Update QLIB

This commit is contained in:
D-X-Y 2021-03-01 19:19:44 +08:00
parent a867ea5209
commit 429cfd3b9a
4 changed files with 121 additions and 5 deletions

2
.gitmodules vendored
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@ -1,3 +1,3 @@
[submodule "qlib-git"] [submodule "qlib-git"]
path = qlib-git path = .latent-data/qlib
url = git@github.com:microsoft/qlib.git url = git@github.com:microsoft/qlib.git

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@ -20,9 +20,6 @@ This project implemented several neural architecture search (NAS) and hyper-para
- All algorithms are in the same codebase - All algorithms are in the same codebase
- Active maintenance - Active maintenance
`git clone --recursive git@github.com:D-X-Y/Auto-Qlib.git`
## AutoDL-Projects Capabilities ## AutoDL-Projects Capabilities
At this moment, this project provides the following algorithms and scripts to run them. Please see the details in the link provided in the description column. At this moment, this project provides the following algorithms and scripts to run them. Please see the details in the link provided in the description column.

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@ -0,0 +1,120 @@
{
"cells": [
{
"cell_type": "code",
"execution_count": 1,
"metadata": {},
"outputs": [
{
"name": "stderr",
"output_type": "stream",
"text": [
"[24128:MainThread](2021-03-01 12:58:36,399) INFO - qlib.Initialization - [config.py:276] - default_conf: client.\n",
"[24128:MainThread](2021-03-01 12:58:36,402) WARNING - qlib.Initialization - [config.py:291] - redis connection failed(host=127.0.0.1 port=6379), cache will not be used!\n",
"[24128:MainThread](2021-03-01 12:58:37,535) INFO - qlib.Initialization - [__init__.py:46] - qlib successfully initialized based on client settings.\n",
"[24128:MainThread](2021-03-01 12:58:37,536) 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",
"qlib.init(provider_uri='~/.qlib/qlib_data/cn_data')"
]
},
{
"cell_type": "code",
"execution_count": 2,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"<qlib.utils.Wrapper object at 0x7fd0af4a3700>\n"
]
}
],
"source": [
"from qlib.data import D"
]
},
{
"cell_type": "code",
"execution_count": 5,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"(1897,)\n",
"[Timestamp('2010-01-04 00:00:00') Timestamp('2010-01-05 00:00:00')\n",
" Timestamp('2010-01-06 00:00:00') ... Timestamp('2017-12-27 00:00:00')\n",
" Timestamp('2017-12-28 00:00:00') Timestamp('2017-12-29 00:00:00')]\n"
]
}
],
"source": [
"calendar = D.calendar(start_time='2010-01-01', end_time='2017-12-31', freq='day')\n",
"print(calendar.shape)\n",
"print(calendar)"
]
},
{
"cell_type": "code",
"execution_count": 10,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"<class 'qlib.config.QlibConfig'>\n",
"LocalProvider\n",
"<class 'qlib.utils.Wrapper'>\n",
"<class 'qlib.data.data.LocalProvider'>\n"
]
}
],
"source": [
"from qlib.config import C\n",
"from qlib.\n",
"print(type(C))\n",
"# print(C)\n",
"print(C.provider)\n",
"print(type(D))\n",
"print(type(D._provider))"
]
},
{
"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
}

@ -1 +0,0 @@
Subproject commit fa8f1cba06ba511744a0625afdf2cc3ac05302d0