add test/config.py

examples/model_interpreter/feature.py

@@ -0,0 +1,32 @@
+#  Copyright (c) Microsoft Corporation.
+#  Licensed under the MIT License.
+
+
+import qlib
+from qlib.config import REG_CN
+
+from qlib.utils import init_instance_by_config
+from qlib.tests.data import GetData
+from qlib.tests.config import CSI300_GBDT_TASK
+
+
+if __name__ == "__main__":
+
+    # use default data
+    provider_uri = "~/.qlib/qlib_data/cn_data"  # target_dir
+    GetData().qlib_data(target_dir=provider_uri, region=REG_CN)
+
+    qlib.init(provider_uri=provider_uri, region=REG_CN)
+
+    ###################################
+    # train model
+    ###################################
+    # model initialization
+    model = init_instance_by_config(CSI300_GBDT_TASK["model"])
+    dataset = init_instance_by_config(CSI300_GBDT_TASK["dataset"])
+    model.fit(dataset)
+
+    # get model feature importance
+    feature_importance = model.get_feature_importance()
+    print("feature importance:")
+    print(feature_importance)