liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-10 06:20:57 +08:00
Code Activity

online serving v10

Browse Source
This commit is contained in:
lzh222333
2021-05-07 09:59:15 +00:00
parent 84c56f13bd
commit 9dfd001f6f
14 changed files with 426 additions and 345 deletions
Download Patch File Download Diff File Expand all files Collapse all files

21
examples/online_srv/online_management_simulate.py
View File

@@ -8,6 +8,7 @@ This examples is about how can simulate the OnlineManager based on rolling tasks
import fire
import qlib
from qlib.model.trainer import DelayTrainerRM
from qlib.workflow import R
from qlib.workflow.online.manager import OnlineManager
from qlib.workflow.online.strategy import RollingAverageStrategy
from qlib.workflow.task.gen import RollingGen
@@ -110,23 +111,29 @@ class OnlineSimulationExample:
}
qlib.init(provider_uri=provider_uri, region=region, mongo=mongo_conf)
self.rolling_gen = RollingGen(
step=rolling_step, rtype=RollingGen.ROLL_SD, modify_end_time=False
) # The rolling tasks generator, modify_end_time is false because we just need simulate to 2018-10-31.
step=rolling_step, rtype=RollingGen.ROLL_SD, ds_extra_mod_func=None
) # The rolling tasks generator, ds_extra_mod_func is None because we just need simulate to 2018-10-31 and needn't change handler end time.
self.trainer = DelayTrainerRM(self.exp_name, self.task_pool)
self.task_manager = TaskManager(self.task_pool) # A good way to manage all your tasks
self.rolling_online_manager = OnlineManager(
RollingAverageStrategy(
exp_name, task_template=tasks, rolling_gen=self.rolling_gen, trainer=self.trainer, need_log=False
),
RollingAverageStrategy(exp_name, task_template=tasks, rolling_gen=self.rolling_gen, need_log=False),
trainer=self.trainer,
begin_time=self.start_time,
need_log=False,
)
self.tasks = tasks
# Reset all things to the first status, be careful to save important data
def reset(self):
TaskManager(self.task_pool).remove()
exp = R.get_exp(experiment_name=self.exp_name)
for rid in exp.list_recorders():
exp.delete_recorder(rid)
# Run this to run all workflow automatically
def main(self):
print("========== reset ==========")
self.rolling_online_manager.reset()
self.reset()
print("========== simulate ==========")
self.rolling_online_manager.simulate(end_time=self.end_time)
print("========== collect results ==========")
@@ -134,7 +141,7 @@ class OnlineSimulationExample:
print("========== signals ==========")
print(self.rolling_online_manager.get_signals())
print("========== online history ==========")
print(self.rolling_online_manager.get_online_history(self.exp_name))
print(self.rolling_online_manager.history)
if __name__ == "__main__":