Merge branch 'online_srv_wd' into online_srv

qlib/__init__.py

@@ -154,7 +154,7 @@ def init_from_yaml_conf(conf_path, **kwargs):
     init(default_conf, **config)
 
 
-def get_project_path(config_name="config.yaml") -> Path:
+def get_project_path(config_name="config.yaml", cur_path=None) -> Path:
     """
     If users are building a project follow the following pattern.
     - Qlib is a sub folder in project path
@@ -181,7 +181,8 @@ def get_project_path(config_name="config.yaml") -> Path:
     FileNotFoundError:
         If project path is not found
     """
-    cur_path = Path(__file__).absolute().resolve()
+    if cur_path is None:
+        cur_path = Path(__file__).absolute().resolve()
     while True:
         if (cur_path / config_name).exists():
             return cur_path
@@ -199,7 +200,7 @@ def auto_init(**kwargs):
     """
 
     try:
-        pp = get_project_path()
+        pp = get_project_path(cur_path=kwargs.pop("cur_path", None))
     except FileNotFoundError:
         init(**kwargs)
     else:

qlib/data/dataset/handler.py

@@ -50,6 +50,9 @@ class DataHandler(Serializable):
                 SH600004    13.313329  11800983.0       13.313329        13.317701    0.183632  0.0042
                 SH600005    37.796539  12231662.0       38.258602        37.919757    0.970325  0.0289
 
+
+    Tips for improving the performance of datahandler
+    - Fetching data with `col_set=CS_RAW` will return the raw data and may avoid pandas from copying the data when calling `loc`
     """
 
     def __init__(
@@ -257,6 +260,10 @@ class DataHandler(Serializable):
 class DataHandlerLP(DataHandler):
     """
     DataHandler with **(L)earnable (P)rocessor**
+
+    Tips to improving the performance of data handler
+    - To reduce the memory cost
+        - `drop_raw=True`: this will modify the data inplace on raw data;
     """
 
     # data key

qlib/model/trainer.py

@@ -36,7 +36,7 @@ def task_train(task_config: dict, experiment_name: str) -> str:
         model.fit(dataset)
         recorder = R.get_recorder()
         R.save_objects(**{"params.pkl": model})
-        R.save_objects(**{"task": task_config})  # keep the original format and datatype
+        R.save_objects(task=task_config)  # keep the original format and datatype
 
         artifact_uri = recorder.get_artifact_uri()[7:]  # delete "file://"
         dataset.to_pickle(artifact_uri + "/dataset", exclude=["handler"])

qlib/workflow/task/collect.py

@@ -1,5 +1,6 @@
 from qlib.workflow import R
 import pandas as pd
+from tqdm.auto import tqdm
 from typing import Union
 from typing import Callable
 
@@ -113,4 +114,4 @@ class RollingCollector(TaskCollector):
             pred = pred.sort_index()
             reduce_group[k] = pred
 
-        return reduce_group
+        return reduce_group

qlib/workflow/task/update.py

@@ -96,8 +96,8 @@ class ModelUpdater:
 
             .. code-block:: python
 
-                def rec_filter_func(recorder):
+                def record_filter(record):
-                    task_config = recorder.load_object("task")
+                    task_config = record.load_object("task")
                     if task_config["model"]["class"]=="LGBModel":
                         return True
                     return False