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Update submodule

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This commit is contained in:
D-X-Y 2021-03-03 13:18:45 +08:00
parent 1e1e48a4ae
commit 0591fcbb10
4 changed files with 157 additions and 1 deletions
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2
.gitmodules vendored
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@ -1,3 +1,3 @@
[submodule ".latent-data/qlib"]
path = .latent-data/qlib
url = git@github.com:microsoft/qlib.git
url = git@github.com:D-X-Y/qlib.git

5
.latent-data/init-configs/README.md
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@ -7,3 +7,8 @@ git submodule init
git submodule update
git pull orign main
```
Pylint check for Q-lib:
```
python -m black __init__.py -l 120
```

3
.latent-data/init-configs/bashrc
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@ -92,6 +92,9 @@ alias ll='ls -alF'
alias la='ls -A'
alias l='ls -CF'
# Change the Color
PS1='\[\e[1;35m\][\[\e[1;33m\]\u@\h \[\e[1;31m\]\w\[\e[1;35m\]]\[\e[1;36m\]\$ \[\e[0m\]'
# Add an "alert" alias for long running commands. Use like so:
# sleep 10; alert
alias alert='notify-send --urgency=low -i "$([ $? = 0 ] && echo terminal || echo error)" "$(history|tail -n1|sed -e '\''s/^\s*[0-9]\+\s*//;s/[;&|]\s*alert$//'\'')"'

148
notebooks/Q/workflow-test.ipynb Normal file
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@ -0,0 +1,148 @@
{
"cells": [
{
"cell_type": "code",
"execution_count": 1,
"metadata": {},
"outputs": [
{
"name": "stderr",
"output_type": "stream",
"text": [
"[95290:MainThread](2021-03-03 12:14:32,922) INFO - qlib.Initialization - [config.py:276] - default_conf: client.\n",
"[95290:MainThread](2021-03-03 12:14:32,925) WARNING - qlib.Initialization - [config.py:291] - redis connection failed(host=127.0.0.1 port=6379), cache will not be used!\n",
"[95290:MainThread](2021-03-03 12:14:33,203) INFO - qlib.Initialization - [__init__.py:46] - qlib successfully initialized based on client settings.\n",
"[95290:MainThread](2021-03-03 12:14:33,205) INFO - qlib.Initialization - [__init__.py:47] - data_path=/Users/xuanyidong/.qlib/qlib_data/cn_data\n"
]
}
],
"source": [
"import os\n",
"import sys\n",
"import qlib\n",
"import pprint\n",
"import numpy as np\n",
"import pandas as pd\n",
"\n",
"from qlib import config as qconfig\n",
"from qlib.utils import init_instance_by_config\n",
"\n",
"qlib.init(provider_uri='~/.qlib/qlib_data/cn_data', region=qconfig.REG_CN)\n",
"\n",
"dataset_config = {\n",
" \"class\": \"DatasetH\",\n",
" \"module_path\": \"qlib.data.dataset\",\n",
" \"kwargs\": {\n",
" \"handler\": {\n",
" \"class\": \"Alpha158\",\n",
" \"module_path\": \"qlib.contrib.data.handler\",\n",
" \"kwargs\": {\n",
" \"start_time\": \"2008-01-01\",\n",
" \"end_time\": \"2020-08-01\",\n",
" \"fit_start_time\": \"2008-01-01\",\n",
" \"fit_end_time\": \"2014-12-31\",\n",
" \"instruments\": \"csi300\",\n",
" },\n",
" },\n",
" \"segments\": {\n",
" \"train\": (\"2008-01-01\", \"2014-12-31\"),\n",
" \"valid\": (\"2015-01-01\", \"2016-12-31\"),\n",
" \"test\": (\"2017-01-01\", \"2020-08-01\"),\n",
" },\n",
" },\n",
" }"
]
},
{
"cell_type": "code",
"execution_count": 2,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"{'class': 'DatasetH',\n",
" 'kwargs': {'handler': {'class': 'Alpha158',\n",
" 'kwargs': {'end_time': '2020-08-01',\n",
" 'fit_end_time': '2014-12-31',\n",
" 'fit_start_time': '2008-01-01',\n",
" 'instruments': 'csi300',\n",
" 'start_time': '2008-01-01'},\n",
" 'module_path': 'qlib.contrib.data.handler'},\n",
" 'segments': {'test': ('2017-01-01', '2020-08-01'),\n",
" 'train': ('2008-01-01', '2014-12-31'),\n",
" 'valid': ('2015-01-01', '2016-12-31')}},\n",
" 'module_path': 'qlib.data.dataset'}\n"
]
},
{
"name": "stderr",
"output_type": "stream",
"text": [
"[95290:MainThread](2021-03-03 12:18:43,481) INFO - qlib.timer - [log.py:81] - Time cost: 237.911s | Loading data Done\n",
"[95290:MainThread](2021-03-03 12:18:45,080) INFO - qlib.timer - [log.py:81] - Time cost: 0.465s | DropnaLabel Done\n",
"[95290:MainThread](2021-03-03 12:18:51,572) INFO - qlib.timer - [log.py:81] - Time cost: 6.491s | CSZScoreNorm Done\n",
"[95290:MainThread](2021-03-03 12:18:51,573) INFO - qlib.timer - [log.py:81] - Time cost: 8.090s | fit & process data Done\n",
"[95290:MainThread](2021-03-03 12:18:51,573) INFO - qlib.timer - [log.py:81] - Time cost: 246.003s | Init data Done\n"
]
}
],
"source": [
"pprint.pprint(dataset_config)\n",
"dataset = init_instance_by_config(dataset_config)"
]
},
{
"cell_type": "code",
"execution_count": 7,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"{'class': 'MLflowExpManager', 'module_path': 'qlib.workflow.expm', 'kwargs': {'uri': 'file:/Users/xuanyidong/Desktop/AutoDL-Projects/notebooks/Q/mlruns', 'default_exp_name': 'Experiment'}}\n",
"Wrapper(provider=<qlib.workflow.QlibRecorder object at 0x7ff46b8a4850>)\n",
"<qlib.workflow.expm.MLflowExpManager object at 0x7ff46b8a4c10>\n"
]
}
],
"source": [
"from qlib.workflow import R\n",
"from qlib.config import C\n",
"print(C.exp_manager)\n",
"print(R)\n",
"print(R.exp_manager)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
"kernelspec": {
"display_name": "Python 3",
"language": "python",
"name": "python3"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.8.3"
}
},
"nbformat": 4,
"nbformat_minor": 4
}