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init version of online serving and rolling #290

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merged 77 commits into from
May 17, 2021
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@you-n-g you-n-g commented Feb 26, 2021

Description

init version of online serving and rolling

Motivation and Context

Support Online Serving and Rolling

Types of changes

  • Fix bugs
  • Add new feature
  • Update documentation

qlib/workflow/task/gen.py Outdated Show resolved Hide resolved
examples/workflow_task_rolling.ipynb Outdated Show resolved Hide resolved
qlib/workflow/task/gen.py Outdated Show resolved Hide resolved
qlib/workflow/task/utils.py Outdated Show resolved Hide resolved
examples/taskmanager/task_manager_rolling.ipynb Outdated Show resolved Hide resolved
qlib/workflow/task/collect.py Outdated Show resolved Hide resolved
qlib/workflow/task/collect.py Outdated Show resolved Hide resolved
docs/advanced/task_management.rst Outdated Show resolved Hide resolved
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examples/taskmanager/task_manager_rolling.py Outdated Show resolved Hide resolved
qlib/workflow/task/collect.py Outdated Show resolved Hide resolved
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qlib/workflow/task/update.py Outdated Show resolved Hide resolved
qlib/workflow/task/update.py Outdated Show resolved Hide resolved
examples/taskmanager/task_manager_rolling.py Outdated Show resolved Hide resolved
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you-n-g commented Apr 30, 2021

@lzh222333
#404 is merged now.

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you-n-g commented Apr 30, 2021

@lzh222333

#407 has been merged now.

examples/online_srv/online_management_simulate.py Outdated Show resolved Hide resolved
qlib/model/ens/group.py Outdated Show resolved Hide resolved
qlib/model/trainer.py Outdated Show resolved Hide resolved
qlib/model/trainer.py Outdated Show resolved Hide resolved
qlib/model/trainer.py Outdated Show resolved Hide resolved
qlib/workflow/online/strategy.py Outdated Show resolved Hide resolved
qlib/workflow/online/strategy.py Outdated Show resolved Hide resolved
qlib/workflow/online/strategy.py Outdated Show resolved Hide resolved
qlib/workflow/task/collect.py Show resolved Hide resolved
qlib/workflow/task/gen.py Outdated Show resolved Hide resolved
@Derek-Wds Derek-Wds added the enhancement New feature or request label May 10, 2021
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qlib/workflow/online/manager.py Outdated Show resolved Hide resolved
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qlib/workflow/online/strategy.py Outdated Show resolved Hide resolved
qlib/workflow/online/strategy.py Outdated Show resolved Hide resolved
self.logger.info(f"Strategy `{strategy.name_id}` begins routine...")
if self.status == self.STATUS_NORMAL:
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Add more documents about it.


tasks = strategy.prepare_tasks(self.cur_time, **task_kwargs)
models = self.trainer.train(tasks)
models_list.append(models)
if self.status == self.STATUS_NORMAL or not self.trainer.is_delay():
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Add more documents about it


if not delay:
if not self.trainer.is_delay():
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It will better to add a 2*2 table in this file to explain how status and delay affect the behavior of the online manager.

@you-n-g you-n-g marked this pull request as ready for review May 17, 2021 09:35
@you-n-g you-n-g merged commit d08146c into microsoft:main May 17, 2021
@you-n-g you-n-g mentioned this pull request May 23, 2021
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qianyun210603 pushed a commit to qianyun210603/qlib that referenced this pull request Mar 23, 2023
init version of online serving and rolling
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4 participants