fix record_tmp bug

.github/workflows/test.yml

@@ -56,4 +56,4 @@ jobs:
 
     - name: Test workflow by config
       run: |
-        workflow_by_config examples/benchmarks/GBDT/workflow_config_gbdt.yaml
+        qrun examples/benchmarks/GBDT/workflow_config_gbdt.yaml

qlib/workflow/record_temp.py

@@ -25,6 +25,19 @@ class RecordTemp:
     backtest in a certain format.
     """
 
+    artifact_path = None
+
+    @classmethod
+    def get_path(cls, path=None):
+        names = []
+        if cls.artifact_path is not None:
+            names.append(cls.artifact_path)
+
+        if path is not None:
+            names.append(path)
+
+        return "/".join(names)
+
     def __init__(self, recorder):
         self.recorder = recorder
 
@@ -79,7 +92,7 @@ class RecordTemp:
         artifacts = set(self.recorder.list_artifacts())
         if parent:
             # Downcasting have to be done here instead of using `super`
-            flist = self.__class__.__base__.list(self)
+            flist = self.__class__.__base__.list(self)  # pylint: disable=E1101
         else:
             flist = self.list()
         for item in flist:
@@ -132,10 +145,12 @@ class SignalRecord(RecordTemp):
 
 
 class SigAnaRecord(SignalRecord):
+
+    artifact_path = "sig_analysis"
+
     def __init__(self, recorder, **kwargs):
         super().__init__(recorder=recorder, **kwargs)
         # The name must be unique. Otherwise it will be overridden
-        self.artifact_path_sig = "sig_analysis"
 
     def generate(self):
         self.check(parent=True)
@@ -150,11 +165,11 @@ class SigAnaRecord(SignalRecord):
             "Rank ICIR": ric.mean() / ric.std(),
         }
         self.recorder.log_metrics(**metrics)
-        self.recorder.save_objects(**{"ic.pkl": ic, "ric.pkl": ric}, artifact_path=self.artifact_path_sig)
+        self.recorder.save_objects(**{"ic.pkl": ic, "ric.pkl": ric}, artifact_path=self.get_path())
         pprint(metrics)
 
     def list(self):
-        return ["{self.artifact_path_sig}/ic.pkl", "{self.artifact_path_sig}/ric.pkl"]
+        return [self.get_path("ic.pkl"), self.get_path("ric.pkl")]
 
 
 class PortAnaRecord(SignalRecord):
@@ -162,6 +177,8 @@ class PortAnaRecord(SignalRecord):
     This is the Portfolio Analysis Record class that generates the results such as those of backtest.
     """
 
+    artifact_path = "portfolio_analysis"
+
     def __init__(self, recorder, config, **kwargs):
         """
         config["strategy"] : dict
@@ -174,7 +191,6 @@ class PortAnaRecord(SignalRecord):
         self.strategy_config = config["strategy"]
         self.backtest_config = config["backtest"]
         self.strategy = init_instance_by_config(self.strategy_config)
-        self.artifact_path_port = "portfolio_analysis"
 
     def generate(self, **kwargs):
         # check previously stored prediction results
@@ -183,8 +199,8 @@ class PortAnaRecord(SignalRecord):
         # custom strategy and get backtest
         pred_score = super().load()
         report_normal, positions_normal = normal_backtest(pred_score, strategy=self.strategy, **self.backtest_config)
-        self.recorder.save_objects(**{"report_normal.pkl": report_normal}, artifact_path=self.artifact_path_port)
+        self.recorder.save_objects(**{"report_normal.pkl": report_normal}, artifact_path=PortAnaRecord.get_path())
-        self.recorder.save_objects(**{"positions_normal.pkl": positions_normal}, artifact_path=self.artifact_path_port)
+        self.recorder.save_objects(**{"positions_normal.pkl": positions_normal}, artifact_path=PortAnaRecord.get_path())
 
         # analysis
         analysis = dict()
@@ -197,7 +213,7 @@ class PortAnaRecord(SignalRecord):
         # log metrics
         self.recorder.log_metrics(**flatten_dict(analysis_df["risk"].unstack().T.to_dict()))
         # save results
-        self.recorder.save_objects(**{"port_analysis.pkl": analysis_df}, artifact_path=self.artifact_path_port)
+        self.recorder.save_objects(**{"port_analysis.pkl": analysis_df}, artifact_path=PortAnaRecord.get_path())
         logger.info(
             f"Portfolio analysis record 'port_analysis.pkl' has been saved as the artifact of the Experiment {self.recorder.experiment_id}"
         )
@@ -209,7 +225,7 @@ class PortAnaRecord(SignalRecord):
 
     def list(self):
         return [
-            f"{self.artifact_path_port}/report_normal.pkl",
+            PortAnaRecord.get_path("report_normal.pkl"),
-            f"{self.artifact_path_port}/positions_normal.pkl",
+            PortAnaRecord.get_path("positions_normal.pkl"),
-            f"{self.artifact_path_port}/port_analysis.pkl",
+            PortAnaRecord.get_path("port_analysis.pkl"),
         ]

setup.py

@@ -101,7 +101,7 @@ setup(
     entry_points={
         # 'console_scripts': ['mycli=mymodule:cli'],
         "console_scripts": [
-            "workflow_by_config=qlib.workflow.cli:run",
+            "qrun=qlib.workflow.cli:run",
         ],
     },
     ext_modules=extensions,

tests/test_all_pipeline.py

@@ -147,7 +147,7 @@ def backtest_analysis(pred, rid):
     # backtest
     par = PortAnaRecord(recorder, port_analysis_config)
     par.generate()
-    analysis_df = par.load("port_analysis.pkl")
+    analysis_df = par.load(par.get_path("port_analysis.pkl"))
     print(analysis_df)
     return analysis_df