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synced 2026-07-09 22:10:56 +08:00
update fix CI tests bugs
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@@ -15,8 +15,6 @@ from qlib.workflow.online.update import LabelUpdater
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class TestRolling(TestAutoData):
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_setup_kwargs = dict(expression_cache=None, dataset_cache=None)
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def test_update_pred(self):
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"""
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This test is for testing if it will raise error if the `to_date` is out of the boundary.
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@@ -26,6 +24,7 @@ class TestRolling(TestAutoData):
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task["record"] = {
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"class": "SignalRecord",
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"module_path": "qlib.workflow.record_temp",
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"kwargs": {"dataset": "<DATASET>", "model": "<MODEL>"},
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}
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exp_name = "online_srv_test"
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@@ -65,6 +64,7 @@ class TestRolling(TestAutoData):
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task["record"] = {
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"class": "SignalRecord",
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"module_path": "qlib.workflow.record_temp",
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"kwargs": {"dataset": "<DATASET>", "model": "<MODEL>"},
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}
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exp_name = "online_srv_test"
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@@ -47,6 +47,7 @@ def train(uri_path: str = None):
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rid = recorder.id
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sr = SignalRecord(model, dataset, recorder)
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sr.generate()
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pred_score = sr.load(sr.get_path("pred.pkl"))
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# calculate ic and ric
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sar = SigAnaRecord(recorder)
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@@ -54,7 +55,7 @@ def train(uri_path: str = None):
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ic = sar.load(sar.get_path("ic.pkl"))
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ric = sar.load(sar.get_path("ric.pkl"))
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return {"ic": ic, "ric": ric}, rid
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return pred_score, {"ic": ic, "ric": ric}, rid
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def train_with_sigana(uri_path: str = None):
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@@ -73,16 +74,20 @@ def train_with_sigana(uri_path: str = None):
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with R.start(experiment_name="workflow_with_sigana", uri=uri_path):
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R.log_params(**flatten_dict(CSI300_GBDT_TASK))
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model.fit(dataset)
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recorder = R.get_recorder()
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sr = SignalRecord(model, dataset, recorder)
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sr.generate()
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pred_score = sr.load(sr.get_path("pred.pkl"))
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# predict and calculate ic and ric
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recorder = R.get_recorder()
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sar = SigAnaRecord(recorder, model=model, dataset=dataset)
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sar = SigAnaRecord(recorder)
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sar.generate()
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ic = sar.load(sar.get_path("ic.pkl"))
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ric = sar.load(sar.get_path("ric.pkl"))
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uri_path = R.get_uri()
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return {"ic": ic, "ric": ric}, uri_path
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return pred_score, {"ic": ic, "ric": ric}, uri_path
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def fake_experiment():
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@@ -122,7 +127,9 @@ def backtest_analysis(pred, rid, uri_path: str = None):
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the analysis result
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"""
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recorder = R.get_recorder(experiment_name="workflow", recorder_id=rid)
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with R.uri_context(uri=uri_path):
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recorder = R.get_recorder(experiment_name="workflow", recorder_id=rid)
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dataset = init_instance_by_config(CSI300_GBDT_TASK["dataset"])
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model = recorder.load_object("trained_model")
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@@ -1,6 +1,7 @@
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# Copyright (c) Microsoft Corporation.
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# Licensed under the MIT License.
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from qlib.workflow.record_temp import SignalRecord
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import shutil
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import unittest
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from pathlib import Path
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@@ -32,7 +33,8 @@ def train_mse(uri_path: str = None):
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R.log_params(**flatten_dict(CSI300_GBDT_TASK))
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model.fit(dataset)
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recorder = R.get_recorder()
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sr = SignalMseRecord(recorder, model=model, dataset=dataset)
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SignalRecord(recorder=recorder, model=model, dataset=dataset).generate()
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sr = SignalMseRecord(recorder)
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sr.generate()
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uri = R.get_uri()
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return uri
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