mirror of
https://github.com/microsoft/qlib.git
synced 2026-07-14 00:06:58 +08:00
Fix logic of uri in ExpM and add test
This commit is contained in:
@@ -1489,7 +1489,7 @@ OpsList = [
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]
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]
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class OpsWrapper(object):
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class OpsWrapper:
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"""Ops Wrapper"""
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"""Ops Wrapper"""
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def __init__(self):
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def __init__(self):
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@@ -39,8 +39,8 @@ class QlibRecorder:
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name of the recorder under the experiment one wants to start.
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name of the recorder under the experiment one wants to start.
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uri : str
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uri : str
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The tracking uri of the experiment, where all the artifacts/metrics etc. will be stored.
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The tracking uri of the experiment, where all the artifacts/metrics etc. will be stored.
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The default uri are set in the qlib.config. Note that this uri argument will not change the one defined in the config file.
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The default uri is set in the qlib.config. Note that this uri argument will not change the one defined in the config file.
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Therefore, the next time when user call this function in the same experiment,
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Therefore, the next time when users call this function in the same experiment,
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they have to also specify this argument with the same value. Otherwise, inconsistent uri may occur.
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they have to also specify this argument with the same value. Otherwise, inconsistent uri may occur.
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"""
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"""
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run = self.start_exp(experiment_name, recorder_name, uri)
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run = self.start_exp(experiment_name, recorder_name, uri)
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@@ -280,7 +280,7 @@ class QlibRecorder:
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-------
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-------
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The uri of current experiment manager.
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The uri of current experiment manager.
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"""
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"""
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return self.exp_manager.get_uri()
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return self.exp_manager.uri
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def get_recorder(self, recorder_id=None, recorder_name=None, experiment_name=None):
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def get_recorder(self, recorder_id=None, recorder_name=None, experiment_name=None):
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"""
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"""
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@@ -11,7 +11,7 @@ from ..log import get_module_logger
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logger = get_module_logger("workflow", "INFO")
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logger = get_module_logger("workflow", "INFO")
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class Experiment(object):
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class Experiment:
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"""
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"""
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This is the `Experiment` class for each experiment being run. The API is designed similar to mlflow.
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This is the `Experiment` class for each experiment being run. The API is designed similar to mlflow.
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(The link: https://mlflow.org/docs/latest/python_api/mlflow.html)
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(The link: https://mlflow.org/docs/latest/python_api/mlflow.html)
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@@ -173,7 +173,7 @@ class MLflowExperiment(Experiment):
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self._uri = uri
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self._uri = uri
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self._default_name = None
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self._default_name = None
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self._default_rec_name = "mlflow_recorder"
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self._default_rec_name = "mlflow_recorder"
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self.client = mlflow.tracking.MlflowClient(tracking_uri=self._uri)
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self._client = mlflow.tracking.MlflowClient(tracking_uri=self._uri)
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def start(self, recorder_name=None):
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def start(self, recorder_name=None):
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logger.info(f"Experiment {self.id} starts running ...")
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logger.info(f"Experiment {self.id} starts running ...")
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@@ -208,7 +208,6 @@ class MLflowExperiment(Experiment):
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else:
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else:
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recorder, is_new = self._get_recorder(recorder_id=recorder_id, recorder_name=recorder_name), False
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recorder, is_new = self._get_recorder(recorder_id=recorder_id, recorder_name=recorder_name), False
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if is_new:
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if is_new:
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mlflow.set_experiment(self.name)
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self.active_recorder = recorder
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self.active_recorder = recorder
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# start the recorder
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# start the recorder
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self.active_recorder.start_run()
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self.active_recorder.start_run()
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@@ -237,7 +236,7 @@ class MLflowExperiment(Experiment):
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), "Please input at least one of recorder id or name before retrieving recorder."
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), "Please input at least one of recorder id or name before retrieving recorder."
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if recorder_id is not None:
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if recorder_id is not None:
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try:
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try:
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run = self.client.get_run(recorder_id)
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run = self._client.get_run(recorder_id)
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recorder = MLflowRecorder(self.id, self._uri, mlflow_run=run)
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recorder = MLflowRecorder(self.id, self._uri, mlflow_run=run)
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return recorder
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return recorder
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except MlflowException:
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except MlflowException:
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@@ -258,7 +257,7 @@ class MLflowExperiment(Experiment):
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max_results = 100000 if kwargs.get("max_results") is None else kwargs.get("max_results")
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max_results = 100000 if kwargs.get("max_results") is None else kwargs.get("max_results")
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order_by = kwargs.get("order_by")
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order_by = kwargs.get("order_by")
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return self.client.search_runs([self.id], filter_string, run_view_type, max_results, order_by)
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return self._client.search_runs([self.id], filter_string, run_view_type, max_results, order_by)
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def delete_recorder(self, recorder_id=None, recorder_name=None):
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def delete_recorder(self, recorder_id=None, recorder_name=None):
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assert (
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assert (
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@@ -266,10 +265,10 @@ class MLflowExperiment(Experiment):
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), "Please input a valid recorder id or name before deleting."
