liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-14 16:26:55 +08:00
Code Activity

add downcast to save data

Browse Source
This commit is contained in:
Young
2020-12-09 11:21:37 +00:00
committed by you-n-g
parent 361d168890
commit c0f1696adb
1 changed files with 10 additions and 10 deletions
Download Patch File Download Diff File Expand all files Collapse all files

20
qlib/workflow/record_temp.py
View File

@@ -130,25 +130,25 @@ class SignalRecord(RecordTemp):
pprint(f"The following are prediction results of the {type(self.model).__name__} model.") pprint(f"The following are prediction results of the {type(self.model).__name__} model.")
pprint(pred.head(5)) pprint(pred.head(5))
# save according label if isinstance(self.dataset, DatasetH):
if isinstance(self.dataset, TSDatasetH): # NOTE:
index = raw_label.get_index() # Python doesn't provide the downcasting mechanism.
raw_label = raw_label.data.loc[index] # We use the trick here to downcast the class
raw_label = raw_label[:, -1:] orig_cls = self.dataset.__class__
self.recorder.save_objects(**{"label.pkl": raw_label}) self.dataset.__class__ = DatasetH
elif isinstance(self.dataset, DatasetH): params = dict(segments="test", col_set="label", data_key=DataHandlerLP.DK_R)
params = dict(self=self.dataset, segments="test", col_set="label", data_key=DataHandlerLP.DK_R)
try: try:
# Assume the backend handler is DataHandlerLP # Assume the backend handler is DataHandlerLP
raw_label = DatasetH.prepare(**params) raw_label = self.dataset.prepare(**params)
except TypeError: except TypeError:
# The argument number is not right # The argument number is not right
del params["data_key"] del params["data_key"]
# The backend handler should be DataHandler # The backend handler should be DataHandler
raw_label = DatasetH.prepare(**params) raw_label = self.dataset.prepare(**params)
self.recorder.save_objects(**{"label.pkl": raw_label}) self.recorder.save_objects(**{"label.pkl": raw_label})
self.dataset.__class__ = orig_cls
def list(self): def list(self):
return ["pred.pkl", "label.pkl"] return ["pred.pkl", "label.pkl"]