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modify tests.config.py

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lzh222333
2021-06-01 09:40:53 +00:00
parent 231bdf8608
commit 8d05cd2daf
3 changed files with 138 additions and 26 deletions
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64
examples/online_srv/online_management_simulate.py
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@@ -5,6 +5,7 @@
This example is about how can simulate the OnlineManager based on rolling tasks.
"""
from pprint import pprint
import fire
import qlib
from qlib.model.trainer import DelayTrainerR, DelayTrainerRM, TrainerR, TrainerRM
@@ -13,7 +14,63 @@ from qlib.workflow.online.manager import OnlineManager
from qlib.workflow.online.strategy import RollingStrategy
from qlib.workflow.task.gen import RollingGen
from qlib.workflow.task.manage import TaskManager
from qlib.tests.config import CSI100_RECORD_LGB_TASK_CONFIG, CSI100_RECORD_XGBOOST_TASK_CONFIG
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:
@@ -46,7 +103,10 @@ 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, CSI100_RECORD_LGB_TASK_CONFIG]
#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)
self.exp_name = exp_name
self.task_pool = task_pool
self.start_time = start_time

6
examples/online_srv/rolling_online_management.py
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@@ -18,7 +18,7 @@ from qlib.workflow import R
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, CSI100_RECORD_LGB_TASK_CONFIG
from qlib.tests.config import CSI100_RECORD_XGBOOST_TASK_CONFIG_ROLLING, CSI100_RECORD_LGB_TASK_CONFIG_ROLLING
class RollingOnlineExample:
@@ -34,9 +34,9 @@ class RollingOnlineExample:
add_tasks=None,
):
if add_tasks is None:
add_tasks = [CSI100_RECORD_LGB_TASK_CONFIG]
add_tasks = [CSI100_RECORD_LGB_TASK_CONFIG_ROLLING]
if tasks is None:
tasks = [CSI100_RECORD_XGBOOST_TASK_CONFIG]
tasks = [CSI100_RECORD_XGBOOST_TASK_CONFIG_ROLLING]
mongo_conf = {
"task_url": task_url, # your MongoDB url
"task_db_name": task_db_name, # database name