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https://github.com/microsoft/qlib.git
synced 2026-07-06 12:30:57 +08:00
@@ -32,7 +32,7 @@ import abc
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import enum
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# Type defintions
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# Type definitions
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class DataTypes(enum.IntEnum):
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"""Defines numerical types of each column."""
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@@ -254,9 +254,9 @@ class DistributedHyperparamOptManager(HyperparamOptManager):
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param_ranges: Discrete hyperparameter range for random search.
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fixed_params: Fixed model parameters per experiment.
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root_model_folder: Folder to store optimisation artifacts.
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worker_number: Worker index definining which set of hyperparameters to
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worker_number: Worker index defining which set of hyperparameters to
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test.
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search_iterations: Maximum numer of random search iterations.
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search_iterations: Maximum number of random search iterations.
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num_iterations_per_worker: How many iterations are handled per worker.
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clear_serialised_params: Whether to regenerate hyperparameter
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combinations.
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@@ -330,7 +330,7 @@ class DistributedHyperparamOptManager(HyperparamOptManager):
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if os.path.exists(self.serialised_ranges_folder):
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df = pd.read_csv(self.serialised_ranges_path, index_col=0)
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else:
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print("Unable to load - regenerating serach ranges instead")
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print("Unable to load - regenerating search ranges instead")
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df = self.update_serialised_hyperparam_df()
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return df
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@@ -342,7 +342,7 @@ class TFTDataCache:
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@classmethod
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def contains(cls, key):
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"""Retuns boolean indicating whether key is present in cache."""
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"""Returns boolean indicating whether key is present in cache."""
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return key in cls._data_cache
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@@ -1120,10 +1120,10 @@ class TemporalFusionTransformer:
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Args:
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df: Input dataframe
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return_targets: Whether to also return outputs aligned with predictions to
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faciliate evaluation
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facilitate evaluation
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Returns:
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Input dataframe or tuple of (input dataframe, algined output dataframe).
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Input dataframe or tuple of (input dataframe, aligned output dataframe).
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"""
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data = self._batch_data(df)
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@@ -295,7 +295,7 @@ class TFTModel(ModelFT):
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def to_pickle(self, path: Union[Path, str]):
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"""
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Tensorflow model can't be dumped directly.
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So the data should be save seperatedly
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So the data should be save separately
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**TODO**: Please implement the function to load the files
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@@ -57,7 +57,7 @@ And here are two ways to run the model:
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python example.py --config_file configs/config_alstm.yaml
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```
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Here we trained TRA on a pretrained backbone model. Therefore we run `*_init.yaml` before TRA's scipts.
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Here we trained TRA on a pretrained backbone model. Therefore we run `*_init.yaml` before TRA's scripts.
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### Results
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@@ -124,7 +124,7 @@ class TRAModel(Model):
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loss = (pred - label).pow(2).mean()
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L = (all_preds.detach() - label[:, None]).pow(2)
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L -= L.min(dim=-1, keepdim=True).values # normalize & ensure postive input
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L -= L.min(dim=-1, keepdim=True).values # normalize & ensure positive input
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data_set.assign_data(index, L) # save loss to memory
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@@ -165,7 +165,7 @@ class TRAModel(Model):
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L = (all_preds - label[:, None]).pow(2)
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L -= L.min(dim=-1, keepdim=True).values # normalize & ensure postive input
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L -= L.min(dim=-1, keepdim=True).values # normalize & ensure positive input
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data_set.assign_data(index, L) # save loss to memory
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@@ -484,7 +484,7 @@ class TRA(nn.Module):
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"""Temporal Routing Adaptor (TRA)
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TRA takes historical prediction erros & latent representation as inputs,
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TRA takes historical prediction errors & latent representation as inputs,
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then routes the input sample to a specific predictor for training & inference.
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Args:
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@@ -150,7 +150,7 @@ class Cut(ElemOperator):
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self.l = l
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self.r = r
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if (self.l is not None and self.l <= 0) or (self.r is not None and self.r >= 0):
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raise ValueError("Cut operator l shoud > 0 and r should < 0")
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raise ValueError("Cut operator l should > 0 and r should < 0")
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super(Cut, self).__init__(feature)
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@@ -298,7 +298,7 @@ class NestedDecisionExecutionWorkflow:
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# - Aligning the profit calculation between multiple levels and single levels.
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# 2) comparing different backtest
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# - Basic test idea:
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# - the daily backtest will be similar as multi-level(the data quality makes this gap samller)
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# - the daily backtest will be similar as multi-level(the data quality makes this gap smaller)
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def check_diff_freq(self):
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self._init_qlib()
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