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Add MultiSegRecord in contrib.workflow and decouple its tests from test_all_pipeline

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D-X-Y
2021-03-28 00:33:59 -07:00
parent 0387eaf7ab
commit 9d04ae4676
7 changed files with 171 additions and 27 deletions
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23
qlib/workflow/record_temp.py
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@@ -39,7 +39,13 @@ class RecordTemp:
return "/".join(names)
def __init__(self, recorder):
self.recorder = recorder
self._recorder = recorder
@property
def recorder(self):
if self._recorder is None:
raise ValueError("This RecordTemp did not set recorder yet.")
return self._recorder
def generate(self, **kwargs):
"""
@@ -248,11 +254,20 @@ class PortAnaRecord(SignalRecord):
report_dict = normal_backtest(pred_score, strategy=self.strategy, **self.backtest_config)
report_normal = report_dict.get("report_df")
positions_normal = report_dict.get("positions")
self.recorder.save_objects(**{"report_normal.pkl": report_normal}, artifact_path=PortAnaRecord.get_path())
self.recorder.save_objects(**{"positions_normal.pkl": positions_normal}, artifact_path=PortAnaRecord.get_path())
self.recorder.save_objects(
**{"report_normal.pkl": report_normal},
artifact_path=PortAnaRecord.get_path(),
)
self.recorder.save_objects(
**{"positions_normal.pkl": positions_normal},
artifact_path=PortAnaRecord.get_path(),
)
order_normal = report_dict.get("order_list")
if order_normal:
self.recorder.save_objects(**{"order_normal.pkl": order_normal}, artifact_path=PortAnaRecord.get_path())
self.recorder.save_objects(
**{"order_normal.pkl": order_normal},
artifact_path=PortAnaRecord.get_path(),
)
# analysis
analysis = dict()