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mirror of https://github.com/microsoft/qlib.git synced 2026-07-04 03:21:00 +08:00

format code

This commit is contained in:
lzh222333
2021-05-14 06:58:02 +00:00
parent ebd01e0de5
commit aef3f186c1
9 changed files with 15 additions and 13 deletions

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@@ -113,7 +113,7 @@ class OnlineSimulationExample:
self.rolling_gen = RollingGen(
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 to simulate to 2018-10-31 and needn't change the handler end time.
self.trainer = DelayTrainerRM(self.exp_name, self.task_pool) # Also can be TrainerR, TrainerRM, DelayTrainerR
self.trainer = DelayTrainerRM(self.exp_name, self.task_pool) # Also can be TrainerR, TrainerRM, DelayTrainerR
self.rolling_online_manager = OnlineManager(
RollingStrategy(exp_name, task_template=tasks, rolling_gen=self.rolling_gen),
trainer=self.trainer,

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@@ -16,9 +16,9 @@ class Ensemble:
For example: {Rollinga_b: object, Rollingb_c: object} -> object
When calling this class:
Args:
ensemble_dict (dict): the ensemble dict like {name: things} waiting for merging
ensemble_dict (dict): the ensemble dict like {name: things} waiting for merging
Returns:
object: the ensemble object
@@ -103,6 +103,7 @@ class AverageEnsemble(Ensemble):
Returns:
pd.DataFrame: the complete result of averaging and standardizing.
"""
def __call__(self, ensemble_dict: dict) -> pd.DataFrame:
# need to flatten the nested dict
ensemble_dict = flatten_dict(ensemble_dict, sep=FLATTEN_TUPLE)

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@@ -64,7 +64,7 @@ class Group:
else:
raise NotImplementedError(f"Please specify valid `_ens_func`.")
def __call__(self, ungrouped_dict: dict, n_jobs:int=1, verbose:int=0, *args, **kwargs) -> dict:
def __call__(self, ungrouped_dict: dict, n_jobs: int = 1, verbose: int = 0, *args, **kwargs) -> dict:
"""
Group the ungrouped_dict into different groups.

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@@ -240,13 +240,13 @@ class DelayTrainerR(TrainerR):
"""
Given a list of Recorder and return a list of trained Recorder.
This class will finish real data loading and model fitting.
Args:
recs (list): a list of Recorder, the tasks have been saved to them
end_train_func (Callable, optional): the end_train method which needs at least `recorder`s and `experiment_name`. Defaults to None for using self.end_train_func.
experiment_name (str): the experiment name, None for use default name.
kwargs: the params for end_train_func.
Returns:
List[Recorder]: a list of Recorders
"""

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@@ -8,7 +8,6 @@ import dill
from typing import Union
class Serializable:
"""
Serializable will change the behaviors of pickle.

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@@ -41,8 +41,8 @@ class OnlineManager(Serializable):
It also provides a history recording of which models are online at what time.
"""
STATUS_SIMULATING = "simulating" # when calling `simulate`
STATUS_NORMAL = "normal" # the normal status
STATUS_SIMULATING = "simulating" # when calling `simulate`
STATUS_NORMAL = "normal" # the normal status
def __init__(
self,
@@ -210,7 +210,9 @@ class OnlineManager(Serializable):
SIM_LOG_LEVEL = logging.INFO + 1
SIM_LOG_NAME = "SIMULATE_INFO"
def simulate(self, end_time, frequency="day", task_kwargs={}, model_kwargs={}, signal_kwargs={}) -> Union[pd.Series, pd.DataFrame]:
def simulate(
self, end_time, frequency="day", task_kwargs={}, model_kwargs={}, signal_kwargs={}
) -> Union[pd.Series, pd.DataFrame]:
"""
Starting from the current time, this method will simulate every routine in OnlineManager until the end time.

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@@ -118,7 +118,7 @@ class RollingStrategy(OnlineStrategy):
def get_collector(self, process_list=[RollingGroup()], rec_key_func=None, rec_filter_func=None, artifacts_key=None):
"""
Get the instance of `Collector <../advanced/task_management.html#Task Collecting>`_ to collect results. The returned collector must distinguish results in different models.
Assumption: the models can be distinguished based on the model name and rolling test segments.
If you do not want this assumption, please implement your method or use another rec_key_func.

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@@ -98,7 +98,7 @@ class MergeCollector(Collector):
def __init__(self, collector_dict: Dict[str, Collector], process_list: List[Callable] = [], merge_func=None):
"""
Init MergeCollector.
Args:
collector_dict (Dict[str,Collector]): the dict like {collector_key, Collector}
process_list (List[Callable]): the list of processors or the instance of processor to process dict.

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@@ -20,7 +20,7 @@ def get_mongodb() -> Database:
"""
Get database in MongoDB, which means you need to declare the address and the name of a database at first.
For example:
Using qlib.init():