Update visualization codes
This commit is contained in:
		| @@ -18,10 +18,10 @@ | ||||
|      "name": "stderr", | ||||
|      "output_type": "stream", | ||||
|      "text": [ | ||||
|       "[68147:MainThread](2021-04-12 13:09:24,409) INFO - qlib.Initialization - [config.py:276] - default_conf: client.\n", | ||||
|       "[68147:MainThread](2021-04-12 13:09:24,411) WARNING - qlib.Initialization - [config.py:291] - redis connection failed(host=127.0.0.1 port=6379), cache will not be used!\n", | ||||
|       "[68147:MainThread](2021-04-12 13:09:24,414) INFO - qlib.Initialization - [__init__.py:46] - qlib successfully initialized based on client settings.\n", | ||||
|       "[68147:MainThread](2021-04-12 13:09:24,417) INFO - qlib.Initialization - [__init__.py:47] - data_path=/Users/xuanyidong/.qlib/qlib_data/cn_data\n" | ||||
|       "[70148:MainThread](2021-04-12 13:23:30,262) INFO - qlib.Initialization - [config.py:276] - default_conf: client.\n", | ||||
|       "[70148:MainThread](2021-04-12 13:23:30,266) WARNING - qlib.Initialization - [config.py:291] - redis connection failed(host=127.0.0.1 port=6379), cache will not be used!\n", | ||||
|       "[70148:MainThread](2021-04-12 13:23:30,269) INFO - qlib.Initialization - [__init__.py:46] - qlib successfully initialized based on client settings.\n", | ||||
|       "[70148:MainThread](2021-04-12 13:23:30,271) INFO - qlib.Initialization - [__init__.py:47] - data_path=/Users/xuanyidong/.qlib/qlib_data/cn_data\n" | ||||
|      ] | ||||
|     } | ||||
|    ], | ||||
| @@ -142,7 +142,7 @@ | ||||
|      "name": "stderr", | ||||
|      "output_type": "stream", | ||||
|      "text": [ | ||||
|       "[68147:MainThread](2021-04-12 13:09:25,066) INFO - qlib.workflow - [expm.py:290] - <mlflow.tracking.client.MlflowClient object at 0x7fd449277a30>\n" | ||||
|       "[70148:MainThread](2021-04-12 13:23:31,137) INFO - qlib.workflow - [expm.py:290] - <mlflow.tracking.client.MlflowClient object at 0x7f8c4a47efa0>\n" | ||||
|      ] | ||||
|     }, | ||||
|     { | ||||
| @@ -233,6 +233,7 @@ | ||||
|     "            cmap=cm.Spectral, linewidth=0.2, antialiased=True)\n", | ||||
|     "        cur_ax.set_xticks(raw_depths)\n", | ||||
|     "        cur_ax.set_yticks(raw_channels)\n", | ||||
|     "        cur_ax.set_zticks(np.arange(4, 11, 2))\n", | ||||
|     "        cur_ax.set_xlabel(\"#depth\", fontsize=LabelSize)\n", | ||||
|     "        cur_ax.set_ylabel(\"#channels\", fontsize=LabelSize)\n", | ||||
