bug fixed & code format

examples/model_rolling/task_manager_rolling.py

@@ -73,7 +73,7 @@ def reset(task_pool, exp_name):
     print("========== reset ==========")
     TaskManager(task_pool=task_pool).remove()
 
-    exp, _ = R.get_exp(experiment_name=exp_name)
+    exp = R.get_exp(experiment_name=exp_name)
 
     for rid in exp.list_recorders():
         exp.delete_recorder(rid)
@@ -115,7 +115,7 @@ def task_collecting(task_pool, exp_name):
         task_config = recorder.load_object("task")
         model_key = task_config["model"]["class"]
         rolling_key = task_config["dataset"]["kwargs"]["segments"]["test"]
-        return model_key, model_key, rolling_key
+        return model_key, rolling_key
 
     def my_filter(recorder):
         # only choose the results of "LGBModel"

examples/online_svr/task_manager_rolling_with_updating.py

@@ -117,7 +117,7 @@ def task_collecting():
         task_config = recorder.load_object("task")
         model_key = task_config["model"]["class"]
         rolling_key = task_config["dataset"]["kwargs"]["segments"]["test"]
-        return model_key, model_key, rolling_key
+        return model_key, rolling_key
 
     def my_filter(recorder):
         # only choose the results of "LGBModel"
@@ -136,7 +136,7 @@ def task_collecting():
 def reset():
     print("========== reset ==========")
     task_manager.remove()
-    exp, _ = R.get_exp(experiment_name=exp_name)
+    exp = R.get_exp(experiment_name=exp_name)
     for rid in exp.list_recorders():
         exp.delete_recorder(rid)
 

qlib/workflow/task/collect.py

@@ -7,8 +7,7 @@ from qlib.workflow.task.utils import list_recorders
 
 
 class Collector:
-    """The collector to collect different results based on experiment backend and ensemble method
+    """The collector to collect different results based on experiment backend and ensemble method"""
-    """
 
     def collect(self, ensemble, get_group_key_func, *args, **kwargs):
         """To collect the results, we need to get the experiment record firstly and divided them into
@@ -23,7 +22,7 @@ class Collector:
 
 
 class RecorderCollector(Collector):
-    def __init__(self, exp_name, artifacts_path = {"pred": "pred.pkl", "IC": "sig_analysis/ic.pkl"}) -> None:
+    def __init__(self, exp_name, artifacts_path={"pred": "pred.pkl", "IC": "sig_analysis/ic.pkl"}) -> None:
         """init RecorderCollector
 
         Args:
@@ -48,14 +47,14 @@ class RecorderCollector(Collector):
         """
         if artifacts_key is None:
             artifacts_key = self.artifacts_path.keys()
-        
+
         if isinstance(artifacts_key, str):
             artifacts_key = [artifacts_key]
 
         # prepare_ensemble
         ensemble_dict = {}
         for key in artifacts_key:
-            ensemble_dict.setdefault(key,{})
+            ensemble_dict.setdefault(key, {})
         # filter records
         recs_flt = list_recorders(self.exp_name, rec_filter_func)
         for _, rec in recs_flt.items():
@@ -64,7 +63,6 @@ class RecorderCollector(Collector):
                 artifact = rec.load_object(self.artifacts_path[key])
                 ensemble_dict[key][group_key] = artifact
 
-
         if isinstance(artifacts_key, str):
             return ensemble(ensemble_dict[artifacts_key])
 
@@ -72,4 +70,3 @@ class RecorderCollector(Collector):
         for key in artifacts_key:
             collect_dict[key] = ensemble(ensemble_dict[key])
         return collect_dict
-        

qlib/workflow/task/ensemble.py

@@ -7,12 +7,10 @@ from qlib.workflow.task.utils import list_recorders
 from typing import Dict
 
 
-
 class Ensemble:
-    """Merge the objects in an Ensemble.
+    """Merge the objects in an Ensemble."""
-    """
 
-    def __init__(self, merge_func = None, get_grouped_key_func = None) -> None:
+    def __init__(self, merge_func=None, get_grouped_key_func=None) -> None:
         """init Ensemble
 
         Args:
@@ -26,7 +24,7 @@ class Ensemble:
             self.get_grouped_key_func = get_grouped_key_func
 
     def merge_func(self, group_inner_dict):
-        """Given a group_inner_dict such as {Rollinga_b: object, Rollingb_c: object}, 
+        """Given a group_inner_dict such as {Rollinga_b: object, Rollingb_c: object},
         merge it to object
 
