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qlib/tests/finco/test_cfg.py
2023-06-01 20:05:02 +08:00

36 lines
1.4 KiB
Python

# Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import unittest
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
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_ds.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_ds.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.) == hd.fetch().fillna(0.)
self.assertTrue(check.all().all())
if __name__ == "__main__":
unittest.main()