|     "        cur_ax.set_zlabel(\"{:} IC (%)\".format('training' if train_or_test else 'validation'), fontsize=LabelSize)\n", | ||||
|   | ||||
| @@ -18,10 +18,10 @@ | ||||
|      "name": "stderr", | ||||
|      "output_type": "stream", | ||||
|      "text": [ | ||||
|       "[64660:MainThread](2021-04-11 23:57:38,079) INFO - qlib.Initialization - [config.py:276] - default_conf: client.\n", | ||||
|       "[64660:MainThread](2021-04-11 23:57:38,081) WARNING - qlib.Initialization - [config.py:291] - redis connection failed(host=127.0.0.1 port=6379), cache will not be used!\n", | ||||
|       "[64660:MainThread](2021-04-11 23:57:38,083) INFO - qlib.Initialization - [__init__.py:46] - qlib successfully initialized based on client settings.\n", | ||||
|       "[64660:MainThread](2021-04-11 23:57:38,084) INFO - qlib.Initialization - [__init__.py:47] - data_path=/Users/xuanyidong/.qlib/qlib_data/cn_data\n" | ||||
|       "[70363:MainThread](2021-04-12 13:25:01,065) INFO - qlib.Initialization - [config.py:276] - default_conf: client.\n", | ||||
|       "[70363:MainThread](2021-04-12 13:25:01,069) WARNING - qlib.Initialization - [config.py:291] - redis connection failed(host=127.0.0.1 port=6379), cache will not be used!\n", | ||||
|       "[70363:MainThread](2021-04-12 13:25:01,085) INFO - qlib.Initialization - [__init__.py:46] - qlib successfully initialized based on client settings.\n", | ||||
|       "[70363:MainThread](2021-04-12 13:25:01,092) INFO - qlib.Initialization - [__init__.py:47] - data_path=/Users/xuanyidong/.qlib/qlib_data/cn_data\n" | ||||
|      ] | ||||
|     } | ||||
|    ], | ||||
| @@ -142,7 +142,7 @@ | ||||
|      "name": "stderr", | ||||
|      "output_type": "stream", | ||||
|      "text": [ | ||||
|       "[64660:MainThread](2021-04-11 23:57:38,469) INFO - qlib.workflow - [expm.py:290] - <mlflow.tracking.client.MlflowClient object at 0x7fba2bc7df70>\n" | ||||
|       "[70363:MainThread](2021-04-12 13:25:01,647) INFO - qlib.workflow - [expm.py:290] - <mlflow.tracking.client.MlflowClient object at 0x7fa920e56820>\n" | ||||
|      ] | ||||
|     }, | ||||
|     { | ||||
| @@ -182,7 +182,7 @@ | ||||
|   }, | ||||
|   { | ||||
|    "cell_type": "code", | ||||
|    "execution_count": 27, | ||||
|    "execution_count": 8, | ||||
|    "id": "supreme-basis", | ||||
|    "metadata": {}, | ||||
|    "outputs": [], | ||||
| @@ -204,7 +204,7 @@ | ||||
|     "    \n", | ||||
|     "    dpi, width, height = 200, 4000, 2000\n", | ||||
|     "    figsize = width / float(dpi), height / float(dpi)\n", | ||||
