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This commit improves the documentation (rst files) only in the following three ways: * Aligned section headers with their underline/overline punctuation characters * Deleted all trailling whitespaces in rst files * Deleted a few trailling newlines at the end of the rst files Co-authored-by: Bingyao Liu <Bingyao.Liu@sofund.com>
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ReStructuredText
170 lines
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ReStructuredText
.. _client:
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Qlib Client-Server Framework
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============================
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.. currentmodule:: qlib
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Introduction
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------------
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Client-Server is designed to solve following problems
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- Manage the data in a centralized way. Users don't have to manage data of different versions.
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- Reduce the amount of cache to be generated.
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- Make the data can be accessed in a remote way.
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Therefore, we designed the client-server framework to solve these problems.
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We will maintain a server and provide the data.
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You have to initialize you qlib with specific config for using the client-server framework.
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Here is a typical initialization process.
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qlib ``init`` commonly used parameters; ``nfs-common`` must be installed on the server where the client is located, execute: ``sudo apt install nfs-common``:
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- ``provider_uri``: nfs-server path; the format is ``host: data_dir``, for example: ``172.23.233.89:/data2/gaochao/sync_qlib/qlib``. If using offline, it can be a local data directory
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- ``mount_path``: local data directory, ``provider_uri`` will be mounted to this directory
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- ``auto_mount``: whether to automatically mount ``provider_uri`` to ``mount_path`` during qlib ``init``; You can also mount it manually: sudo mount.nfs ``provider_uri`` ``mount_path``. If on PAI, it is recommended to set ``auto_mount=True``
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- ``flask_server``: data service host; if you are on the intranet, you can use the default host: 172.23.233.89
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- ``flask_port``: data service port
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If running on 10.150.144.153 or 10.150.144.154 server, it's recommended to use the following code to ``init`` qlib:
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.. code-block:: python
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>>> import qlib
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>>> qlib.init(auto_mount=False, mount_path='/data/csdesign/qlib')
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>>> from qlib.data import D
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>>> D.features(['SH600000'], ['$close'], start_time='20080101', end_time='20090101').head()
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[39336:MainThread](2019-05-28 21:35:42,800) INFO - Initialization - [__init__.py:16] - default_conf: client.
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[39336:MainThread](2019-05-28 21:35:42,801) INFO - Initialization - [__init__.py:54] - qlib successfully initialized based on client settings.
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[39336:MainThread](2019-05-28 21:35:42,801) INFO - Initialization - [__init__.py:56] - provider_uri=172.23.233.89:/data2/gaochao/sync_qlib/qlib
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[39336:Thread-68](2019-05-28 21:35:42,809) INFO - Client - [client.py:28] - Connect to server ws://172.23.233.89:9710
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[39336:Thread-72](2019-05-28 21:35:43,489) INFO - Client - [client.py:31] - Disconnect from server!
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Opening /data/csdesign/qlib/cache/d239a3b191daa9a5b1b19a59beb47b33 in read-only mode
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Out[5]:
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$close
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instrument datetime
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SH600000 2008-01-02 119.079704
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2008-01-03 113.120125
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2008-01-04 117.878860
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2008-01-07 124.505539
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2008-01-08 125.395004
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If running on PAI, it's recommended to use the following code to ``init`` qlib:
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.. code-block:: python
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>>> import qlib
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>>> qlib.init(auto_mount=True, mount_path='/data/csdesign/qlib', provider_uri='172.23.233.89:/data2/gaochao/sync_qlib/qlib')
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>>> from qlib.data import D
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>>> D.features(['SH600000'], ['$close'], start_time='20080101', end_time='20090101').head()
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[39336:MainThread](2019-05-28 21:35:42,800) INFO - Initialization - [__init__.py:16] - default_conf: client.
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[39336:MainThread](2019-05-28 21:35:42,801) INFO - Initialization - [__init__.py:54] - qlib successfully initialized based on client settings.
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[39336:MainThread](2019-05-28 21:35:42,801) INFO - Initialization - [__init__.py:56] - provider_uri=172.23.233.89:/data2/gaochao/sync_qlib/qlib
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[39336:Thread-68](2019-05-28 21:35:42,809) INFO - Client - [client.py:28] - Connect to server ws://172.23.233.89:9710
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[39336:Thread-72](2019-05-28 21:35:43,489) INFO - Client - [client.py:31] - Disconnect from server!
