipynb files * format line length nbqa black . -l 120 * update nbqa .ipynb format CI * format old ipynb files * add nbconvert check to CI * adjust CI order to avoid repeating download data
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@@ -38,7 +38,7 @@
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" # install qlib\n",
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" ! pip install --upgrade numpy\n",
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" ! pip install pyqlib\n",
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" if 'google.colab' in sys.modules:\n",
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" if \"google.colab\" in sys.modules:\n",
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" # The Google colab environment is a little outdated. We have to downgrade the pyyaml to make it compatible with other packages\n",
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" ! pip install pyyaml==5.4.1\n",
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" # reload\n",
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@@ -50,7 +50,8 @@
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" scripts_dir = Path(\"~/tmp/qlib_code/scripts\").expanduser().resolve()\n",
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" scripts_dir.mkdir(parents=True, exist_ok=True)\n",
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" import requests\n",
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" with requests.get(\"https://raw.githubusercontent.com/microsoft/qlib/main/scripts/get_data.py\") as resp:\n",
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"\n",
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" with requests.get(\"https://raw.githubusercontent.com/microsoft/qlib/main/scripts/get_data.py\", timeout=10) as resp:\n",
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" with open(scripts_dir.joinpath(\"get_data.py\"), \"wb\") as fp:\n",
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" fp.write(resp.content)"
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]
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@@ -61,14 +62,13 @@
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"metadata": {},
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"outputs": [],
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"source": [
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"\n",
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"import qlib\n",
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"import pandas as pd\n",
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"from qlib.constant import REG_CN\n",
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"from qlib.utils import exists_qlib_data, init_instance_by_config\n",
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"from qlib.workflow import R\n",
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"from qlib.workflow.record_temp import SignalRecord, PortAnaRecord\n",
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"from qlib.utils import flatten_dict\n"
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"from qlib.utils import flatten_dict"
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]
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},
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{
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@@ -86,6 +86,7 @@
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" print(f\"Qlib data is not found in {provider_uri}\")\n",
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" sys.path.append(str(scripts_dir))\n",
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" from get_data import GetData\n",
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"\n",
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" GetData().qlib_data(target_dir=provider_uri, region=REG_CN)\n",
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"qlib.init(provider_uri=provider_uri, region=REG_CN)"
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]
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@@ -169,7 +170,7 @@
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" R.log_params(**flatten_dict(task))\n",
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" model.fit(dataset)\n",
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" R.save_objects(trained_model=model)\n",
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" rid = R.get_recorder().id\n"
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" rid = R.get_recorder().id"
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]
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},
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{
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@@ -238,7 +239,7 @@
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"\n",
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" # backtest & analysis\n",
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" par = PortAnaRecord(recorder, port_analysis_config, \"day\")\n",
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" par.generate()\n"
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" par.generate()"
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]
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},
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{
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@@ -256,6 +257,7 @@
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"source": [
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"from qlib.contrib.report import analysis_model, analysis_position\n",
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"from qlib.data import D\n",
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"\n",
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"recorder = R.get_recorder(recorder_id=ba_rid, experiment_name=\"backtest_analysis\")\n",
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"print(recorder)\n",
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"pred_df = recorder.load_object(\"pred.pkl\")\n",
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@@ -317,7 +319,7 @@
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"outputs": [],
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"source": [
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"label_df = dataset.prepare(\"test\", col_set=\"label\")\n",
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"label_df.columns = ['label']"
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"label_df.columns = [\"label\"]"
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]
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},
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{
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