|     "    LabelSize, LegendFontsize = 22, 18\n", | ||||
|     "    LabelSize, LegendFontsize = 22, 22\n", | ||||
|     "    font_gap = 5\n", | ||||
|     "    colors = ['k', 'r']\n", | ||||
|     "    markers = ['*', 'o']\n", | ||||
| @@ -227,6 +227,7 @@ | ||||
|     "            cur_ax.scatter(x_values, y_values,\n", | ||||
|     "                           marker=markers[idx], s=3, c=colors[idx], alpha=0.9,\n", | ||||
|     "                           label=legend)\n", | ||||
|     "        cur_ax.set_yticks(np.arange(4, 11, 2))\n", | ||||
|     "        cur_ax.set_xlabel(\"sorted architectures\", fontsize=LabelSize)\n", | ||||
|     "        cur_ax.set_ylabel(\"{:} IC (%)\".format('training' if train_or_test else 'validation'), fontsize=LabelSize)\n", | ||||
|     "        for tick in cur_ax.xaxis.get_major_ticks():\n", | ||||
| @@ -246,7 +247,7 @@ | ||||
|   }, | ||||
|   { | ||||
|    "cell_type": "code", | ||||
|    "execution_count": 28, | ||||
|    "execution_count": 9, | ||||
|    "id": "shared-envelope", | ||||
|    "metadata": {}, | ||||
|    "outputs": [ | ||||
| @@ -254,7 +255,7 @@ | ||||
|      "name": "stdout", | ||||
|      "output_type": "stream", | ||||
|      "text": [ | ||||
|       "{'TSF-8x6', 'TSF-6x6', 'TSF-4x24', 'TSF-3x32', 'TSF-7x6', 'TSF-4x12', 'TSF-2x12', 'TSF-1x24', 'TSF-1x32', 'TSF-6x32', 'TSF-7x48', 'TSF-4x6', 'TSF-5x32', 'TSF-6x24', 'TSF-8x24', 'TSF-5x6', 'TSF-3x24', 'TSF-6x12', 'TSF-3x12', 'TSF-5x64', 'TSF-5x12', 'TSF-7x32', 'TSF-6x48', 'TSF-3x64', 'TSF-5x48', 'TSF-7x24', 'TSF-4x32', 'TSF-4x64', 'TSF-2x64', 'TSF-8x12', 'TSF-7x64', 'TSF-3x6', 'TSF-1x6', 'TSF-8x64', 'TSF-2x6', 'TSF-6x64', 'TSF-7x12', 'TSF-2x24', 'TSF-8x48', 'TSF-1x64', 'TSF-4x48', 'TSF-8x32', 'TSF-2x48', 'TSF-1x12', 'TSF-5x24', 'TSF-3x48', 'TSF-2x32', 'TSF-1x48'}\n", | ||||
|       "{'TSF-3x48', 'TSF-2x64', 'TSF-2x12', 'TSF-8x48', 'TSF-6x32', 'TSF-4x48', 'TSF-8x6', 'TSF-4x6', 'TSF-2x32', 'TSF-5x12', 'TSF-5x64', 'TSF-1x64', 'TSF-2x24', 'TSF-8x24', 'TSF-4x12', 'TSF-6x12', 'TSF-1x32', 'TSF-5x32', 'TSF-3x24', 'TSF-8x12', 'TSF-5x48', 'TSF-6x64', 'TSF-7x64', 'TSF-7x48', 'TSF-1x6', 'TSF-2x48', 'TSF-7x24', 'TSF-3x32', 'TSF-1x24', 'TSF-4x64', 'TSF-3x12', 'TSF-8x64', 'TSF-4x32', 'TSF-5x6', 'TSF-7x6', 'TSF-7x12', 'TSF-3x6', 'TSF-4x24', 'TSF-6x48', 'TSF-6x6', 'TSF-1x48', 'TSF-1x12', 'TSF-7x32', 'TSF-5x24', 'TSF-2x6', 'TSF-6x24', 'TSF-3x64', 'TSF-8x32'}\n", | ||||
|       "The Desktop is at: /Users/xuanyidong/Desktop\n", | ||||
|       "There are 104 qlib-results\n" | ||||
|      ] | ||||
|   | ||||
							
