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Online serving V11

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This commit is contained in:
lzh222333
2021-05-13 09:43:42 +00:00
parent 370b6aad74
commit d71a666904
13 changed files with 130 additions and 100 deletions
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6
examples/online_srv/online_management_simulate.py
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@@ -7,10 +7,10 @@ This examples is about how can simulate the OnlineManager based on rolling tasks
import fire
import qlib
from qlib.model.trainer import DelayTrainerRM
from qlib.model.trainer import DelayTrainerR, DelayTrainerRM, TrainerR, TrainerRM
from qlib.workflow import R
from qlib.workflow.online.manager import OnlineManager
from qlib.workflow.online.strategy import RollingAverageStrategy
from qlib.workflow.online.strategy import RollingStrategy
from qlib.workflow.task.gen import RollingGen
from qlib.workflow.task.manage import TaskManager
@@ -115,7 +115,7 @@ class OnlineSimulationExample:
) # The rolling tasks generator, ds_extra_mod_func is None because we just need simulate to 2018-10-31 and needn't change handler end time.
self.trainer = DelayTrainerRM(self.exp_name, self.task_pool)
self.rolling_online_manager = OnlineManager(
RollingAverageStrategy(exp_name, task_template=tasks, rolling_gen=self.rolling_gen),
RollingStrategy(exp_name, task_template=tasks, rolling_gen=self.rolling_gen),
trainer=self.trainer,
begin_time=self.start_time,
)

4
examples/online_srv/rolling_online_management.py
View File

@@ -14,7 +14,7 @@ import pickle
import fire
import qlib
from qlib.workflow import R
from qlib.workflow.online.strategy import RollingAverageStrategy
from qlib.workflow.online.strategy import RollingStrategy
from qlib.workflow.task.gen import RollingGen
from qlib.workflow.task.manage import TaskManager
from qlib.workflow.online.manager import OnlineManager
@@ -97,7 +97,7 @@ class RollingOnlineExample:
for task in tasks:
name_id = task["model"]["class"] # NOTE: Assumption: The model class can specify only one strategy
strategy.append(
RollingAverageStrategy(
RollingStrategy(
name_id,
task,
RollingGen(step=rolling_step, rtype=RollingGen.ROLL_SD),