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pylint code refine & Fix nested example (#848)

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* refine code by CI

* fix argument error

* fix nested eample
This commit is contained in:
you-n-g
2022-01-14 09:09:21 +08:00
committed by GitHub
parent c3996955ef
commit d0113ea7df
26 changed files with 65 additions and 68 deletions
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8
examples/nested_decision_execution/workflow.py
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@@ -155,6 +155,8 @@ class NestedDecisionExecutionWorkflow:
},
}
exp_name = "nested"
port_analysis_config = {
"executor": {
"class": "NestedExecutor",
@@ -230,7 +232,7 @@ class NestedDecisionExecutionWorkflow:
qlib.init(provider_uri=provider_uri_map, dataset_cache=None, expression_cache=None)
def _train_model(self, model, dataset):
with R.start(experiment_name="train"):
with R.start(experiment_name=self.exp_name):
R.log_params(**flatten_dict(self.task))
model.fit(dataset)
R.save_objects(**{"params.pkl": model})
@@ -257,7 +259,7 @@ class NestedDecisionExecutionWorkflow:
self.port_analysis_config["strategy"] = strategy_config
self.port_analysis_config["backtest"]["benchmark"] = self.benchmark
with R.start(experiment_name="backtest"):
with R.start(experiment_name=self.exp_name, resume=True):
recorder = R.get_recorder()
par = PortAnaRecord(
recorder,
@@ -382,7 +384,7 @@ class NestedDecisionExecutionWorkflow:
}
pa_conf["backtest"]["benchmark"] = self.benchmark
with R.start(experiment_name="backtest"):
with R.start(experiment_name=self.exp_name, resume=True):
recorder = R.get_recorder()
par = PortAnaRecord(recorder, pa_conf)
par.generate()