								
								
									
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| { | ||||
|  "cells": [ | ||||
|   { | ||||
|    "cell_type": "code", | ||||
|    "execution_count": 1, | ||||
|    "id": "afraid-minutes", | ||||
|    "metadata": {}, | ||||
|    "outputs": [ | ||||
|     { | ||||
|      "name": "stdout", | ||||
|      "output_type": "stream", | ||||
|      "text": [ | ||||
|       "The root path: /Users/xuanyidong/Desktop/AutoDL-Projects\n", | ||||
|       "The library path: /Users/xuanyidong/Desktop/AutoDL-Projects/lib\n" | ||||
|      ] | ||||
|     } | ||||
|    ], | ||||
|    "source": [ | ||||
|     "import os\n", | ||||
|     "import re\n", | ||||
|     "import sys\n", | ||||
|     "import torch\n", | ||||
|     "import pprint\n", | ||||
|     "import numpy as np\n", | ||||
|     "import pandas as pd\n", | ||||
|     "from pathlib import Path\n", | ||||
|     "from scipy.interpolate import make_interp_spline\n", | ||||
|     "\n", | ||||
|     "__file__ = os.path.dirname(os.path.realpath(\"__file__\"))\n", | ||||
|     "root_dir = (Path(__file__).parent / \"..\").resolve()\n", | ||||
|     "lib_dir = (root_dir / \"lib\").resolve()\n", | ||||
|     "print(\"The root path: {:}\".format(root_dir))\n", | ||||
|     "print(\"The library path: {:}\".format(lib_dir))\n", | ||||
|     "assert lib_dir.exists(), \"{:} does not exist\".format(lib_dir)\n", | ||||
|     "if str(lib_dir) not in sys.path:\n", | ||||
|     "    sys.path.insert(0, str(lib_dir))\n", | ||||
|     "from utils.qlib_utils import QResult" | ||||
|    ] | ||||
|   }, | ||||
|   { | ||||
|    "cell_type": "code", | ||||
|    "execution_count": 2, | ||||
|    "id": "continental-drain", | ||||
|    "metadata": {}, | ||||
|    "outputs": [ | ||||
|     { | ||||
|      "name": "stdout", | ||||
|      "output_type": "stream", | ||||
|      "text": [ | ||||
|       "TSF-2x24-drop0_0s2013-01-01\n", | ||||
|       "TSF-2x24-drop0_0s2012-01-01\n", | ||||
|       "TSF-2x24-drop0_0s2008-01-01\n", | ||||
|       "TSF-2x24-drop0_0s2009-01-01\n", | ||||
|       "TSF-2x24-drop0_0s2010-01-01\n", | ||||
|       "TSF-2x24-drop0_0s2011-01-01\n", | ||||
|       "TSF-2x24-drop0_0s2008-07-01\n", | ||||
|       "TSF-2x24-drop0_0s2009-07-01\n", | ||||
|       "There are 3011 dates\n", | ||||
|       "Dates: 2008-01-02 2008-01-03\n" | ||||
|      ] | ||||
|     } | ||||
|    ], | ||||
|    "source": [ | ||||
|     "qresults = torch.load(os.path.join(root_dir, 'notebooks', 'TOT', 'temp-time-x.pth'))\n", | ||||
|     "for qresult in qresults:\n", | ||||
|     "    print(qresult.name)\n", | ||||
|     "all_dates = set()\n", | ||||
|     "for qresult in qresults:\n", | ||||
|     "    dates = qresult.find_all_dates()\n", | ||||
|     "    for date in dates:\n", | ||||
|     "        all_dates.add(date)\n", | ||||
|     "all_dates = sorted(list(all_dates))\n", | ||||
|     "print('There are {:} dates'.format(len(all_dates)))\n", | ||||
|     "print('Dates: {:} {:}'.format(all_dates[0], all_dates[1]))" | ||||
|    ] | ||||
|   }, | ||||
|   { | ||||
|    "cell_type": "code", | ||||
|    "execution_count": 3, | ||||
|    "id": "intimate-approval", | ||||
|    "metadata": {}, | ||||
|    "outputs": [], | ||||
|    "source": [ | ||||
|     "import matplotlib\n", | ||||
|     "from matplotlib import cm\n", | ||||
|     "matplotlib.use(\"agg\")\n", | ||||
|     "import matplotlib.pyplot as plt\n", | ||||
|     "import matplotlib.ticker as ticker" | ||||
|    ] | ||||
|   }, | ||||
|   { | ||||
|    "cell_type": "code", | ||||
|    "execution_count": 6, | ||||
|    "id": "supreme-basis", | ||||
|    "metadata": {}, | ||||
|    "outputs": [], | ||||
|    "source": [ | ||||
|     "def vis_time_curve(qresults, dates, use_original, save_path):\n", | ||||
|     "    save_dir = (save_path / '..').resolve()\n", | ||||
|     "    save_dir.mkdir(parents=True, exist_ok=True)\n", | ||||
|     "    print('There are {:} qlib-results'.format(len(qresults)))\n", | ||||
