# Copyright (c) Microsoft Corporation. # Licensed under the MIT License. """ This example shows how OnlineTool works when we need update prediction. There are two parts including first_train and update_online_pred. Firstly, we will finish the training and set the trained models to the `online` models. Next, we will finish updating online predictions. """ import copy import fire import qlib from qlib.constant import REG_CN from qlib.model.trainer import task_train from qlib.workflow.online.utils import OnlineToolR from qlib.tests.config import CSI300_GBDT_TASK task = copy.deepcopy(CSI300_GBDT_TASK) task["record"] = { "class": "SignalRecord", "module_path": "qlib.workflow.record_temp", } class UpdatePredExample: def __init__( self, provider_uri="~/.qlib/qlib_data/cn_data", region=REG_CN, experiment_name="online_srv", task_config=task ): qlib.init(provider_uri=provider_uri, region=region) self.experiment_name = experiment_name self.online_tool = OnlineToolR(self.experiment_name) self.task_config = task_config def first_train(self): rec = task_train(self.task_config, experiment_name=self.experiment_name) self.online_tool.reset_online_tag(rec) # set to online model def update_online_pred(self): self.online_tool.update_online_pred() def main(self): self.first_train() self.update_online_pred() if __name__ == "__main__": ## to train a model and set it to online model, use the command below # python update_online_pred.py first_train ## to update online predictions once a day, use the command below # python update_online_pred.py update_online_pred ## to see the whole process with your own parameters, use the command below # python update_online_pred.py main --experiment_name="your_exp_name" fire.Fire(UpdatePredExample)