import fire import qlib from qlib.config import REG_CN from qlib.model.trainer import task_train from qlib.workflow.online.manager import OnlineManagerR from qlib.workflow.task.utils import list_recorders data_handler_config = { "start_time": "2008-01-01", "end_time": "2020-08-01", "fit_start_time": "2008-01-01", "fit_end_time": "2014-12-31", "instruments": "csi100", } task = { "model": { "class": "LGBModel", "module_path": "qlib.contrib.model.gbdt", "kwargs": { "loss": "mse", "colsample_bytree": 0.8879, "learning_rate": 0.0421, "subsample": 0.8789, "lambda_l1": 205.6999, "lambda_l2": 580.9768, "max_depth": 8, "num_leaves": 210, "num_threads": 20, }, }, "dataset": { "class": "DatasetH", "module_path": "qlib.data.dataset", "kwargs": { "handler": { "class": "Alpha158", "module_path": "qlib.contrib.data.handler", "kwargs": data_handler_config, }, "segments": { "train": ("2008-01-01", "2014-12-31"), "valid": ("2015-01-01", "2016-12-31"), "test": ("2017-01-01", "2020-08-01"), }, }, }, "record": { "class": "SignalRecord", "module_path": "qlib.workflow.record_temp", }, } def first_train(experiment_name="online_srv"): rec = task_train(task_config=task, experiment_name=experiment_name) online_manager = OnlineManagerR(experiment_name) online_manager.reset_online_tag(rec) def update_online_pred(experiment_name="online_srv"): online_manager = OnlineManagerR(experiment_name) print("Here are the online models waiting for update:") for rid, rec in list_recorders(experiment_name).items(): if online_manager.get_online_tag(rec) == OnlineManagerR.ONLINE_TAG: print(rid) online_manager.update_online_pred() def main(provider_uri="~/.qlib/qlib_data/cn_data", region=REG_CN, experiment_name="online_srv"): provider_uri = "~/.qlib/qlib_data/cn_data" # target_dir qlib.init(provider_uri=provider_uri, region=region) first_train(experiment_name) update_online_pred(experiment_name) 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()