|     "    \n", | ||||
|     "    dpi, width, height = 200, 5000, 2000\n", | ||||
|     "    figsize = width / float(dpi), height / float(dpi)\n", | ||||
|     "    LabelSize, LegendFontsize = 22, 12\n", | ||||
|     "    font_gap = 5\n", | ||||
|     "    linestyles = ['-', '--']\n", | ||||
|     "    colors = ['k', 'r']\n", | ||||
|     "    \n", | ||||
|     "    fig = plt.figure(figsize=figsize)\n", | ||||
|     "    cur_ax = fig.add_subplot(1, 1, 1)\n", | ||||
|     "    for idx, qresult in enumerate(qresults):\n", | ||||
|     "        print('Visualize [{:}] -- {:}'.format(idx, qresult.name))\n", | ||||
|     "        x_axis, y_axis = [], []\n", | ||||
|     "        for idate, date in enumerate(dates):\n", | ||||
|     "            if date in qresult._date2ICs[-1]:\n", | ||||
|     "                mean, std = qresult.get_IC_by_date(date, 100)\n", | ||||
|     "                if not np.isnan(mean):\n", | ||||
|     "                    x_axis.append(idate)\n", | ||||
|     "                    y_axis.append(mean)\n", | ||||
|     "        x_axis, y_axis = np.array(x_axis), np.array(y_axis)\n", | ||||
|     "        if use_original:\n", | ||||
|     "            cur_ax.plot(x_axis, y_axis, linewidth=1, color=colors[idx], linestyle=linestyles[idx])\n", | ||||
|     "        else:\n", | ||||
|     "            xnew = np.linspace(x_axis.min(), x_axis.max(), 200)\n", | ||||
|     "            spl = make_interp_spline(x_axis, y_axis, k=5)\n", | ||||
|     "            ynew = spl(xnew)\n", | ||||
|     "            cur_ax.plot(xnew, ynew, linewidth=2, color=colors[idx], linestyle=linestyles[idx])\n", | ||||
|     "        \n", | ||||
|     "    for tick in cur_ax.xaxis.get_major_ticks():\n", | ||||
|     "        tick.label.set_fontsize(LabelSize - font_gap)\n", | ||||
|     "    for tick in cur_ax.yaxis.get_major_ticks():\n", | ||||
|     "        tick.label.set_fontsize(LabelSize - font_gap)\n", | ||||
|     "    cur_ax.set_ylabel(\"IC (%)\", fontsize=LabelSize)\n", | ||||
|     "    fig.savefig(save_path, dpi=dpi, bbox_inches=\"tight\", format=\"pdf\")\n", | ||||
|     "    plt.close(\"all\")" | ||||
|    ] | ||||
|   }, | ||||
|   { | ||||
|    "cell_type": "code", | ||||
|    "execution_count": 7, | ||||
|    "id": "shared-envelope", | ||||
|    "metadata": {}, | ||||
|    "outputs": [ | ||||
|     { | ||||
|      "name": "stdout", | ||||
|      "output_type": "stream", | ||||
|      "text": [ | ||||
|       "The Desktop is at: /Users/xuanyidong/Desktop\n", | ||||
|       "There are 2 qlib-results\n", | ||||
|       "Visualize [0] -- TSF-2x24-drop0_0s2008-01-01\n", | ||||
|       "Visualize [1] -- TSF-2x24-drop0_0s2009-07-01\n", | ||||
|       "There are 2 qlib-results\n", | ||||
|       "Visualize [0] -- TSF-2x24-drop0_0s2008-01-01\n", | ||||
|       "Visualize [1] -- TSF-2x24-drop0_0s2009-07-01\n" | ||||
|      ] | ||||
|     } | ||||
|    ], | ||||
|    "source": [ | ||||
|     "# Visualization\n", | ||||
|     "home_dir = Path.home()\n", | ||||
|     "desktop_dir = home_dir / 'Desktop'\n", | ||||
|     "print('The Desktop is at: {:}'.format(desktop_dir))\n", | ||||
|     "\n", | ||||
|     "vis_time_curve(\n", | ||||
|     "    (qresults[2], qresults[-1]),\n", | ||||
|     "    all_dates,\n", | ||||
|     "    True,\n", | ||||
|     "    desktop_dir / 'es_csi300_time_curve.pdf')\n", | ||||
|     "\n", | ||||
|     "vis_time_curve(\n", | ||||
|     "    (qresults[2], qresults[-1]),\n", | ||||
|     "    all_dates,\n", | ||||
|     "    False,\n", | ||||
|     "    desktop_dir / 'es_csi300_time_curve-inter.pdf')" | ||||
|    ] | ||||
|   }, | ||||
|   { | ||||
|    "cell_type": "code", | ||||
|    "execution_count": null, | ||||
|    "id": "exempt-stable", | ||||
|    "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": "3.8.8" | ||||
|   } | ||||
|  }, | ||||
|  "nbformat": 4, | ||||
|  "nbformat_minor": 5 | ||||
| } | ||||
							
