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fix: prevent calendar index overflow when signal data ends early (#1324)

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* fix: prevent calendar index overflow when signal data ends early

* fix: make test_end optional to resolve Qlib backtest calendar misalignment

* fix: enhance GPU information output in get_gpu_info function

* fix: improve GPU information output in get_gpu_info function for better clarity

---------

Co-authored-by: Xu Yang <peteryang@vip.qq.com>
This commit is contained in:
Linlang
2026-01-13 14:41:35 +08:00
committed by GitHub
parent 9b52be686d
commit 56bd807d63
12 changed files with 50 additions and 27 deletions
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rdagent/app/qlib_rd_loop/conf.py
+5 -3
View File
@@ -1,3 +1,5 @@
from typing import Optional
from pydantic_settings import SettingsConfigDict
from rdagent.components.workflow.conf import BasePropSetting
@@ -43,7 +45,7 @@ class ModelBasePropSetting(BasePropSetting):
test_start: str = "2017-01-01"
"""Start date of the test / backtest segment"""
test_end: str = "2020-12-31"
test_end: Optional[str] = None
"""End date of the test / backtest segment"""
@@ -87,7 +89,7 @@ class FactorBasePropSetting(BasePropSetting):
test_start: str = "2017-01-01"
"""Start date of the test / backtest segment"""
test_end: str = "2020-12-31"
test_end: Optional[str] = None
"""End date of the test / backtest segment"""
@@ -164,7 +166,7 @@ class QuantBasePropSetting(BasePropSetting):
test_start: str = "2017-01-01"
"""Start date of the test / backtest segment"""
test_end: str = "2020-12-31"
test_end: Optional[str] = None
"""End date of the test / backtest segment"""
rdagent/scenarios/qlib/developer/factor_runner.py
+2 -1
View File
@@ -89,8 +89,9 @@ class QlibFactorRunner(CachedRunner[QlibFactorExperiment]):
"valid_start": fbps.valid_start,
"valid_end": fbps.valid_end,
"test_start": fbps.test_start,
"test_end": fbps.test_end,
}
if fbps.test_end is not None:
env_to_use.update({"test_end": fbps.test_end})
if exp.based_experiments:
SOTA_factor = None
rdagent/scenarios/qlib/developer/model_runner.py
+2 -1
View File
@@ -67,8 +67,9 @@ class QlibModelRunner(CachedRunner[QlibModelExperiment]):
"valid_start": mbps.valid_start,
"valid_end": mbps.valid_end,
"test_start": mbps.test_start,
"test_end": mbps.test_end,
}
if mbps.test_end is not None:
env_to_use.update({"test_end": mbps.test_end})
training_hyperparameters = exp.sub_tasks[0].training_hyperparameters
if training_hyperparameters:
rdagent/scenarios/qlib/docker/Dockerfile
-1
View File
@@ -21,5 +21,4 @@ RUN python -m pip install -e .
RUN pip install catboost
RUN pip install xgboost
RUN pip install scipy==1.11.4
RUN pip install tables
rdagent/scenarios/qlib/experiment/factor_template/conf_baseline.yaml
+3 -3
View File
@@ -7,7 +7,7 @@ benchmark: &benchmark SH000300
data_handler_config: &data_handler_config
start_time: {{ train_start | default("2008-01-01", true) }}
end_time: {{ test_end | default("2020-08-01", true) }}
end_time: {{ test_end | default(null, true) }}
fit_start_time: {{ train_start | default("2008-01-01", true) }}
fit_end_time: {{ train_end | default("2014-12-31", true) }}
instruments: *market
@@ -43,7 +43,7 @@ port_analysis_config: &port_analysis_config
n_drop: 5
backtest:
start_time: {{ test_start | default("2017-01-01", true) }}
end_time: {{ test_end | default("2020-08-01", true) }}
end_time: {{ test_end | default(null, true) }}
account: 100000000
benchmark: *benchmark
exchange_kwargs:
@@ -77,7 +77,7 @@ task:
segments:
train: [{{ train_start | default("2008-01-01", true) }}, {{ train_end | default("2014-12-31", true) }}]
valid: [{{ valid_start | default("2015-01-01", true) }}, {{ valid_end | default("2016-12-31", true) }}]
test: [{{ test_start | default("2017-01-01", true) }}, {{ test_end | default("2020-08-01", true) }}]
