mirror of
https://github.com/microsoft/qlib.git
synced 2026-07-17 17:34:35 +08:00
modify the default value of exists_skip in the GetData.qlib_data parameter to False
This commit is contained in:
@@ -85,7 +85,7 @@ class HighfreqWorkflow:
|
|||||||
# use yahoo_cn_1min data
|
# use yahoo_cn_1min data
|
||||||
QLIB_INIT_CONFIG = {**HIGH_FREQ_CONFIG, **self.SPEC_CONF}
|
QLIB_INIT_CONFIG = {**HIGH_FREQ_CONFIG, **self.SPEC_CONF}
|
||||||
provider_uri = QLIB_INIT_CONFIG.get("provider_uri")
|
provider_uri = QLIB_INIT_CONFIG.get("provider_uri")
|
||||||
GetData().qlib_data(target_dir=provider_uri, interval="1min", region=REG_CN)
|
GetData().qlib_data(target_dir=provider_uri, interval="1min", region=REG_CN, exists_skip=True)
|
||||||
qlib.init(**QLIB_INIT_CONFIG)
|
qlib.init(**QLIB_INIT_CONFIG)
|
||||||
|
|
||||||
def _prepare_calender_cache(self):
|
def _prepare_calender_cache(self):
|
||||||
|
|||||||
@@ -37,7 +37,7 @@ def objective(trial):
|
|||||||
if __name__ == "__main__":
|
if __name__ == "__main__":
|
||||||
|
|
||||||
provider_uri = "~/.qlib/qlib_data/cn_data"
|
provider_uri = "~/.qlib/qlib_data/cn_data"
|
||||||
GetData().qlib_data(target_dir=provider_uri, region=REG_CN)
|
GetData().qlib_data(target_dir=provider_uri, region=REG_CN, exists_skip=True)
|
||||||
qlib.init(provider_uri=provider_uri, region="cn")
|
qlib.init(provider_uri=provider_uri, region="cn")
|
||||||
|
|
||||||
dataset = init_instance_by_config(CSI300_DATASET_CONFIG)
|
dataset = init_instance_by_config(CSI300_DATASET_CONFIG)
|
||||||
|
|||||||
@@ -40,7 +40,7 @@ def objective(trial):
|
|||||||
if __name__ == "__main__":
|
if __name__ == "__main__":
|
||||||
|
|
||||||
provider_uri = "~/.qlib/qlib_data/cn_data"
|
provider_uri = "~/.qlib/qlib_data/cn_data"
|
||||||
GetData().qlib_data(target_dir=provider_uri, region=REG_CN)
|
GetData().qlib_data(target_dir=provider_uri, region=REG_CN, exists_skip=True)
|
||||||
qlib.init(provider_uri=provider_uri, region=REG_CN)
|
qlib.init(provider_uri=provider_uri, region=REG_CN)
|
||||||
|
|
||||||
dataset = init_instance_by_config(DATASET_CONFIG)
|
dataset = init_instance_by_config(DATASET_CONFIG)
|
||||||
|
|||||||
@@ -14,7 +14,7 @@ if __name__ == "__main__":
|
|||||||
|
|
||||||
# use default data
|
# use default data
|
||||||
provider_uri = "~/.qlib/qlib_data/cn_data" # target_dir
|
provider_uri = "~/.qlib/qlib_data/cn_data" # target_dir
|
||||||
GetData().qlib_data(target_dir=provider_uri, region=REG_CN)
|
GetData().qlib_data(target_dir=provider_uri, region=REG_CN, exists_skip=True)
|
||||||
|
|
||||||
qlib.init(provider_uri=provider_uri, region=REG_CN)
|
qlib.init(provider_uri=provider_uri, region=REG_CN)
|
||||||
|
|
||||||
|
|||||||
@@ -23,7 +23,7 @@ class RollingDataWorkflow:
|
|||||||
"""initialize qlib"""
|
"""initialize qlib"""
|
||||||
# use yahoo_cn_1min data
|
# use yahoo_cn_1min data
|
||||||
provider_uri = "~/.qlib/qlib_data/cn_data" # target_dir
|
provider_uri = "~/.qlib/qlib_data/cn_data" # target_dir
|
||||||
GetData().qlib_data(target_dir=provider_uri, region=REG_CN)
|
GetData().qlib_data(target_dir=provider_uri, region=REG_CN, exists_skip=True)
|
||||||
qlib.init(provider_uri=provider_uri, region=REG_CN)
|
qlib.init(provider_uri=provider_uri, region=REG_CN)
|
||||||
|
|
||||||
def _dump_pre_handler(self, path):
|
def _dump_pre_handler(self, path):
|
||||||
|
|||||||
@@ -37,7 +37,7 @@ exp_manager = {
|
|||||||
},
|
},
|
||||||
}
|
}
|
||||||
|
|
||||||
GetData().qlib_data(target_dir=provider_uri, region=REG_CN)
|
