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Fix the Errors with unexpected indentation when building Qlib's documentation (#1352)
* Fix ERROR: Unexpected indentation in qlib/data/dataset/handler.py * Fix ERROR: Unexpected indentation in qlib/data/dataset/__init__.py * Fix ERROR: Unexpected indentation in ../qlib/data/cache.py * Fix ERROR: Unexpected indentation in qlib/model/meta/task.py * Fix ERROR: Unexpected indentation in qlib/model/meta/dataset.py * Fix ERROR: Unexpected indentation in qlib/workflow/online/manager.py * Fix ERROR: Unexpected indentation in qlib/workflow/online/update.py * Fix ERROR: Unexpected indentation in /qlib/workflow/__init__.py * Fix ERROR: Unexpected indentation in qlib/data/base.py * Fix ERROR: Unexpected indentation in qlib/data/dataset/loader.py * Fix ERROR: Unexpected indentation in qlib/contrib/evaluate.py * Fix ERROR: Unexpected indentation in qlib/workflow/record_temp.py * Fix ERROR: Unexpected indentation in qlib/workflow/task/gen.py * Fix ERROR: Unexpected indentation in qlib/strategy/base.py * Fix qlib/data/dataset/handler.py * Retest
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@@ -350,6 +350,7 @@ class QlibRecorder:
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Method to reset the current uri of current experiment manager.
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NOTE:
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- When the uri is refer to a file path, please using the absolute path instead of strings like "~/mlruns/"
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The backend don't support strings like this.
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"""
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@@ -78,7 +78,9 @@ For simplicity
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# Can we simplify current workflow?
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- Can reduce the number of state of tasks?
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- For each task, we have three phases (i.e. task, partly trained task, final trained task)
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"""
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@@ -82,19 +82,23 @@ class RecordUpdater(metaclass=ABCMeta):
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class DSBasedUpdater(RecordUpdater, metaclass=ABCMeta):
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"""
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Dataset-Based Updater
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- Providing updating feature for Updating data based on Qlib Dataset
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Assumption
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- Based on Qlib dataset
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- The data to be updated is a multi-level index pd.DataFrame. For example label , prediction.
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LABEL0
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datetime instrument
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2021-05-10 SH600000 0.006965
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SH600004 0.003407
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... ...
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2021-05-28 SZ300498 0.015748
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SZ300676 -0.001321
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- Based on Qlib dataset
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- The data to be updated is a multi-level index pd.DataFrame. For example label, prediction.
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.. code-block::
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LABEL0
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datetime instrument
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2021-05-10 SH600000 0.006965
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SH600004 0.003407
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... ...
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2021-05-28 SZ300498 0.015748
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SZ300676 -0.001321
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"""
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def __init__(
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@@ -111,6 +115,7 @@ class DSBasedUpdater(RecordUpdater, metaclass=ABCMeta):
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Init PredUpdater.
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Expected behavior in following cases:
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- if `to_date` is greater than the max date in the calendar, the data will be updated to the latest date
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- if there are data before `from_date` or after `to_date`, only the data between `from_date` and `to_date` are affected.
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@@ -118,11 +123,15 @@ class DSBasedUpdater(RecordUpdater, metaclass=ABCMeta):
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record : Recorder
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to_date :
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update to prediction to the `to_date`
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if to_date is None:
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data will updated to the latest date.
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from_date :
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the update will start from `from_date`
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if from_date is None:
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the updating will occur on the next tick after the latest data in historical data
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hist_ref : int
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Sometimes, the dataset will have historical depends.
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@@ -349,7 +349,9 @@ class PortAnaRecord(ACRecordTemp):
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This is the Portfolio Analysis Record class that generates the analysis results such as those of backtest. This class inherits the ``RecordTemp`` class.
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The following files will be stored in recorder
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- report_normal.pkl & positions_normal.pkl:
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- The return report and detailed positions of the backtest, returned by `qlib/contrib/evaluate.py:backtest`
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- port_analysis.pkl : The risk analysis of your portfolio, returned by `qlib/contrib/evaluate.py:risk_analysis`
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"""
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@@ -94,7 +94,9 @@ def handler_mod(task: dict, rolling_gen):
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"""
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Help to modify the handler end time when using RollingGen
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It try to handle the following case
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- Hander's data end_time is earlier than dataset's test_data's segments.
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- To handle this, handler's data's end_time is extended.
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If the handler's end_time is None, then it is not necessary to change it's end time.
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