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mirror of https://github.com/microsoft/qlib.git synced 2026-07-11 23:06:58 +08:00

online serving v10

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

View File

@@ -18,8 +18,6 @@ from qlib.workflow.online.strategy import RollingAverageStrategy
from qlib.workflow.task.gen import RollingGen
from qlib.workflow.task.manage import TaskManager
from qlib.workflow.online.manager import OnlineManager
from qlib.workflow.task.utils import list_recorders
from qlib.model.trainer import TrainerRM
data_handler_config = {
"start_time": "2013-01-01",
@@ -86,7 +84,7 @@ class RollingOnlineExample:
task_url="mongodb://10.0.0.4:27017/",
task_db_name="rolling_db",
rolling_step=550,
tasks=[task_xgboost_config], # , task_lgb_config],
tasks=[task_xgboost_config, task_lgb_config],
):
mongo_conf = {
"task_url": task_url, # your MongoDB url
@@ -103,7 +101,6 @@ class RollingOnlineExample:
name_id,
task,
RollingGen(step=rolling_step, rtype=RollingGen.ROLL_SD),
TrainerRM(experiment_name=name_id, task_pool=name_id),
)
)
@@ -116,9 +113,8 @@ class RollingOnlineExample:
# Reset all things to the first status, be careful to save important data
def reset(self):
print("========== reset ==========")
for task in self.tasks:
name_id = task["model"]["class"] + "_" + str(self.rolling_step)
name_id = task["model"]["class"]
TaskManager(name_id).remove()
exp = R.get_exp(experiment_name=name_id)
for rid in exp.list_recorders():
@@ -127,12 +123,9 @@ class RollingOnlineExample:
if os.path.exists(self._ROLLING_MANAGER_PATH):
os.remove(self._ROLLING_MANAGER_PATH)
for rid in list_recorders("OnlineManagerSignals", lambda x: True if x.info["name"] == name_id else False):
exp.delete_recorder(rid)
def first_run(self):
print("========== reset ==========")
self.rolling_online_manager.reset()
self.reset()
print("========== first_run ==========")
self.rolling_online_manager.first_train()
print("========== dump ==========")