liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-02 10:31:00 +08:00
Code Activity

update task manager

Browse Source
This commit is contained in:
lzh222333
2021-03-10 10:58:49 +00:00
parent 83dbdfb45e
commit e2f58274ba
5 changed files with 34 additions and 299 deletions
Download Patch File Download Diff File Expand all files Collapse all files

9
examples/taskmanager/task_manager_rolling.py
View File

@@ -85,7 +85,7 @@ tm = TaskManager(task_pool=task_pool)
tm.create_task(tasks) # all tasks will be saved to MongoDB
from qlib.workflow.task.manage import run_task
from qlib.workflow.task.collect import RollingCollector
from qlib.workflow.task.collect import TaskCollector
from qlib.model.trainer import task_train
run_task(task_train, task_pool, experiment_name=exp_name) # all tasks will be trained using "task_train" method
@@ -93,7 +93,6 @@ run_task(task_train, task_pool, experiment_name=exp_name) # all tasks will be tr
def get_task_key(task_config):
task_key = task_config["task_key"]
rolling_end_timestamp = task_config["dataset"]["kwargs"]["segments"]["test"][1]
#rolling_end_datatime = rolling_end_timestamp.to_pydatetime()
return task_key, rolling_end_timestamp.strftime('%Y-%m-%d')
def my_filter(task_config):
@@ -103,6 +102,6 @@ def my_filter(task_config):
return True
return False
collector = RollingCollector(get_task_key, my_filter)
pred_rolling = collector(exp_name) # name tasks by "get_task_key" and filter tasks by "my_filter"
print(pred_rolling)
# name tasks by "get_task_key" and filter tasks by "my_filter"
pred_rolling = TaskCollector.collect_predictions(exp_name, get_task_key, my_filter)
pred_rolling