Update features for hyb nn

qlib/utils/__init__.py

@@ -6,6 +6,7 @@ from __future__ import division
 from __future__ import print_function
 
 import os
+import pickle
 import re
 import copy
 import json
@@ -26,6 +27,7 @@ import pandas as pd
 from pathlib import Path
 from typing import Union, Tuple, Any, Text, Optional
 from types import ModuleType
+from urllib.parse import urlparse
 
 from ..config import C
 from ..log import get_module_logger, set_log_with_config
@@ -235,7 +237,10 @@ def init_instance_by_config(
                 'model_path': path, # It is optional if module is given
             }
         str example.
-            "ClassName":  getattr(module, config)() will be used.
+            1) specify a pickle object
+                - path like 'file:///<path to pickle file>/obj.pkl'
+            2) specify a class name
+                - "ClassName":  getattr(module, config)() will be used.
         object example:
             instance of accept_types
     default_module : Python module
@@ -257,6 +262,13 @@ def init_instance_by_config(
     if isinstance(config, accept_types):
         return config
 
+    if isinstance(config, str):
+        # path like 'file:///<path to pickle file>/obj.pkl'
+        pr = urlparse(config)
+        if pr.scheme == "file":
+            with open(os.path.join(pr.netloc, pr.path), "rb") as f:
+                return pickle.load(f)
+
     klass, cls_kwargs = get_cls_kwargs(config, default_module=default_module)
     return klass(**cls_kwargs, **kwargs)
 

qlib/utils/serial.py

@@ -33,16 +33,40 @@ class Serializable:
     @property
     def exclude(self):
         """
-        What attribute will be dumped
+        What attribute will not be dumped
         """
         return getattr(self, "_exclude", [])
 
-    def config(self, dump_all: bool = None, exclude: list = None):
-        if dump_all is not None:
-            self._dump_all = dump_all
+    FLAG_KEY = "_qlib_serial_flag"
 
-        if exclude is not None:
-            self._exclude = exclude
+    def config(self, dump_all: bool = None, exclude: list = None, recursive=False):
+        """
+        configure the serializable object
+
+        Parameters
+        ----------
+        dump_all : bool
+            will the object dump all object
+        exclude : list
+            What attribute will not be dumped
+        recursive : bool
+            will the configuration be recursive
+        """
+
+        params = {"dump_all": dump_all, "exclude": exclude}
+
+        for k, v in params.items():
+            if v is not None:
+                attr_name = f"_{k}"
+                setattr(self, attr_name, v)
+
+        if recursive:
+            for obj in self.__dict__.values():
+                # set flag to prevent endless loop
+                self.__dict__[self.FLAG_KEY] = True
+                if isinstance(obj, Serializable) and self.FLAG_KEY not in obj.__dict__:
+                    obj.config(**params, recursive=True)
+                del self.__dict__[self.FLAG_KEY]
 
     def to_pickle(self, path: [Path, str], dump_all: bool = None, exclude: list = None):
         self.config(dump_all=dump_all, exclude=exclude)