Upgrade organize results

.latent-data/qlib

@@ -1 +1 @@
-Subproject commit 73b7107ee89f890456f62fc222f71b2e9f5ed23e
+Subproject commit d13c9ae01869a31f123285a792b674694f844370

exps/trading/organize_results.py

@@ -44,7 +44,15 @@ class QResult:
         xformat = "{:" + str(space) + "s}"
         return xformat.format(str(xstr))
 
-    def info(self, keys: List[Text], separate: Text = "", space: int = 25, show=True):
+    @staticmethod
+    def merge_dict(dict_list):
+        new_dict = dict()
+        for xkey in dict_list[0].keys():
+            values = [x for xdict in dict_list for x in xdict[xkey]]
+            new_dict[xkey] = values
+        return new_dict
+
+    def info(self, keys: List[Text], separate: Text = "", space: int = 25, verbose: bool = True):
         avaliable_keys = []
         for key in keys:
             if key not in self.result:
@@ -59,21 +67,30 @@ class QResult:
             std = np.std(current_values)
             values.append("{:.4f} $\pm$ {:.4f}".format(mean, std))
         value_str = separate.join([self.full_str(x, space) for x in values])
-        if show:
+        if verbose:
             print(head_str)
             print(value_str)
-        else:
-            return head_str, value_str
+        return head_str, value_str
 
 
-def compare_results(heads, values, names, space=10):
+def compare_results(heads, values, names, space=15, verbose=True, sort_key=False):
     for idx, x in enumerate(heads):
         assert x == heads[0], "[{:}] {:} vs {:}".format(idx, x, heads[0])
     new_head = QResult.full_str("Name", space) + heads[0]
-    print(new_head)
+    info_str_dict = dict(head=new_head, lines=[])
     for name, value in zip(names, values):
         xline = QResult.full_str(name, space) + value
-        print(xline)
+        info_str_dict["lines"].append(xline)
+    if verbose:
+        print(info_str_dict["head"])
+        if sort_key:
+            lines = sorted(list(zip(values, info_str_dict["lines"])), key=lambda x: float(x[0].split(" ")[0]))
+            lines = [x[1] for x in lines]
+        else:
+            lines = info_str_dict["lines"]
+        for xline in lines:
+            print(xline)
+    return info_str_dict
 
 
 def filter_finished(recorders):
@@ -87,8 +104,8 @@ def filter_finished(recorders):
     return returned_recorders, not_finished
 
 
-def main(xargs):
-    R.reset_default_uri(xargs.save_dir)
+def query_info(save_dir, verbose):
+    R.reset_default_uri(save_dir)
     experiments = R.list_experiments()
 
     key_map = {
@@ -102,35 +119,60 @@ def main(xargs):
     }
     all_keys = list(key_map.values())
 
-    print("There are {:} experiments.".format(len(experiments)))
+    if verbose:
+        print("There are {:} experiments.".format(len(experiments)))
     head_strs, value_strs, names = [], [], []
     for idx, (key, experiment) in enumerate(experiments.items()):
         if experiment.id == "0":
             continue
         recorders = experiment.list_recorders()
         recorders, not_finished = filter_finished(recorders)
-        print(
-            "====>>>> {:02d}/{:02d}-th experiment {:9s} has {:02d}/{:02d} finished recorders.".format(
-                idx, len(experiments), experiment.name, len(recorders), len(recorders) + not_finished
+        if verbose:
+            print(
+                "====>>>> {:02d}/{:02d}-th experiment {:9s} has {:02d}/{:02d} finished recorders.".format(
+                    idx, len(experiments), experiment.name, len(recorders), len(recorders) + not_finished
+                )
             )
-        )
         result = QResult()
         for recorder_id, recorder in recorders.items():
             result.update(recorder.list_metrics(), key_map)
-        head_str, value_str = result.info(all_keys, show=False)
+        head_str, value_str = result.info(all_keys, verbose=verbose)
         head_strs.append(head_str)
         value_strs.append(value_str)
         names.append(experiment.name)
-    compare_results(head_strs, value_strs, names, space=10)
+    info_str_dict = compare_results(head_strs, value_strs, names, space=10, verbose=verbose)
+    info_value_dict = dict(heads=head_strs, values=value_strs, names=names)
+    return info_str_dict, info_value_dict
 
 
 if __name__ == "__main__":
 
     parser = argparse.ArgumentParser("Show Results")
-    parser.add_argument("--save_dir", type=str, default="./outputs/qlib-baselines", help="The checkpoint directory.")
+
+    def str2bool(v):
+        if isinstance(v, bool):
+            return v
+        elif v.lower() in ("yes", "true", "t", "y", "1"):
+            return True
+        elif v.lower() in ("no", "false", "f", "n", "0"):
+            return False
+        else:
+            raise argparse.ArgumentTypeError("Boolean value expected.")
+
+    parser.add_argument(
+        "--save_dir", type=str, nargs="+", default=["./outputs/qlib-baselines"], help="The checkpoint directory."
+    )
+    parser.add_argument("--verbose", type=str2bool, default=False, help="Print detailed log information or not")
     args = parser.parse_args()
 
+    print("Show results of {:}".format(args.save_dir))
+
     provider_uri = "~/.qlib/qlib_data/cn_data"
     qlib.init(provider_uri=provider_uri, region=REG_CN)
 
-    main(args)
+    all_info_dict = []
+    for save_dir in args.save_dir:
+        _, info_dict = query_info(save_dir, args.verbose)
+        all_info_dict.append(info_dict)
+    info_dict = QResult.merge_dict(all_info_dict)
+    compare_results(info_dict["heads"], info_dict["values"], info_dict["names"], space=15, verbose=True, sort_key=True)