test: [{{ test_start | default("2017-01-01", true) }}, {{ test_end | default(null, true) }}]
record:
- class: SignalRecord
module_path: qlib.workflow.record_temp
rdagent/scenarios/qlib/experiment/factor_template/conf_combined_factors.yaml
+3 -3
View File
@@ -7,7 +7,7 @@ benchmark: &benchmark SH000300
data_handler_config: &data_handler_config
start_time: {{ train_start | default("2008-01-01", true) }}
end_time: {{ test_end | default("2020-08-01", true) }}
end_time: {{ test_end | default(null, true) }}
instruments: *market
data_loader:
class: NestedDataLoader
@@ -51,7 +51,7 @@ port_analysis_config: &port_analysis_config
n_drop: 5
backtest:
start_time: {{ test_start | default("2017-01-01", true) }}
end_time: {{ test_end | default("2020-08-01", true) }}
end_time: {{ test_end | default(null, true) }}
account: 100000000
benchmark: *benchmark
exchange_kwargs:
@@ -86,7 +86,7 @@ task:
segments:
train: [{{ train_start | default("2008-01-01", true) }}, {{ train_end | default("2014-12-31", true) }}]
valid: [{{ valid_start | default("2015-01-01", true) }}, {{ valid_end | default("2016-12-31", true) }}]
test: [{{ test_start | default("2017-01-01", true) }}, {{ test_end | default("2020-08-01", true) }}]
test: [{{ test_start | default("2017-01-01", true) }}, {{ test_end | default(null, true) }}]
record:
- class: SignalRecord
module_path: qlib.workflow.record_temp
rdagent/scenarios/qlib/experiment/factor_template/conf_combined_factors_sota_model.yaml
+3 -3
View File
@@ -7,7 +7,7 @@ benchmark: &benchmark SH000300
data_handler_config: &data_handler_config
start_time: {{ train_start | default("2008-01-01", true) }}
end_time: {{ test_end | default("2020-08-01", true) }}
end_time: {{ test_end | default(null, true) }}
instruments: *market
data_loader:
class: NestedDataLoader
@@ -61,7 +61,7 @@ port_analysis_config: &port_analysis_config
n_drop: 5
backtest:
start_time: {{ test_start | default("2017-01-01", true) }}
end_time: {{ test_end | default("2020-08-01", true) }}
end_time: {{ test_end | default(null, true) }}
account: 100000000
benchmark: *benchmark
exchange_kwargs:
@@ -100,7 +100,7 @@ task:
segments:
train: [{{ train_start | default("2008-01-01", true) }}, {{ train_end | default("2014-12-31", true) }}]
valid: [{{ valid_start | default("2015-01-01", true) }}, {{ valid_end | default("2016-12-31", true) }}]
test: [{{ test_start | default("2017-01-01", true) }}, {{ test_end | default("2020-08-01", true) }}]
test: [{{ test_start | default("2017-01-01", true) }}, {{ test_end | default(null, true) }}]
{% if step_len %}step_len: {{ step_len }}{% endif %}
record:
- class: SignalRecord
rdagent/scenarios/qlib/experiment/model_template/conf_baseline_factors_model.yaml
+3 -3
View File
@@ -5,7 +5,7 @@ market: &market csi300
benchmark: &benchmark SH000300
data_handler_config: &data_handler_config
start_time: {{ train_start | default("2008-01-01", true) }}
end_time: {{ test_end | default("2020-08-01", true) }}
end_time: {{ test_end | default(null, true) }}
fit_start_time: {{ train_start | default("2008-01-01", true) }}
fit_end_time: {{ train_end | default("2014-12-31", true) }}
instruments: *market
@@ -41,7 +41,7 @@ port_analysis_config: &port_analysis_config
n_drop: 5
backtest:
start_time: {{ test_start | default("2017-01-01", true) }}
end_time: {{ test_end | default("2020-08-01", true) }}
end_time: {{ test_end | default(null, true) }}
account: 100000000
benchmark: *benchmark
exchange_kwargs:
@@ -80,7 +80,7 @@ task:
segments:
train: [{{ train_start | default("2008-01-01", true) }}, {{ train_end | default("2014-12-31", true) }}]
valid: [{{ valid_start | default("2015-01-01", true) }}, {{ valid_end | default("2016-12-31", true) }}]
test: [{{ test_start | default("2017-01-01", true) }}, {{ test_end | default("2020-08-01", true) }}]
