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update & fix

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This commit is contained in:
lzh222333
2021-06-02 08:56:15 +00:00
parent 6272ce108f
commit 811d2c975e
3 changed files with 7 additions and 62 deletions
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61
examples/online_srv/online_management_simulate.py
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@@ -16,62 +16,6 @@ from qlib.workflow.task.gen import RollingGen
from qlib.workflow.task.manage import TaskManager
from qlib.tests.config import CSI100_RECORD_LGB_TASK_CONFIG_ONLINE, CSI100_RECORD_XGBOOST_TASK_CONFIG_ONLINE
data_handler_config = {
"start_time": "2018-01-01",
"end_time": "2018-10-31",
"fit_start_time": "2018-01-01",
"fit_end_time": "2018-03-31",
"instruments": "csi100",
}
dataset_config = {
"class": "DatasetH",
"module_path": "qlib.data.dataset",
"kwargs": {
"handler": {
"class": "Alpha158",
"module_path": "qlib.contrib.data.handler",
"kwargs": data_handler_config,
},
"segments": {
"train": ("2018-01-01", "2018-03-31"),
"valid": ("2018-04-01", "2018-05-31"),
"test": ("2018-06-01", "2018-09-10"),
},
},
}
record_config = [
{
"class": "SignalRecord",
"module_path": "qlib.workflow.record_temp",
},
{
"class": "SigAnaRecord",
"module_path": "qlib.workflow.record_temp",
},
]
# use lgb model
task_lgb_config = {
"model": {
"class": "LGBModel",
"module_path": "qlib.contrib.model.gbdt",
},
"dataset": dataset_config,
"record": record_config,
}
# use xgboost model
task_xgboost_config = {
"model": {
"class": "XGBModel",
"module_path": "qlib.contrib.model.xgboost",
},
"dataset": dataset_config,
"record": record_config,
}
class OnlineSimulationExample:
def __init__(
@@ -103,10 +47,7 @@ class OnlineSimulationExample:
tasks (dict or list[dict]): a set of the task config waiting for rolling and training
"""
if tasks is None:
#tasks = [CSI100_RECORD_XGBOOST_TASK_CONFIG_ONLINE, CSI100_RECORD_LGB_TASK_CONFIG_ONLINE]
tasks = [task_xgboost_config, task_lgb_config]
#pprint(CSI100_RECORD_XGBOOST_TASK_CONFIG_ONLINE)
#pprint(task_xgboost_config)
tasks = [CSI100_RECORD_XGBOOST_TASK_CONFIG_ONLINE, CSI100_RECORD_LGB_TASK_CONFIG_ONLINE]
self.exp_name = exp_name
self.task_pool = task_pool
self.start_time = start_time

1
examples/online_srv/rolling_online_management.py
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@@ -19,6 +19,7 @@ from qlib.workflow.online.strategy import RollingStrategy
from qlib.workflow.task.gen import RollingGen
from qlib.workflow.online.manager import OnlineManager
from qlib.tests.config import CSI100_RECORD_XGBOOST_TASK_CONFIG_ROLLING, CSI100_RECORD_LGB_TASK_CONFIG_ROLLING
from qlib.workflow.task.manage import TaskManager
class RollingOnlineExample:

7
qlib/workflow/online/manager.py
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@@ -163,17 +163,20 @@ class OnlineManager(Serializable):
models = self.trainer.end_train(models, experiment_name=strategy.name_id)
self.prepare_signals(**signal_kwargs)
def get_collector(self) -> MergeCollector:
def get_collector(self, **kwargs) -> MergeCollector:
"""
Get the instance of `Collector <../advanced/task_management.html#Task Collecting>`_ to collect results from every strategy.
This collector can be a basis as the signals preparation.
Args:
**kwargs: the params for get_collector.
Returns:
MergeCollector: the collector to merge other collectors.
"""
collector_dict = {}
for strategy in self.strategies:
collector_dict[strategy.name_id] = strategy.get_collector()
collector_dict[strategy.name_id] = strategy.get_collector(**kwargs)
return MergeCollector(collector_dict, process_list=[])
def add_strategy(self, strategies: Union[OnlineStrategy, List[OnlineStrategy]]):