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qlib/tests/finco/test_cfg.py
you-n-g ad7498e287 Edit yaml task (#1538)
* Edit yaml task

* update comments
2023-06-02 00:44:41 +08:00

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2.5 KiB
Python

# Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import unittest
import shutil
import difflib
from qlib.finco.tpl import get_tpl_path
import ruamel.yaml as yaml
from qlib.data.dataset.handler import DataHandlerLP
from qlib.utils import init_instance_by_config
from qlib.tests import TestAutoData
from pathlib import Path
from qlib.finco.tpl import get_tpl_path
from qlib.finco.task import YamlEditTask
DIRNAME = Path(__file__).absolute().resolve().parent
class FincoTpl(TestAutoData):
def test_tpl_consistence(self):
"""Motivation: make sure the configuable template is consistent with the default config"""
tpl_p = get_tpl_path()
with (tpl_p / "sl" / "workflow_config.yaml").open("rb") as fp:
config = yaml.safe_load(fp)
# init_data_handler
hd: DataHandlerLP = init_instance_by_config(config["task"]["dataset"]["kwargs"]["handler"])
# NOTE: The config in workflow_config.yaml is generated by the following code:
# dump in yaml format to file without auto linebreak
# print(yaml.dump(hd.data_loader.fields, width=10000, stream=open("_tmp", "w")))
with (tpl_p / "sl-cfg" / "workflow_config.yaml").open("rb") as fp:
config = yaml.safe_load(fp)
hd_ds: DataHandlerLP = init_instance_by_config(config["task"]["dataset"]["kwargs"]["handler"])
self.assertEqual(hd_ds.data_loader.fields, hd.data_loader.fields)
check = hd_ds.fetch().fillna(0.0) == hd.fetch().fillna(0.0)
self.assertTrue(check.all().all())
def test_update_yaml(self):
p = get_tpl_path() / "sl" / "workflow_config.yaml"
p_new = DIRNAME / "_test_config.yaml"
shutil.copy(p, p_new)
updated_content = """
class: LGBModelTest
module_path: qlib.contrib.model.gbdt
kwargs:
loss: mse
colsample_bytree: 1.8879
learning_rate: 0.3
subsample: 0.8790
lambda_l1: 205.7000
lambda_l2: 580.9769
max_depth: 9
num_leaves: 211
num_threads: 21
"""
t = YamlEditTask(p_new, "task.model", updated_content)
t.execute()
# NOTE: the formmat is changed by ruamel.yaml, so it can't be compared by text directly..
# print the diff between p and p_new with difflib
# with p.open("r") as fp:
# content = fp.read()
# with p_new.open("r") as fp:
# content_new = fp.read()
# for line in difflib.unified_diff(content, content_new, fromfile="original", tofile="new", lineterm=""):
# print(line)
if __name__ == "__main__":
unittest.main()