bug fixed

qlib/workflow/online/manager.py

@@ -1,18 +1,13 @@
-from typing import Dict, Union, List
-from qlib import get_module_logger
-from qlib.workflow import R
-from qlib.model.trainer import task_train
-from qlib.workflow.recorder import MLflowRecorder, Recorder
-from qlib.workflow.online.update import PredUpdater, RecordUpdater
-from qlib.workflow.task.collect import Collector
-from qlib.workflow.task.utils import TimeAdjuster
-from qlib.workflow.task.gen import RollingGen, task_generator
-from qlib.workflow.task.manage import TaskManager
-from qlib.workflow.task.manage import run_task
-from qlib.workflow.task.utils import list_recorders
-from qlib.utils.serial import Serializable
-from qlib.model.trainer import Trainer, TrainerR
 from copy import deepcopy
+from typing import Dict, List, Union
+from qlib import get_module_logger
+from qlib.data.data import D
+from qlib.model.trainer import Trainer, TrainerR, task_train
+from qlib.workflow.online.update import PredUpdater
+from qlib.workflow.recorder import Recorder
+from qlib.workflow.task.collect import Collector
+from qlib.workflow.task.gen import RollingGen, task_generator
+from qlib.workflow.task.utils import TimeAdjuster, list_recorders
 
 
 class OnlineManager:
@@ -63,6 +58,7 @@ class OnlineManager:
                 `NEXT_ONLINE_TAG` for reset online model when calling `reset_online_tag`
                 `OFFLINE_TAG` for train but offline those models
         """
+        # TODO: 回调
         if not (tasks is None or len(tasks) == 0):
             if self.trainer is not None:
                 new_models = self.trainer.train(tasks)
@@ -158,7 +154,8 @@ class OnlineManagerR(OnlineManager):
             collector (Collector, optional): a instance of Collector. Defaults to None.
             need_log (bool, optional): print log or not. Defaults to True.
         """
-        trainer = TrainerR(experiment_name)
+        if trainer is None:
+            trainer = TrainerR(experiment_name)
         super().__init__(trainer=trainer, collector=collector, need_log=need_log)
         self.exp_name = experiment_name
 
@@ -239,7 +236,8 @@ class RollingOnlineManager(OnlineManagerR):
             collector (Collector, optional): a instance of Collector. Defaults to None.
             need_log (bool, optional): print log or not. Defaults to True.
         """
-        trainer = TrainerR(experiment_name)
+        if trainer is None:
+            trainer = TrainerR(experiment_name)
         super().__init__(experiment_name=experiment_name, trainer=trainer, collector=collector, need_log=need_log)
         self.ta = TimeAdjuster()
         self.rg = rolling_gen
@@ -247,9 +245,17 @@ class RollingOnlineManager(OnlineManagerR):
 
     def prepare_signals(self, *args, **kwargs):
         """
+        Average the online models prediction and save them into a recorder
+        
+
         Must use `pass` even though there is nothing to do.
         """
-        pass
+        # 检查recorder是否存在，如果不存在就创建一个
+        # 检查recorder的上一个信号时间，如果没有那就从上线模型的共同最早时间开始出信号
+        # 从recorder的上一个信号时间开始出信号，出到self.cur_time
+        for model in self.online_models():
+
+            pass
 
     def prepare_tasks(self, *args, **kwargs):
         """
@@ -258,17 +264,17 @@ class RollingOnlineManager(OnlineManagerR):
         Returns:
             list: a list of new tasks.
         """
-        self.ta.set_end_time(self.cur_time)
+        #TODO: max_test = self.cur_time
         latest_records, max_test = self.list_latest_recorders(
             lambda rec: self.get_online_tag(rec) == OnlineManager.ONLINE_TAG
         )
         if max_test is None:
             self.logger.warn(f"No latest online recorders, no new tasks.")
             return []
-        calendar_latest = self.ta.last_date() if self.cur_time is None else self.cur_time
+        calendar_latest = D.calendar(end_time=self.cur_time)[-1] if self.cur_time is None else self.cur_time
         if self.need_log:
             self.logger.info(
-                f"The interval between current time and last rolling test begin time is {self.ta.cal_interval(calendar_latest, max_test[0])}, the rolling step is {self.rg.step}"
+                f"The interval between current time {calendar_latest} and last rolling test begin time {max_test[0]} is {self.ta.cal_interval(calendar_latest, max_test[0])}, the rolling step is {self.rg.step}"
             )
         if self.ta.cal_interval(calendar_latest, max_test[0]) >= self.rg.step:
             old_tasks = []

qlib/workflow/online/update.py

@@ -73,9 +73,7 @@ class PredUpdater(RecordUpdater):
     Update the prediction in the Recorder
     """
 
-    LATEST = "__latest"
+    def __init__(self, record: Recorder, to_date=None, hist_ref: int = 0, freq="day", need_log=True):
-
-    def __init__(self, record: Recorder, to_date=LATEST, hist_ref: int = 0, freq="day", need_log=True):
         """
         Parameters
         ----------
@@ -95,8 +93,7 @@ class PredUpdater(RecordUpdater):
         self.freq = freq
         self.rmdl = RMDLoader(rec=record)
 
-        # FIXME: why we need LATEST? can we use to_date=None instead?
+        if to_date == None:
-        if to_date == self.LATEST or to_date == None:
             to_date = D.calendar(freq=freq)[-1]
         self.to_date = pd.Timestamp(to_date)
         self.old_pred = record.load_object("pred.pkl")

qlib/workflow/task/gen.py

@@ -169,7 +169,7 @@ class RollingGen(TaskGen):
                 # First rolling
                 # 1) prepare the end point
                 segments: dict = copy.deepcopy(self.ta.align_seg(t["dataset"]["kwargs"]["segments"]))
-                test_end = self.ta.last_date() if segments[self.test_key][1] is None else segments[self.test_key][1]
+                test_end = self.ta.max() if segments[self.test_key][1] is None else segments[self.test_key][1]
                 # 2) and init test segments
                 test_start_idx = self.ta.align_idx(segments[self.test_key][0])
                 segments[self.test_key] = (self.ta.get(test_start_idx), self.ta.get(test_start_idx + self.step - 1))

qlib/workflow/task/utils.py

@@ -90,17 +90,10 @@ class TimeAdjuster:
 
     def max(self):
         """
-        (Deprecated)
         Return the max calendar datetime
         """
         return max(self.cals)
 
-    def last_date(self) -> pd.Timestamp:
-        """
-        Return the last datetime in the calendar
-        """
-        return self.cals[-1]
-
     def align_idx(self, time_point, tp_type="start"):
         """
         align the index of time_point in the calendar