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mirror of https://github.com/microsoft/qlib.git synced 2026-07-18 09:54:33 +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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@@ -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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@@ -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.