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42 lines
1.2 KiB
Python
42 lines
1.2 KiB
Python
# Copyright (c) Microsoft Corporation.
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# Licensed under the MIT License.
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import os
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from pathlib import Path
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from typing import Union
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import fire
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from qlib import auto_init
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from qlib.contrib.rolling.base import Rolling
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from qlib.tests.data import GetData
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DIRNAME = Path(__file__).absolute().resolve().parent
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class RollingBenchmark(Rolling):
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# The config in the README.md
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CONF_LIST = [DIRNAME / "workflow_config_linear_Alpha158.yaml", DIRNAME / "workflow_config_lightgbm_Alpha158.yaml"]
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DEFAULT_CONF = CONF_LIST[0]
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def __init__(self, conf_path: Union[str, Path] = DEFAULT_CONF, horizon=20, **kwargs) -> None:
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# This code is for being compatible with the previous old code
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conf_path = Path(conf_path)
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super().__init__(conf_path=conf_path, horizon=horizon, **kwargs)
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for f in self.CONF_LIST:
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if conf_path.samefile(f):
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break
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else:
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self.logger.warning("Model type is not in the benchmark!")
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if __name__ == "__main__":
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kwargs = {}
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if os.environ.get("PROVIDER_URI", "") == "":
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GetData().qlib_data(exists_skip=True)
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else:
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kwargs["provider_uri"] = os.environ["PROVIDER_URI"]
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auto_init(**kwargs)
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fire.Fire(RollingBenchmark)
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