								
								
									
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| { | ||||
|  "cells": [ | ||||
|   { | ||||
|    "cell_type": "code", | ||||
|    "execution_count": 1, | ||||
|    "id": "filled-multiple", | ||||
|    "metadata": {}, | ||||
|    "outputs": [], | ||||
|    "source": [ | ||||
|     "#\n", | ||||
|     "# %matplotlib notebook\n", | ||||
|     "from pathlib import Path\n", | ||||
|     "import numpy as np\n", | ||||
|     "import matplotlib\n", | ||||
|     "from matplotlib import cm\n", | ||||
|     "matplotlib.use(\"agg\")\n", | ||||
|     "import matplotlib.pyplot as plt\n", | ||||
|     "import matplotlib.ticker as ticker" | ||||
|    ] | ||||
|   }, | ||||
|   { | ||||
|    "cell_type": "code", | ||||
|    "execution_count": 2, | ||||
|    "id": "supreme-basis", | ||||
|    "metadata": {}, | ||||
|    "outputs": [], | ||||
|    "source": [ | ||||
|     "def visualize_syn(save_path):\n", | ||||
|     "    save_dir = (save_path / '..').resolve()\n", | ||||
|     "    save_dir.mkdir(parents=True, exist_ok=True)\n", | ||||
|     "    \n", | ||||
|     "    dpi, width, height = 50, 2000, 1000\n", | ||||
|     "    figsize = width / float(dpi), height / float(dpi)\n", | ||||
|     "    LabelSize, font_gap = 30, 4\n", | ||||
|     "    \n", | ||||
|     "    fig = plt.figure(figsize=figsize)\n", | ||||
|     "    \n", | ||||
|     "    times = np.arange(0, np.pi * 100, 0.1)\n", | ||||
|     "    num = len(times)\n", | ||||
|     "    x = []\n", | ||||
|     "    for i in range(num):\n", | ||||
|     "        scale = (i + 1.) / num * 4\n", | ||||
|     "        value = times[i] * scale\n", | ||||
|     "        x.append(np.sin(value) * (1.3 - scale))\n", | ||||
|     "    x = np.array(x)\n", | ||||
|     "    y = np.cos( x * x - 0.3 * x )\n", | ||||
|     "    \n", | ||||
|     "    cur_ax = fig.add_subplot(2, 1, 1)\n", | ||||
|     "    cur_ax.plot(times, x)\n", | ||||
|     "    cur_ax.set_xlabel(\"time\", fontsize=LabelSize)\n", | ||||
|     "    cur_ax.set_ylabel(\"x\", fontsize=LabelSize)\n", | ||||
|     "    for tick in cur_ax.xaxis.get_major_ticks():\n", | ||||
|     "        tick.label.set_fontsize(LabelSize - font_gap)\n", | ||||
|     "        tick.label.set_rotation(30)\n", | ||||
|     "    for tick in cur_ax.yaxis.get_major_ticks():\n", | ||||
|     "        tick.label.set_fontsize(LabelSize - font_gap)\n", | ||||
|     "        \n", | ||||
|     "    \n", | ||||
|     "    cur_ax = fig.add_subplot(2, 1, 2)\n", | ||||
|     "    cur_ax.plot(times, y)\n", | ||||
|     "    cur_ax.set_xlabel(\"time\", fontsize=LabelSize)\n", | ||||
|     "    cur_ax.set_ylabel(\"f(x)\", fontsize=LabelSize)\n", | ||||
|     "    for tick in cur_ax.xaxis.get_major_ticks():\n", | ||||
|     "        tick.label.set_fontsize(LabelSize - font_gap)\n", | ||||
|     "        tick.label.set_rotation(30)\n", | ||||
|     "    for tick in cur_ax.yaxis.get_major_ticks():\n", | ||||
|     "        tick.label.set_fontsize(LabelSize - font_gap)\n", | ||||
|     "        \n", | ||||
|     "    # fig.tight_layout()\n", | ||||
|     "    # plt.subplots_adjust(wspace=0.05)#, hspace=0.4)\n", | ||||
|     "    fig.savefig(save_path, dpi=dpi, bbox_inches=\"tight\", format=\"pdf\")\n", | ||||
|     "    plt.close(\"all\")\n", | ||||
|     "    # plt.show()" | ||||
|    ] | ||||
|   }, | ||||
|   { | ||||
|    "cell_type": "code", | ||||
|    "execution_count": 3, | ||||
|    "id": "shared-envelope", | ||||
|    "metadata": {}, | ||||
|    "outputs": [ | ||||
|     { | ||||
|      "name": "stdout", | ||||
|      "output_type": "stream", | ||||
|      "text": [ | ||||
|       "The Desktop is at: /Users/xuanyidong/Desktop\n" | ||||
|      ] | ||||
|     } | ||||
|    ], | ||||
|    "source": [ | ||||
|     "# Visualization\n", | ||||
|     "home_dir = Path.home()\n", | ||||
|     "desktop_dir = home_dir / 'Desktop'\n", | ||||
|     "print('The Desktop is at: {:}'.format(desktop_dir))\n", | ||||
|     "visualize_syn(desktop_dir / 'tot-synthetic-v0.pdf')" | ||||
|    ] | ||||
|   }, | ||||
|   { | ||||
|    "cell_type": "code", | ||||
|    "execution_count": null, | ||||
|    "id": "romantic-ordinance", | ||||
|    "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": "3.8.8" | ||||
|   } | ||||
|  }, | ||||
|  "nbformat": 4, | ||||
|  "nbformat_minor": 5 | ||||
| } | ||||
							