GetData().qlib_data(target_dir=provider_uri, region=REG_CN, exists_skip=True)
|
||||||
qlib.init(provider_uri=provider_uri, region=REG_CN, exp_manager=exp_manager)
|
qlib.init(provider_uri=provider_uri, region=REG_CN, exp_manager=exp_manager)
|
||||||
|
|
||||||
# decorator to check the arguments
|
# decorator to check the arguments
|
||||||
|
|||||||
@@ -14,7 +14,7 @@ if __name__ == "__main__":
|
|||||||
|
|
||||||
# use default data
|
# use default data
|
||||||
provider_uri = "~/.qlib/qlib_data/cn_data" # target_dir
|
provider_uri = "~/.qlib/qlib_data/cn_data" # target_dir
|
||||||
GetData().qlib_data(target_dir=provider_uri, region=REG_CN)
|
GetData().qlib_data(target_dir=provider_uri, region=REG_CN, exists_skip=True)
|
||||||
qlib.init(provider_uri=provider_uri, region=REG_CN)
|
qlib.init(provider_uri=provider_uri, region=REG_CN)
|
||||||
|
|
||||||
port_analysis_config = {
|
port_analysis_config = {
|
||||||
|
|||||||
@@ -19,5 +19,6 @@ class TestAutoData(unittest.TestCase):
|
|||||||
interval="1d",
|
interval="1d",
|
||||||
target_dir=cls.provider_uri,
|
target_dir=cls.provider_uri,
|
||||||
delete_old=False,
|
delete_old=False,
|
||||||
|
exists_skip=True,
|
||||||
)
|
)
|
||||||
init(provider_uri=cls.provider_uri, region=REG_CN, **cls._setup_kwargs)
|
init(provider_uri=cls.provider_uri, region=REG_CN, **cls._setup_kwargs)
|
||||||
|
|||||||
@@ -113,7 +113,7 @@ class GetData:
|
|||||||
interval="1d",
|
interval="1d",
|
||||||
region="cn",
|
region="cn",
|
||||||
delete_old=True,
|
delete_old=True,
|
||||||
exists_skip=True,
|
exists_skip=False,
|
||||||
):
|
):
|
||||||
"""download cn qlib data from remote
|
"""download cn qlib data from remote
|
||||||
|
|
||||||
@@ -132,7 +132,7 @@ class GetData:
|
|||||||
delete_old: bool
|
delete_old: bool
|
||||||
delete an existing directory, by default True
|
delete an existing directory, by default True
|
||||||
exists_skip: bool
|
exists_skip: bool
|
||||||
exists skip, by default True
|
exists skip, by default False
|
||||||
|
|
||||||
Examples
|
Examples
|
||||||
---------
|
---------
|
||||||
@@ -145,6 +145,10 @@ class GetData:
|
|||||||
|
|
||||||
"""
|
"""
|
||||||
if exists_skip and exists_qlib_data(target_dir):
|
if exists_skip and exists_qlib_data(target_dir):
|
||||||
|
logger.warning(
|
||||||
|
f"Data already exists: {target_dir}, the data download will be skipped\n"
|
||||||
|
f"\tIf downloading is required: `exists_skip=False` or `change target_dir`"
|
||||||
|
)
|
||||||
return
|
return
|
||||||
|
|
||||||
qlib_version = ".".join(re.findall(r"(\d+)\.+", qlib.__version__))
|
qlib_version = ".".join(re.findall(r"(\d+)\.+", qlib.__version__))
|
||||||
|
|||||||
@@ -34,7 +34,9 @@ class TestGetData(unittest.TestCase):
|
|||||||
|
|
||||||
def test_0_qlib_data(self):
|
def test_0_qlib_data(self):
|
||||||
|
|
||||||
GetData().qlib_data(name="qlib_data_simple", target_dir=QLIB_DIR, region="cn", interval="1d", delete_old=False)
|
GetData().qlib_data(
|
||||||
|
name="qlib_data_simple", target_dir=QLIB_DIR, region="cn", interval="1d", delete_old=False, exists_skip=True
|
||||||
|
)
|
||||||
df = D.features(D.instruments("csi300"), self.FIELDS)
|
df = D.features(D.instruments("csi300"), self.FIELDS)
|
||||||
self.assertListEqual(list(df.columns), self.FIELDS, "get qlib data failed")
|
self.assertListEqual(list(df.columns), self.FIELDS, "get qlib data failed")
|
||||||
self.assertFalse(df.dropna().empty, "get qlib data failed")
|
self.assertFalse(df.dropna().empty, "get qlib data failed")
|
||||||
|
|||||||
Reference in New Issue
Block a user