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Auto injecting model and dataset for Recorder (#645)

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* Auto injecting model and dataset for Recorder

* Support using Feature in expression
This commit is contained in:
you-n-g
2021-10-15 13:50:24 +08:00
committed by GitHub
parent 334b92ace7
commit 7c31012b50
3 changed files with 36 additions and 11 deletions
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21
qlib/model/trainer.py
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@@ -70,9 +70,9 @@ def fill_placeholder(config: dict, config_extend: dict):
# bfs
top = 0
tail = 1
item_quene = [config]
item_queue = [config]
while top < tail:
now_item = item_quene[top]
now_item = item_queue[top]
top += 1
if isinstance(now_item, list):
item_keys = range(len(now_item))
@@ -80,9 +80,9 @@ def fill_placeholder(config: dict, config_extend: dict):
item_keys = now_item.keys()
for key in item_keys:
if isinstance(now_item[key], list) or isinstance(now_item[key], dict):
item_quene.append(now_item[key])
item_queue.append(now_item[key])
tail += 1
elif now_item[key] in config_extend.keys():
elif isinstance(now_item[key], str) and now_item[key] in config_extend.keys():
now_item[key] = config_extend[now_item[key]]
return config
@@ -114,10 +114,19 @@ def end_task_train(rec: Recorder, experiment_name: str) -> Recorder:
task_config = fill_placeholder(task_config, placehorder_value)
# generate records: prediction, backtest, and analysis
records = task_config.get("record", [])
if isinstance(records, dict): # prevent only one dict
if isinstance(records, dict): # uniform the data format to list
records = [records]
for record in records:
r = init_instance_by_config(record, recorder=rec)
# Some recorder require the parameter `model` and `dataset`.
# try to automatically pass in them to the initialization function
# to make defining the tasking easier
r = init_instance_by_config(
record,
recorder=rec,
default_module="qlib.workflow.record_temp",
try_kwargs={"model": model, "dataset": dataset},
)
r.generate()
return rec