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https://github.com/microsoft/qlib.git
synced 2026-07-02 02:21:18 +08:00
Fix SimpleDatasetCache
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@@ -75,6 +75,12 @@ REG_US = "us"
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NUM_USABLE_CPU = max(multiprocessing.cpu_count() - 2, 1)
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DISK_DATASET_CACHE = "DiskDatasetCache"
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SIMPLE_DATASET_CACHE = "SimpleDatasetCache"
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DISK_EXPRESSION_CACHE = "DiskExpressionCache"
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DEPENDENCY_REDIS_CACHE = (DISK_DATASET_CACHE, DISK_EXPRESSION_CACHE)
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_default_config = {
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# data provider config
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"calendar_provider": "LocalCalendarProvider",
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@@ -178,8 +184,9 @@ MODE_CONF = {
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"redis_task_db": 1,
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"kernels": NUM_USABLE_CPU,
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# cache
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"expression_cache": "DiskExpressionCache",
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"dataset_cache": "DiskDatasetCache",
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"expression_cache": DISK_EXPRESSION_CACHE,
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"dataset_cache": DISK_DATASET_CACHE,
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"local_cache_path": Path("~/.cache/qlib_simple_cache").expanduser().resolve(),
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"mount_path": None,
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},
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"client": {
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@@ -194,8 +201,10 @@ MODE_CONF = {
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"provider_uri": "~/.qlib/qlib_data/cn_data",
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# cache
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# Using parameter 'remote' to announce the client is using server_cache, and the writing access will be disabled.
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"expression_cache": "DiskExpressionCache",
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"dataset_cache": "DiskDatasetCache",
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"expression_cache": DISK_EXPRESSION_CACHE,
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"dataset_cache": DISK_DATASET_CACHE,
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# SimpleDatasetCache directory
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"local_cache_path": Path("~/.cache/qlib_simple_cache").expanduser().resolve(),
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"calendar_cache": None,
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# client config
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"kernels": NUM_USABLE_CPU,
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@@ -285,6 +294,10 @@ class QlibConfig(Config):
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# raise KeyError
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self.update(_default_region_config[region])
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@staticmethod
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def is_depend_redis(cache_name: str):
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return cache_name in DEPENDENCY_REDIS_CACHE
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@property
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def dpm(self):
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return self.DataPathManager(self["provider_uri"], self["mount_path"])
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@@ -349,12 +362,20 @@ class QlibConfig(Config):
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if not (self["expression_cache"] is None and self["dataset_cache"] is None):
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# check redis
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if not can_use_cache():
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logger.warning(
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f"redis connection failed(host={self['redis_host']} port={self['redis_port']}), "
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f"cache will not be used!"
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)
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self["expression_cache"] = None
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self["dataset_cache"] = None
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log_str = ""
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# check expression cache
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if self.is_depend_redis(self["expression_cache"]):
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log_str += self["expression_cache"]
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self["expression_cache"] = None
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# check dataset cache
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if self.is_depend_redis(self["dataset_cache"]):
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log_str += f" and {self['dataset_cache']}" if log_str else self["dataset_cache"]
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self["dataset_cache"] = None
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if log_str:
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logger.warning(
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f"redis connection failed(host={self['redis_host']} port={self['redis_port']}), "
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f"{log_str} will not be used!"
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)
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def register(self):
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from .utils import init_instance_by_config
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@@ -1068,8 +1068,13 @@ class SimpleDatasetCache(DatasetCache):
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super(SimpleDatasetCache, self).__init__(provider)
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try:
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self.local_cache_path: Path = Path(C["local_cache_path"]).expanduser().resolve()
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except KeyError as e:
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except (KeyError, TypeError) as e:
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self.logger.error("Assign a local_cache_path in config if you want to use this cache mechanism")
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raise
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self.logger.info(
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f"DatasetCache directory: {self.local_cache_path}, "
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f"modify the cache directory via the local_cache_path in the config"
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)
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def _uri(self, instruments, fields, start_time, end_time, freq, disk_cache=1, inst_processors=[], **kwargs):
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instruments, fields, freq = self.normalize_uri_args(instruments, fields, freq)
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