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qlib/tests/test_contrib_workflow.py
2021-05-28 13:24:47 +08:00

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1.8 KiB
Python

# Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import shutil
import unittest
from pathlib import Path
from qlib.contrib.workflow import MultiSegRecord, SignalMseRecord
from qlib.utils import init_instance_by_config, flatten_dict
from qlib.workflow import R
from qlib.tests import TestAutoData
from qlib.tests.config import CSI300_GBDT_TASK
def train_multiseg():
model = init_instance_by_config(CSI300_GBDT_TASK["model"])
dataset = init_instance_by_config(CSI300_GBDT_TASK["dataset"])
with R.start(experiment_name="workflow"):
R.log_params(**flatten_dict(CSI300_GBDT_TASK))
model.fit(dataset)
recorder = R.get_recorder()
sr = MultiSegRecord(model, dataset, recorder)
sr.generate(dict(valid="valid", test="test"), True)
uri = R.get_uri()
return uri
def train_mse():
model = init_instance_by_config(CSI300_GBDT_TASK["model"])
dataset = init_instance_by_config(CSI300_GBDT_TASK["dataset"])
with R.start(experiment_name="workflow"):
R.log_params(**flatten_dict(CSI300_GBDT_TASK))
model.fit(dataset)
recorder = R.get_recorder()
sr = SignalMseRecord(recorder, model=model, dataset=dataset)
sr.generate()
uri = R.get_uri()
return uri
class TestAllFlow(TestAutoData):
def test_0_multiseg(self):
uri_path = train_multiseg()
shutil.rmtree(str(Path(uri_path.strip("file:")).resolve()))
def test_1_mse(self):
uri_path = train_mse()
shutil.rmtree(str(Path(uri_path.strip("file:")).resolve()))
def suite():
_suite = unittest.TestSuite()
_suite.addTest(TestAllFlow("test_0_multiseg"))
_suite.addTest(TestAllFlow("test_1_mse"))
return _suite
if __name__ == "__main__":
runner = unittest.TextTestRunner()
runner.run(suite())