         Args:
@@ -34,10 +32,10 @@ class Ensemble:
 
         """
         raise NotImplementedError(f"Please implement the `merge_func` method.")
-    
+
     def get_grouped_key_func(self, group_key):
         """Given a group_key and return the group_outer_key, group_inner_key.
-        
+
         For example:
             (A,B,Rolling) -> (A,B):Rolling
             (A,B) -> C:(A,B)
@@ -135,10 +133,10 @@ class Ensemble:
         grouped_dict = self.group(group_dict)
         return self.reduce(grouped_dict)
 
-class RollingEnsemble(Ensemble):
-    """A specific implementation of Ensemble for Rolling.
 
-    """
+class RollingEnsemble(Ensemble):
+    """A specific implementation of Ensemble for Rolling."""
+
     def merge_func(self, group_inner_dict):
         """merge group_inner_dict by datetime.
 
@@ -155,7 +153,7 @@ class RollingEnsemble(Ensemble):
         artifact = artifact[~artifact.index.duplicated(keep="last")]
         artifact = artifact.sort_index()
         return artifact
-    
+
     def get_grouped_key_func(self, group_key):
         """The final axis of group_key must be the Rolling key.
         When `collect`, get_group_key_func can add the statement below.
@@ -174,7 +172,5 @@ class RollingEnsemble(Ensemble):
         Returns:
             tuple or str, tuple or str: group_outer_key, group_inner_key
         """
-        assert len(group_key)>=2
+        assert len(group_key) >= 2
         return group_key[:-1], group_key[-1]
-
-

qlib/workflow/task/manage.py

@@ -174,7 +174,7 @@ class TaskManager:
 
         for t in new_tasks:
             self.insert_task_def(t, task_pool)
-        
+
         return len(new_tasks)
 
     def fetch_task(self, query={}, task_pool=None):
@@ -250,7 +250,7 @@ class TaskManager:
 
     def re_query(self, task, task_pool=None):
         task_pool = self._get_task_pool(task_pool)
-        return task_pool.find_one({"_id":ObjectId(task["_id"])})
+        return task_pool.find_one({"_id": ObjectId(task["_id"])})
 
     def commit_task_res(self, task, res, status=None, task_pool=None):
         task_pool = self._get_task_pool(task_pool)

qlib/workflow/task/online.py

@@ -106,7 +106,9 @@ class RollingOnlineManager(OnlineManagerR):
         pass
 
     def prepare_tasks(self):
-        latest_records, max_test = self.list_latest_recorders(lambda rec: self.get_online_tag(rec) == OnlineManager.ONLINE_TAG)
+        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_recorders.")
             return

qlib/workflow/task/update.py

@@ -9,6 +9,7 @@ from qlib.workflow.recorder import Recorder
 from qlib.workflow.task.utils import list_recorders
 from qlib.data.dataset.handler import DataHandlerLP
 
+
 class ModelUpdater:
     """
     The model updater to update model results in new data.
@@ -48,7 +49,7 @@ class ModelUpdater:
         dataset.setup_data(handler_kwargs={"init_type": DataHandlerLP.IT_LS}, segments=segments)
         return dataset
 
-    def update_pred(self, recorder: Recorder, frequency='day'):
+    def update_pred(self, recorder: Recorder, frequency="day"):
         """update predictions to the latest day in Calendar based on rid
 
         Parameters
@@ -60,10 +61,10 @@ class ModelUpdater:
         last_end = old_pred.index.get_level_values("datetime").max()
 
         # updated to the latest trading day
-        if frequency=='day':
+        if frequency == "day":
             cal = D.calendar(start_time=last_end + pd.Timedelta(days=1), end_time=None)
         else:
-            raise NotImplementedError("Now Qlib only support update daily frequency prediction")
+            raise NotImplementedError("Now `ModelUpdater` only support update daily frequency prediction")
 
         if len(cal) == 0:
             self.logger.info(

qlib/workflow/task/utils.py

@@ -42,7 +42,7 @@ def list_recorders(experiment, rec_filter_func=None):
         dict: a dict {rid: recorder} after filtering.
     """
     if isinstance(experiment, str):
-        experiment, _ = R.get_exp(experiment_name=experiment)
+        experiment = R.get_exp(experiment_name=experiment)
     recs = experiment.list_recorders()
     recs_flt = {}
     for rid, rec in recs.items():