# Copyright (c) Microsoft Corporation. # Licensed under the MIT License. import sys from pathlib import Path import qlib import fire import pandas as pd import ruamel.yaml as yaml from qlib.config import REG_CN from qlib.utils import init_instance_by_config from qlib.workflow import R from qlib.workflow.record_temp import SignalRecord # worflow handler function def workflow(config_path, experiment_name="workflow"): with open(config_path) as fp: config = yaml.load(fp, Loader=yaml.Loader) provider_uri = config.get("provider_uri") qlib.init(provider_uri=provider_uri, region=REG_CN) # model initiaiton model = init_instance_by_config(config.get("task")["model"]) dataset = init_instance_by_config(config.get("task")["dataset"]) # start exp with R.start(experiment_name=experiment_name): # train model R.log_params(**flatten_dict(config.get("task"))) model.fit(dataset) recorder = R.get_recorder() # generate records: prediction, backtest, and analysis for record in config.get("task")["record"]: if record["class"] == SignalRecord.__name__: srconf = {"model": model, "dataset": dataset, "recorder": recorder} record["kwargs"].update(srconf) sr = init_instance_by_config(record) sr.generate() else: rconf = {"recorder": recorder} record["kwargs"].update(rconf) ar = init_instance_by_config(record) ar.generate() # function to run worklflow by config def run(): fire.Fire(workflow) if __name__ == "__main__": run()