# Copyright (c) Microsoft Corporation. # Licensed under the MIT License. import sys from pathlib import Path import qlib import fire import yaml import pandas as pd from qlib.config import REG_CN from qlib.utils import exists_qlib_data, init_instance_by_config from qlib.workflow import R from qlib.workflow.record_temp import SignalRecord, PortAnaRecord # worflow handler function def workflow(config_path): with open(config_path) as fp: config = yaml.load(fp, Loader=yaml.FullLoader) provider_uri = config.get("PROVIDER_URI") if not exists_qlib_data(provider_uri): print(f"Qlib data is not found in {provider_uri}") sys.path.append(str(Path(__file__).resolve().parent.parent.joinpath("scripts"))) from get_data import GetData GetData().qlib_data_cn(target_dir=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("workflow"): model.fit(dataset) # prediction recorder = R.get_recorder() sr = SignalRecord(model, dataset, recorder) sr.generate() # backtest par = PortAnaRecord(recorder, config.get("PORT_ANALYSIS_CONFIG")) par.generate() if __name__ == "__main__": fire.Fire(workflow)