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Opening /data/csdesign/qlib/cache/d239a3b191daa9a5b1b19a59beb47b33 in read-only mode
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Out[5]:
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$close
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instrument datetime
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SH600000 2008-01-02 119.079704
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2008-01-03 113.120125
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2008-01-04 117.878860
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2008-01-07 124.505539
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2008-01-08 125.395004
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If running on Windows, open **NFS** features and write correct **mount_path**, it's recommended to use the following code to ``init`` qlib:
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1.windows System open NFS Features
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* Open ``Programs and Features``.
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* Click ``Turn Windows features on or off``.
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* Scroll down and check the option ``Services for NFS``, then click OK
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Reference address: https://graspingtech.com/mount-nfs-share-windows-10/
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2.config correct mount_path
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* In windows, mount path must be not exist path and root path,
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* correct format path eg: `H`, `i`...
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* error format path eg: `C`, `C:/user/name`, `qlib_data`...
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.. code-block:: python
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>>> import qlib
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>>> qlib.init(auto_mount=True, mount_path='H', provider_uri='172.23.233.89:/data2/gaochao/sync_qlib/qlib')
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>>> from qlib.data import D
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>>> D.features(['SH600000'], ['$close'], start_time='20080101', end_time='20090101').head()
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[39336:MainThread](2019-05-28 21:35:42,800) INFO - Initialization - [__init__.py:16] - default_conf: client.
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[39336:MainThread](2019-05-28 21:35:42,801) INFO - Initialization - [__init__.py:54] - qlib successfully initialized based on client settings.
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[39336:MainThread](2019-05-28 21:35:42,801) INFO - Initialization - [__init__.py:56] - provider_uri=172.23.233.89:/data2/gaochao/sync_qlib/qlib
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[39336:Thread-68](2019-05-28 21:35:42,809) INFO - Client - [client.py:28] - Connect to server ws://172.23.233.89:9710
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[39336:Thread-72](2019-05-28 21:35:43,489) INFO - Client - [client.py:31] - Disconnect from server!
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Opening /data/csdesign/qlib/cache/d239a3b191daa9a5b1b19a59beb47b33 in read-only mode
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Out[5]:
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$close
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instrument datetime
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SH600000 2008-01-02 119.079704
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2008-01-03 113.120125
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2008-01-04 117.878860
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2008-01-07 124.505539
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2008-01-08 125.395004
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The client will mount the data in `provider_uri` on `mount_path`. Then the server and client will communicate with flask and transporting data with this NFS.
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If you have a local qlib data files and want to use the qlib data offline instead of online with client server framework.
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It is also possible with specific config.
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You can created such a config. `client_config_local.yml`
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.. code-block:: YAML
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provider_uri: /data/csdesign/qlib
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calendar_provider: 'LocalCalendarProvider'
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instrument_provider: 'LocalInstrumentProvider'
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feature_provider: 'LocalFeatureProvider'
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expression_provider: 'LocalExpressionProvider'
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dataset_provider: 'LocalDatasetProvider'
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provider: 'LocalProvider'
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dataset_cache: 'SimpleDatasetCache'
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local_cache_path: '~/.cache/qlib/'
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`provider_uri` is the directory of your local data.
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.. code-block:: python
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>>> import qlib
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>>> qlib.init_from_yaml_conf('client_config_local.yml')
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>>> from qlib.data import D
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>>> D.features(['SH600001'], ['$close'], start_time='20180101', end_time='20190101').head()
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21232:MainThread](2019-05-29 10:16:05,066) INFO - Initialization - [__init__.py:16] - default_conf: client.
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[21232:MainThread](2019-05-29 10:16:05,066) INFO - Initialization - [__init__.py:54] - qlib successfully initialized based on client settings.
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[21232:MainThread](2019-05-29 10:16:05,067) INFO - Initialization - [__init__.py:56] - provider_uri=/data/csdesign/qlib
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Out[9]:
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$close
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instrument datetime
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SH600001 2008-01-02 21.082111
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2008-01-03 23.195362
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2008-01-04 23.874615
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2008-01-07 24.880930
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2008-01-08 24.277143
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Limitations
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-----------
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1. The following API under the client-server module may not be as fast as the older off-line API.
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- Cal.calendar
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- Inst.list_instruments
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2. The rolling operation expression with parameter `0` can not be updated rightly under mechanism of the client-server framework.
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API
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***
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The client is based on `python-socketio<https://python-socketio.readthedocs.io>`_ which is a framework that supports WebSocket client for Python language. The client can only propose requests and receive results, which do not include any calculating procedure.
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Class
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-----
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.. automodule:: qlib.data.client
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