test: [{{ test_start | default("2017-01-01", true) }}, {{ test_end | default(null, true) }}]
{% if step_len %}step_len: {{ step_len }}{% endif %}
record:
- class: SignalRecord
rdagent/scenarios/qlib/experiment/model_template/conf_sota_factors_model.yaml
+3 -3
View File
@@ -7,7 +7,7 @@ benchmark: &benchmark SH000300
data_handler_config: &data_handler_config
start_time: {{ train_start | default("2008-01-01", true) }}
end_time: {{ test_end | default("2020-08-01", true) }}
end_time: {{ test_end | default(null, true) }}
instruments: *market
data_loader:
class: NestedDataLoader
@@ -61,7 +61,7 @@ port_analysis_config: &port_analysis_config
n_drop: 5
backtest:
start_time: {{ test_start | default("2017-01-01", true) }}
end_time: {{ test_end | default("2020-08-01", true) }}
end_time: {{ test_end | default(null, true) }}
account: 100000000
benchmark: *benchmark
exchange_kwargs:
@@ -100,7 +100,7 @@ task:
segments:
train: [{{ train_start | default("2008-01-01", true) }}, {{ train_end | default("2014-12-31", true) }}]
valid: [{{ valid_start | default("2015-01-01", true) }}, {{ valid_end | default("2016-12-31", true) }}]
test: [{{ test_start | default("2017-01-01", true) }}, {{ test_end | default("2020-08-01", true) }}]
test: [{{ test_start | default("2017-01-01", true) }}, {{ test_end | default(null, true) }}]
{% if step_len %}step_len: {{ step_len }}{% endif %}
record:
- class: SignalRecord
rdagent/scenarios/shared/runtime_info.py
+24 -4
View File
@@ -17,10 +17,30 @@ def get_gpu_info():
if torch.cuda.is_available():
print("\n=== GPU Info (via PyTorch) ===")
print(f"CUDA Version: {torch.version.cuda}")
print(f"GPU Device: {torch.cuda.get_device_name(0)}")
print(f"Total GPU Memory: {torch.cuda.get_device_properties(0).total_memory / 1024**3:.2f} GB")
print(f"Allocated Memory: {torch.cuda.memory_allocated(0) / 1024**3:.2f} GB")
print(f"Cached Memory: {torch.cuda.memory_reserved(0) / 1024**3:.2f} GB")
print(f"GPU Count: {torch.cuda.device_count()}")
if torch.cuda.device_count() > 0:
gpu_name_list = []
gpu_total_mem_list = []
gpu_allocated_mem_list = []
gpu_cached_mem_list = []
for i in range(torch.cuda.device_count()):
gpu_name_list.append(torch.cuda.get_device_name(i))
gpu_total_mem_list.append(torch.cuda.get_device_properties(i).total_memory)
gpu_allocated_mem_list.append(torch.cuda.memory_allocated(i))
gpu_cached_mem_list.append(torch.cuda.memory_reserved(i))
for i in range(torch.cuda.device_count()):
print(f" - GPU {i}: {gpu_name_list[i]}")
print(f" Total Memory: {gpu_total_mem_list[i] / 1024**3:.2f} GB")
print(f" Allocated Memory: {gpu_allocated_mem_list[i] / 1024**3:.2f} GB")
print(f" Cached Memory: {gpu_cached_mem_list[i] / 1024**3:.2f} GB")
print(" - All GPUs Summary:")
print(f" Total Memory: {sum(gpu_total_mem_list) / 1024**3:.2f} GB")
print(f" Total Allocated Memory: {sum(gpu_allocated_mem_list) / 1024**3:.2f} GB")
print(f" Total Cached Memory: {sum(gpu_cached_mem_list) / 1024**3:.2f} GB")
else:
print("No CUDA GPU detected (PyTorch)!")
else:
print("\nNo CUDA GPU detected (PyTorch).")
rdagent/utils/__init__.py
+1 -1
View File
@@ -119,7 +119,7 @@ def filter_redundant_text(stdout: str) -> str:
filtered_stdout = try_regex_sub(progress_bar_pattern, filtered_stdout, flags=regex.VERBOSE)
# Collapse any excessive blank lines/spaces
filtered_stdout = try_regex_sub(r"\s*\n\s*", filtered_stdout, replace_with="\n")
filtered_stdout = try_regex_sub(r"\s*\n", filtered_stdout, replace_with="\n")
# remove repeated lines
lines_to_count: dict[str, int] = {}
rdagent/utils/env.py
+1 -1
View File
@@ -687,7 +687,7 @@ class QlibCondaEnv(LocalEnv[QlibCondaConf]):
shell=True,
)
subprocess.check_call(
f"conda run -n {self.conf.conda_env_name} pip install catboost xgboost scipy==1.11.4 tables torch",
f"conda run -n {self.conf.conda_env_name} pip install catboost xgboost tables torch",
shell=True,
)
except Exception as e: