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bug fixed & examples fire

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This commit is contained in:
lzh222333
2021-04-07 03:33:27 +00:00
parent 431a9c92c1
commit cb42e99bee
10 changed files with 250 additions and 232 deletions
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19
qlib/model/ens/group.py
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@@ -1,8 +1,9 @@
from qlib.model.ens.ensemble import Ensemble, RollingEnsemble
from typing import Callable, Union
from qlib.utils.serial import Serializable
class Group:
class Group(Serializable):
"""Group the objects based on dict"""
def __init__(self, group_func=None, ens: Ensemble = None):
@@ -17,8 +18,8 @@ class Group:
ens (Ensemble, optional): If not None, do ensemble for grouped value after grouping.
"""
self._group = group_func
self._ens = ens
self.group = group_func
self.ens = ens
def __call__(self, ungrouped_dict: dict, *args, **kwargs):
"""Group the ungrouped_dict into different groups.
@@ -29,16 +30,16 @@ class Group:
Returns:
dict: grouped_dict like {G1: object, G2: object}
"""
if isinstance(getattr(self, "_group", None), Callable):
grouped_dict = self._group(ungrouped_dict, *args, **kwargs)
if self._ens is not None:
if isinstance(getattr(self, "group", None), Callable):
grouped_dict = self.group(ungrouped_dict, *args, **kwargs)
if self.ens is not None:
ens_dict = {}
for key, value in grouped_dict.items():
ens_dict[key] = self._ens(value)
ens_dict[key] = self.ens(value)
grouped_dict = ens_dict
return grouped_dict
else:
raise NotImplementedError(f"Please specify valid merge_func.")
raise NotImplementedError(f"Please specify valid group_func.")
class RollingGroup(Group):
@@ -65,4 +66,4 @@ class RollingGroup(Group):
def __init__(self, group_func=None, ens: Ensemble = RollingEnsemble()):
super().__init__(group_func=group_func, ens=ens)
if group_func is None:
self._group = RollingGroup.rolling_group
self.group = RollingGroup.rolling_group