Fix bugs in the new models
This commit is contained in:
D-X-Y
@@ -2,17 +2,42 @@
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"cells": [
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{
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"cell_type": "code",
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"execution_count": 1,
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"execution_count": null,
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"metadata": {},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"library path: /Users/xuanyidong/Desktop/XAutoDL/lib\n"
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]
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},
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{
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"name": "stderr",
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"output_type": "stream",
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"text": [
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"[95290:MainThread](2021-03-03 12:14:32,922) INFO - qlib.Initialization - [config.py:276] - default_conf: client.\n",
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"[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",
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"[95290:MainThread](2021-03-03 12:14:33,203) INFO - qlib.Initialization - [__init__.py:46] - qlib successfully initialized based on client settings.\n",
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"[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"
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"[61704:MainThread](2021-03-22 13:56:38,104) INFO - qlib.Initialization - [config.py:276] - default_conf: client.\n",
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"[61704:MainThread](2021-03-22 13:56:38,106) WARNING - qlib.Initialization - [config.py:291] - redis connection failed(host=127.0.0.1 port=6379), cache will not be used!\n",
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"[61704:MainThread](2021-03-22 13:56:38,680) INFO - qlib.Initialization - [__init__.py:46] - qlib successfully initialized based on client settings.\n",
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"[61704:MainThread](2021-03-22 13:56:38,681) INFO - qlib.Initialization - [__init__.py:47] - data_path=/Users/xuanyidong/.qlib/qlib_data/cn_data\n"
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]
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},
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"{'class': 'DatasetH',\n",
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" 'kwargs': {'handler': {'class': 'Alpha158',\n",
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" 'kwargs': {'end_time': '2020-08-01',\n",
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" 'fit_end_time': '2014-12-31',\n",
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" 'fit_start_time': '2008-01-01',\n",
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" 'instruments': 'csi100',\n",
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" 'start_time': '2008-01-01'},\n",
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" 'module_path': 'qlib.contrib.data.handler'},\n",
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" 'segments': {'test': ('2017-01-01', '2020-08-01'),\n",
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" 'train': ('2008-01-01', '2014-12-31'),\n",
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" 'valid': ('2015-01-01', '2016-12-31')}},\n",
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" 'module_path': 'qlib.data.dataset'}\n"
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]
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}
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],
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@@ -24,6 +49,16 @@
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"import numpy as np\n",
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"import pandas as pd\n",
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"\n",
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"from pathlib import Path\n",
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"\n",
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"__file__ = os.path.dirname(os.path.realpath(\"__file__\"))\n",
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"\n",
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"lib_dir = (Path(__file__).parent / \"..\" / \"lib\").resolve()\n",
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"print(\"library path: {:}\".format(lib_dir))\n",
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"assert lib_dir.exists(), \"{:} does not exist\".format(lib_dir)\n",
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"if str(lib_dir) not in sys.path:\n",
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" sys.path.insert(0, str(lib_dir))\n",
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"\n",
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"from qlib import config as qconfig\n",
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"from qlib.utils import init_instance_by_config\n",
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"\n",
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@@ -41,7 +76,7 @@
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" \"end_time\": \"2020-08-01\",\n",
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" \"fit_start_time\": \"2008-01-01\",\n",
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" \"fit_end_time\": \"2014-12-31\",\n",
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" \"instruments\": \"csi300\",\n",
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" \"instruments\": \"csi100\",\n",
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" },\n",
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" },\n",
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" \"segments\": {\n",
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@@ -50,7 +85,15 @@
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" \"test\": (\"2017-01-01\", \"2020-08-01\"),\n",
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" },\n",
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" },\n",
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" }"
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" }\n",
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"pprint.pprint(dataset_config)\n",
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"dataset = init_instance_by_config(dataset_config)\n",
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"\n",
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"df_train, df_valid, df_test = dataset.prepare(\n",
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" [\"train\", \"valid\", \"test\"],\n",
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" col_set=[\"feature\", \"label\"],\n",
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" data_key=DataHandlerLP.DK_L,\n",
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" )"
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]
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},
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{
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@@ -89,39 +132,10 @@
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}
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],
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"source": [
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"pprint.pprint(dataset_config)\n",
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"dataset = init_instance_by_config(dataset_config)"
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"from trade_models.transformations import get_transformer\n",
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"\n",
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"model = get_transformer(None)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 7,
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"metadata": {},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"{'class': 'MLflowExpManager', 'module_path': 'qlib.workflow.expm', 'kwargs': {'uri': 'file:/Users/xuanyidong/Desktop/AutoDL-Projects/notebooks/Q/mlruns', 'default_exp_name': 'Experiment'}}\n",
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"Wrapper(provider=<qlib.workflow.QlibRecorder object at 0x7ff46b8a4850>)\n",
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"<qlib.workflow.expm.MLflowExpManager object at 0x7ff46b8a4c10>\n"
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]
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}
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],
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"source": [
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"from qlib.workflow import R\n",
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"from qlib.config import C\n",
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"print(C.exp_manager)\n",
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"print(R)\n",
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"print(R.exp_manager)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": []
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}
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],
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"metadata": {
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@@ -140,7 +154,7 @@
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.8.3"
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"version": "3.8.8"
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}
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},
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"nbformat": 4,
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