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mirror of https://github.com/microsoft/qlib.git synced 2026-07-12 07:16:54 +08:00

Update some hint

This commit is contained in:
lzh222333
2021-03-03 16:36:15 +08:00
parent 05cf0e1edc
commit fd2c1ba1ed
3 changed files with 27 additions and 19 deletions

View File

@@ -4,17 +4,17 @@ from typing import Union
from tqdm.auto import tqdm
class RollingEnsemble:
class RollingCollector:
"""
Rolling Models Ensemble based on (R)ecord
This shares nothing with Ensemble
"""
# TODO: 这边还可以加加速
# TODO: speed up this class
def __init__(self, get_key_func, flt_func=None):
self.get_key_func = get_key_func
self.flt_func = flt_func
self.get_key_func = get_key_func # user need to implement this method to get the key of a task based on task config
self.flt_func = flt_func # determine whether a task can be retained based on task config
def __call__(self, exp_name) -> Union[pd.Series, dict]:
# TODO;
@@ -26,7 +26,6 @@ class RollingEnsemble:
recs_flt = {}
for rid, rec in tqdm(recs.items(), desc="Loading data"):
# rec = exp.get_recorder(recorder_id=rid)
params = rec.load_object("param")
if rec.status == rec.STATUS_FI:
if self.flt_func is None or self.flt_func(params):