								
								
									
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								notebooks/TOT/time-curve.py
									
									
									
									
									
										Normal file
									
								
							
							
						
						
									
										123
									
								
								notebooks/TOT/time-curve.py
									
									
									
									
									
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							| @@ -0,0 +1,123 @@ | ||||
| import os | ||||
| import re | ||||
| import sys | ||||
| import torch | ||||
| import qlib | ||||
| import pprint | ||||
| from collections import OrderedDict | ||||
| import numpy as np | ||||
| import pandas as pd | ||||
|  | ||||
| from pathlib import Path | ||||
|  | ||||
| # __file__ = os.path.dirname(os.path.realpath("__file__")) | ||||
| note_dir = Path(__file__).parent.resolve() | ||||
| root_dir = (Path(__file__).parent / ".." / "..").resolve() | ||||
| lib_dir = (root_dir / "lib").resolve() | ||||
| print("The root path: {:}".format(root_dir)) | ||||
| print("The library path: {:}".format(lib_dir)) | ||||
| assert lib_dir.exists(), "{:} does not exist".format(lib_dir) | ||||
| if str(lib_dir) not in sys.path: | ||||
|     sys.path.insert(0, str(lib_dir)) | ||||
|  | ||||
| import qlib | ||||
| from qlib import config as qconfig | ||||
| from qlib.workflow import R | ||||
| qlib.init(provider_uri='~/.qlib/qlib_data/cn_data', region=qconfig.REG_CN) | ||||
|  | ||||
| from utils.qlib_utils import QResult | ||||
|  | ||||
| def filter_finished(recorders): | ||||
|     returned_recorders = dict() | ||||
|     not_finished = 0 | ||||
|     for key, recorder in recorders.items(): | ||||
|         if recorder.status == "FINISHED": | ||||
|             returned_recorders[key] = recorder | ||||
|         else: | ||||
|             not_finished += 1 | ||||
|     return returned_recorders, not_finished | ||||
|  | ||||
|  | ||||
| def add_to_dict(xdict, timestamp, value): | ||||
|     date = timestamp.date().strftime("%Y-%m-%d") | ||||
|     if date in xdict: | ||||
|       raise ValueError("This date [{:}] is already in the dict".format(date)) | ||||
|     xdict[date] = value | ||||
|  | ||||
| def query_info(save_dir, verbose, name_filter, key_map): | ||||
|     if isinstance(save_dir, list): | ||||
|         results = [] | ||||
|         for x in save_dir: | ||||
|             x = query_info(x, verbose, name_filter, key_map) | ||||
|             results.extend(x) | ||||
|         return results | ||||
|     # Here, the save_dir must be a string | ||||
|     R.set_uri(str(save_dir)) | ||||
|     experiments = R.list_experiments() | ||||
|  | ||||
|     if verbose: | ||||
|         print("There are {:} experiments.".format(len(experiments))) | ||||
|     qresults = [] | ||||
|     for idx, (key, experiment) in enumerate(experiments.items()): | ||||
|         if experiment.id == "0": | ||||
|             continue | ||||