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), "Please input a valid recorder id or name before deleting."
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try:
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try:
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if recorder_id is not None:
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if recorder_id is not None:
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self.client.delete_run(recorder_id)
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self._client.delete_run(recorder_id)
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else:
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else:
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recorder = self._get_recorder(recorder_name=recorder_name)
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recorder = self._get_recorder(recorder_name=recorder_name)
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self.client.delete_run(recorder.id)
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self._client.delete_run(recorder.id)
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except MlflowException as e:
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except MlflowException as e:
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raise Exception(
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raise Exception(
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f"Error: {e}. Something went wrong when deleting recorder. Please check if the name/id of the recorder is correct."
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f"Error: {e}. Something went wrong when deleting recorder. Please check if the name/id of the recorder is correct."
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@@ -278,7 +277,7 @@ class MLflowExperiment(Experiment):
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UNLIMITED = 50000 # FIXME: Mlflow can only list 50000 records at most!!!!!!!
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UNLIMITED = 50000 # FIXME: Mlflow can only list 50000 records at most!!!!!!!
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def list_recorders(self, max_results=UNLIMITED):
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def list_recorders(self, max_results=UNLIMITED):
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runs = self.client.search_runs(self.id, run_view_type=ViewType.ACTIVE_ONLY, max_results=max_results)[::-1]
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runs = self._client.search_runs(self.id, run_view_type=ViewType.ACTIVE_ONLY, max_results=max_results)[::-1]
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recorders = dict()
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recorders = dict()
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for i in range(len(runs)):
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for i in range(len(runs)):
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recorder = MLflowRecorder(self.id, self._uri, mlflow_run=runs[i])
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recorder = MLflowRecorder(self.id, self._uri, mlflow_run=runs[i])
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@@ -14,19 +14,20 @@ from ..log import get_module_logger
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logger = get_module_logger("workflow", "INFO")
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logger = get_module_logger("workflow", "INFO")
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class ExpManager(object):
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class ExpManager:
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"""
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"""
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This is the `ExpManager` class for managing experiments. The API is designed similar to mlflow.
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This is the `ExpManager` class for managing experiments. The API is designed similar to mlflow.
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(The link: https://mlflow.org/docs/latest/python_api/mlflow.html)
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(The link: https://mlflow.org/docs/latest/python_api/mlflow.html)
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"""
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"""
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def __init__(self, uri, default_exp_name):
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def __init__(self, uri, default_exp_name):
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self.uri = uri
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self._default_uri = uri
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self._current_uri = None
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self.default_exp_name = default_exp_name
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self.default_exp_name = default_exp_name
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self.active_experiment = None # only one experiment can active each time
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self.active_experiment = None # only one experiment can active each time
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def __repr__(self):
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def __repr__(self):
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return "{name}(uri={uri})".format(name=self.__class__.__name__, uri=self.uri)
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return "{name}(default_uri={duri}, current_uri={curi})".format(name=self.__class__.__name__, duri=self._default_uri, curi=self._current_uri)
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def start_exp(self, experiment_name=None, recorder_name=None, uri=None, **kwargs):
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def start_exp(self, experiment_name=None, recorder_name=None, uri=None, **kwargs):
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"""
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"""
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@@ -206,7 +207,8 @@ class ExpManager(object):
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"""
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"""
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raise NotImplementedError(f"Please implement the `delete_exp` method.")
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raise NotImplementedError(f"Please implement the `delete_exp` method.")
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def get_uri(self):
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@property
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def uri(self):
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"""
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"""
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Get the default tracking URI or current URI.
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Get the default tracking URI or current URI.
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@@ -214,7 +216,7 @@ class ExpManager(object):
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-------
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-------
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The tracking URI string.
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The tracking URI string.
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"""
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"""
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return self.uri
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return self._current_uri or self._default_uri
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def list_experiments(self):
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def list_experiments(self):
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"""
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"""
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@@ -234,25 +236,27 @@ class MLflowExpManager(ExpManager):
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def __init__(self, uri, default_exp_name):
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def __init__(self, uri, default_exp_name):
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super(MLflowExpManager, self).__init__(uri, default_exp_name)
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super(MLflowExpManager, self).__init__(uri, default_exp_name)
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self._client = None
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@property
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@property
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def client(self):
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def client(self):
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# Delay the creation of mlflow client in case of creating `mlruns` folder when importing qlib
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# Delay the creation of mlflow client in case of creating `mlruns` folder when importing qlib
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if not hasattr(self, "_client"):
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if self._client is None:
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self._client = mlflow.tracking.MlflowClient(tracking_uri=self.uri)
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self._client = mlflow.tracking.MlflowClient(tracking_uri=self.uri)
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return self._client
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return self._client
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def start_exp(self, experiment_name=None, recorder_name=None, uri=None):
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def start_exp(self, experiment_name=None, recorder_name=None, uri=None):
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# set the tracking uri
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# Set the tracking uri
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if uri is None:
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if uri is None:
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logger.info("No tracking URI is provided. Use the default tracking URI.")
