liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-11 06:46:56 +08:00
Code Activity

Callable Exp (#683)

Browse Source
This commit is contained in:
you-n-g
2021-11-12 14:56:22 +08:00
committed by GitHub
parent 01bdf6c1b1
commit f2771f1beb
2 changed files with 23 additions and 11 deletions
Download Patch File Download Diff File Expand all files Collapse all files

13
qlib/workflow/record_temp.py
View File

@@ -8,7 +8,7 @@ import warnings
import pandas as pd
from pathlib import Path
from pprint import pprint
from typing import Union, List
from typing import Union, List, Optional
from collections import defaultdict
from qlib.utils.exceptions import LoadObjectError
@@ -270,7 +270,13 @@ class SigAnaRecord(RecordTemp):
self.label_col = label_col
self.skip_existing = skip_existing
def generate(self, **kwargs):
def generate(self, label: Optional[pd.DataFrame] = None, **kwargs):
"""
Parameters
----------
label : Optional[pd.DataFrame]
Label should be a dataframe.
"""
if self.skip_existing:
try:
self.check(include_self=True, parents=False)
@@ -283,7 +289,8 @@ class SigAnaRecord(RecordTemp):
self.check()
pred = self.load("pred.pkl")
label = self.load("label.pkl")
if label is None:
label = self.load("label.pkl")
if label is None or not isinstance(label, pd.DataFrame) or label.empty:
logger.warn(f"Empty label.")
return