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refactor online serving rolling api

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This commit is contained in:
Young
2021-07-29 04:40:27 +00:00
committed by you-n-g
parent 05d28469ad
commit 9303415666
6 changed files with 81 additions and 54 deletions
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24
qlib/workflow/online/strategy.py
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@@ -10,6 +10,7 @@ from typing import List, Tuple, Union
from qlib.data.data import D
from qlib.log import get_module_logger
from qlib.model.ens.group import RollingGroup
from qlib.utils import transform_end_date
from qlib.workflow.online.utils import OnlineTool, OnlineToolR
from qlib.workflow.recorder import Recorder
from qlib.workflow.task.collect import Collector, RecorderCollector
@@ -118,6 +119,7 @@ class RollingStrategy(OnlineStrategy):
task_template = [task_template]
self.task_template = task_template
self.rg = rolling_gen
assert issubclass(self.rg.__class__, RollingGen), "The rolling strategy relies on the feature if RollingGen"
self.tool = OnlineToolR(self.exp_name)
self.ta = TimeAdjuster()
@@ -174,28 +176,20 @@ class RollingStrategy(OnlineStrategy):
Returns:
List[dict]: a list of new tasks.
"""
# TODO: filter recorders by latest test segments is not a necessary
latest_records, max_test = self._list_latest(self.tool.online_models())
if max_test is None:
self.logger.warn(f"No latest online recorders, no new tasks.")
return []
calendar_latest = D.calendar(end_time=cur_time)[-1] if cur_time is None else cur_time
calendar_latest = transform_end_date(cur_time)
self.logger.info(
f"The interval between current time {calendar_latest} and last rolling test begin time {max_test[0]} is {self.ta.cal_interval(calendar_latest, max_test[0])}, the rolling step is {self.rg.step}"
)
if self.ta.cal_interval(calendar_latest, max_test[0]) >= self.rg.step:
old_tasks = []
tasks_tmp = []
for rec in latest_records:
task = rec.load_object("task")
old_tasks.append(deepcopy(task))
test_begin = task["dataset"]["kwargs"]["segments"]["test"][0]
# modify the test segment to generate new tasks
task["dataset"]["kwargs"]["segments"]["test"] = (test_begin, calendar_latest)
tasks_tmp.append(task)
new_tasks_tmp = task_generator(tasks_tmp, self.rg)
new_tasks = [task for task in new_tasks_tmp if task not in old_tasks]
return new_tasks
return []
res = []
for rec in latest_records:
task = rec.load_object("task")
res.extend(self.rg.gen_following_tasks(task, calendar_latest))
return res
def _list_latest(self, rec_list: List[Recorder]):
"""