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67 lines
2.0 KiB
Python
67 lines
2.0 KiB
Python
# Copyright (c) Microsoft Corporation.
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# Licensed under the MIT License.
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from qlib.workflow.record_temp import SignalRecord
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import shutil
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import unittest
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from pathlib import Path
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from qlib.contrib.workflow import MultiSegRecord, SignalMseRecord
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from qlib.utils import init_instance_by_config, flatten_dict
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from qlib.workflow import R
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from qlib.tests import TestAutoData
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from qlib.tests.config import CSI300_GBDT_TASK
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def train_multiseg(uri_path: str = None):
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model = init_instance_by_config(CSI300_GBDT_TASK["model"])
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dataset = init_instance_by_config(CSI300_GBDT_TASK["dataset"])
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with R.start(experiment_name="workflow", uri=uri_path):
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R.log_params(**flatten_dict(CSI300_GBDT_TASK))
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model.fit(dataset)
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recorder = R.get_recorder()
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sr = MultiSegRecord(model, dataset, recorder)
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sr.generate(dict(valid="valid", test="test"), True)
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uri = R.get_uri()
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return uri
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def train_mse(uri_path: str = None):
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model = init_instance_by_config(CSI300_GBDT_TASK["model"])
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dataset = init_instance_by_config(CSI300_GBDT_TASK["dataset"])
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with R.start(experiment_name="workflow", uri=uri_path):
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R.log_params(**flatten_dict(CSI300_GBDT_TASK))
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model.fit(dataset)
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recorder = R.get_recorder()
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SignalRecord(recorder=recorder, model=model, dataset=dataset).generate()
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sr = SignalMseRecord(recorder)
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sr.generate()
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uri = R.get_uri()
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return uri
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class TestAllFlow(TestAutoData):
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URI_PATH = "file:" + str(Path(__file__).parent.joinpath("test_contrib_mlruns").resolve())
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@classmethod
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def tearDownClass(cls) -> None:
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shutil.rmtree(cls.URI_PATH.lstrip("file:"))
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def test_0_multiseg(self):
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uri_path = train_multiseg(self.URI_PATH)
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def test_1_mse(self):
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uri_path = train_mse(self.URI_PATH)
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def suite():
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_suite = unittest.TestSuite()
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_suite.addTest(TestAllFlow("test_0_multiseg"))
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_suite.addTest(TestAllFlow("test_1_mse"))
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return _suite
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if __name__ == "__main__":
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runner = unittest.TextTestRunner()
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runner.run(suite())
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