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Online fix

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- Skip duplicated qlib.auto_init()
- Fix TSDatasetH flt_col bug!
- Resolve qlib log attribute confliction
- Trainer API enhancement
- More docs and user-friendly warning
This commit is contained in:
Young
2021-06-11 01:58:04 +00:00
parent 40416d8c30
commit d4b36bdab4
12 changed files with 150 additions and 44 deletions
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qlib/workflow/online/strategy.py
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@@ -52,6 +52,12 @@ class OnlineStrategy:
NOTE: Reset all online models to trained models. If there are no trained models, then do nothing.
**NOTE**:
Current implementation is very naive. Here is a more complex situation which is more closer to the
practical scenarios.
1. Train new models at the day before `test_start` (at time stamp `T`)
2. Switch models at the `test_start` (at time timestamp `T + 1` typically)
Args:
models (list): a list of models.
cur_time (pd.Dataframe): current time from OnlineManger. None for the latest.