|         if name_filter is not None and re.fullmatch(name_filter, experiment.name) is None: | ||||
|             continue | ||||
|         recorders = experiment.list_recorders() | ||||
|         recorders, not_finished = filter_finished(recorders) | ||||
|         if verbose: | ||||
|             print( | ||||
|                 "====>>>> {:02d}/{:02d}-th experiment {:9s} has {:02d}/{:02d} finished recorders.".format( | ||||
|                     idx + 1, | ||||
|                     len(experiments), | ||||
|                     experiment.name, | ||||
|                     len(recorders), | ||||
|                     len(recorders) + not_finished, | ||||
|                 ) | ||||
|             ) | ||||
|         result = QResult(experiment.name) | ||||
|         for recorder_id, recorder in recorders.items(): | ||||
|             file_names = ['results-train.pkl', 'results-valid.pkl', 'results-test.pkl'] | ||||
|             date2IC = OrderedDict() | ||||
|             for file_name in file_names: | ||||
|                 xtemp = recorder.load_object(file_name)['all-IC'] | ||||
|                 timestamps, values = xtemp.index.tolist(), xtemp.tolist() | ||||
|                 for timestamp, value in zip(timestamps, values): | ||||
|                     add_to_dict(date2IC, timestamp, value) | ||||
|             result.update(recorder.list_metrics(), key_map) | ||||
|             result.append_path( | ||||
|                 os.path.join(recorder.uri, recorder.experiment_id, recorder.id) | ||||
|             ) | ||||
|             result.append_date2ICs(date2IC) | ||||
|         if not len(result): | ||||
|             print("There are no valid recorders for {:}".format(experiment)) | ||||
|             continue | ||||
|         else: | ||||
|             if verbose: | ||||
|                 print( | ||||
|                     "There are {:} valid recorders for {:}".format( | ||||
|                         len(recorders), experiment.name | ||||
|                     ) | ||||
|                 ) | ||||
|         qresults.append(result) | ||||
|     return qresults | ||||
|  | ||||
|  | ||||
| ## | ||||
| paths = [root_dir / 'outputs' / 'qlib-baselines-csi300'] | ||||
| paths = [path.resolve() for path in paths] | ||||
| print(paths) | ||||
|  | ||||
| key_map = dict() | ||||
| for xset in ("train", "valid", "test"): | ||||
|     key_map["{:}-mean-IC".format(xset)] = "IC ({:})".format(xset) | ||||
|     key_map["{:}-mean-ICIR".format(xset)] = "ICIR ({:})".format(xset) | ||||
| qresults = query_info(paths, False, 'TSF-2x24-drop0_0s.*-.*-01', key_map) | ||||
| print('Find {:} results'.format(len(qresults))) | ||||
| times = [] | ||||
| for qresult in qresults: | ||||
|     times.append(qresult.name.split('0_0s')[-1]) | ||||
| print(times) | ||||
| save_path = os.path.join(note_dir, 'temp-time-x.pth') | ||||
| torch.save(qresults, save_path) | ||||
| print(save_path) | ||||
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