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logger.info("No tracking URI is provided. Use the default tracking URI.")
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else:
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else:
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self.uri = uri
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# Temporarily re-set the current uri as the uri argument.
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# create experiment
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self._current_uri = uri
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# Create experiment
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experiment, _ = self._get_or_create_exp(experiment_name=experiment_name)
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experiment, _ = self._get_or_create_exp(experiment_name=experiment_name)
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# set up active experiment
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# Set up active experiment
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self.active_experiment = experiment
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self.active_experiment = experiment
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# start the experiment
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# Start the experiment
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self.active_experiment.start(recorder_name)
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self.active_experiment.start(recorder_name)
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return self.active_experiment
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return self.active_experiment
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@@ -261,6 +265,8 @@ class MLflowExpManager(ExpManager):
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if self.active_experiment is not None:
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if self.active_experiment is not None:
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self.active_experiment.end(recorder_status)
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self.active_experiment.end(recorder_status)
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self.active_experiment = None
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self.active_experiment = None
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# When an experiment end, we will release the current uri.
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self._current_uri = None
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def create_exp(self, experiment_name=None):
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def create_exp(self, experiment_name=None):
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assert experiment_name is not None
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assert experiment_name is not None
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@@ -11,7 +11,7 @@ from ..log import get_module_logger
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logger = get_module_logger("workflow", "INFO")
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logger = get_module_logger("workflow", "INFO")
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class Recorder(object):
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class Recorder:
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"""
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"""
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This is the `Recorder` class for logging the experiments. The API is designed similar to mlflow.
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This is the `Recorder` class for logging the experiments. The API is designed similar to mlflow.
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(The link: https://mlflow.org/docs/latest/python_api/mlflow.html)
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(The link: https://mlflow.org/docs/latest/python_api/mlflow.html)
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@@ -96,7 +96,6 @@ port_analysis_config = {
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}
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}
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# train
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def train():
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def train():
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"""train model
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"""train model
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@@ -110,8 +109,8 @@ def train():
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# model initiaiton
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# model initiaiton
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model = init_instance_by_config(task["model"])
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model = init_instance_by_config(task["model"])
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print(model)
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dataset = init_instance_by_config(task["dataset"])
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dataset = init_instance_by_config(task["dataset"])
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# To test __repr__
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print(dataset)
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print(dataset)
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print(R)
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print(R)
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@@ -122,6 +121,7 @@ def train():
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# prediction
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# prediction
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recorder = R.get_recorder()
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recorder = R.get_recorder()
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# To test __repr__
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print(recorder)
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print(recorder)
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rid = recorder.id
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rid = recorder.id
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sr = SignalRecord(model, dataset, recorder)
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sr = SignalRecord(model, dataset, recorder)
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@@ -137,6 +137,27 @@ def train():
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return pred_score, {"ic": ic, "ric": ric}, rid
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return pred_score, {"ic": ic, "ric": ric}, rid
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def fake_experiment():
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"""A fake experiment workflow to test uri
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Returns
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-------
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pass_or_not_for_default_uri: bool
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pass_or_not_for_current_uri: bool
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temporary_exp_dir: str
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"""
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# start exp
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default_uri = R.get_uri()
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current_uri = 'file:./temp-test-exp-mag'
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with R.start(experiment_name="fake_workflow_for_expm", uri=current_uri):
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R.log_params(**flatten_dict(task))
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current_uri_to_check = R.get_uri()
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default_uri_to_check = R.get_uri()
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return default_uri == default_uri_to_check, current_uri == current_uri_to_check, current_uri
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def backtest_analysis(pred, rid):
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def backtest_analysis(pred, rid):
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"""backtest and analysis
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"""backtest and analysis
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@@ -185,6 +206,12 @@ class TestAllFlow(TestAutoData):
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"backtest failed",
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"backtest failed",
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)
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)
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def test_2_expmanager(self):
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pass_default, pass_current, uri_path = fake_experiment()
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self.assertTrue(pass_default, msg='default uri is incorrect')
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self.assertTrue(pass_current, msg='current uri is incorrect')
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shutil.rmtree(str(Path(uri_path.strip("file:")).resolve()))
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def suite():
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def suite():
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_suite = unittest.TestSuite()
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_suite = unittest.TestSuite()
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Block a user