Add template for reading experiment (#48)

* Add template for reading experiment

* add code

* read latest exp

---------

Co-authored-by: Young <afe.young@gmail.com>
This commit is contained in:
Linlang
2024-07-09 20:49:51 +08:00
committed by GitHub
parent 7350d9aa1f
commit 828a624238
2 changed files with 59 additions and 2 deletions
+53
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@@ -0,0 +1,53 @@
import qlib
from mlflow.tracking import MlflowClient
from mlflow.entities import ViewType
qlib.init()
from qlib.workflow import R
# here is the documents of the https://qlib.readthedocs.io/en/latest/component/recorder.html
# TODO: list all the recorder and metrics
# Assuming you have already listed the experiments
experiments = R.list_experiments()
# Iterate through each experiment to list its recorders and metrics
experiment_name = None
for experiment in experiments:
print(f"Experiment: {experiment}")
recorders = R.list_recorders(experiment_name=experiment)
# print(recorders)
for recorder_id in recorders:
if recorder_id is not None:
experiment_name = experiment
print(f"Recorder ID: {recorder_id}")
recorder = R.get_recorder(recorder_id=recorder_id, experiment_name=experiment)
metrics = recorder.list_metrics()
print(f"Metrics: {metrics}")
# TODO: get the latest recorder
recorder_list = R.list_recorders(experiment_name="workflow")
end_times = {key: value.info['end_time'] for key, value in recorder_list.items()}
sorted_end_times = dict(sorted(end_times.items(), key=lambda item: item[1], reverse=True))
latest_recorder_id = next(iter(sorted_end_times))
print(f"Latest recorder ID: {latest_recorder_id}")
latest_recorder = R.get_recorder(experiment_name=experiment_name, recorder_id=latest_recorder_id)
print(f"Latest recorder: {latest_recorder}")
pred_df = latest_recorder.load_object("pred.pkl")
print("pred_df", pred_df)
ic_df = latest_recorder.load_object("sig_analysis/ic.pkl")
print("ic_df: ", ic_df)
ric_df = latest_recorder.load_object("sig_analysis/ric.pkl")
print("ric_df: ", ric_df)
print("list_metrics: ", latest_recorder.list_metrics())
print("IC: ", latest_recorder.list_metrics()["IC"])
print("ICIR: ", latest_recorder.list_metrics()["ICIR"])
print("Rank IC: ", latest_recorder.list_metrics()["Rank IC"])
print("Rank ICIR: ", latest_recorder.list_metrics()["Rank ICIR"])
+6 -2
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@@ -45,10 +45,14 @@ class EnvUtils(unittest.TestCase):
qtde.prepare() # you can prepare for multiple times. It is expected to handle it correctly
# the stdout are returned as result
result = qtde.run(local_path=str(DIRNAME / "env_tpl"), entry="qrun conf.yaml")
mlrun_p = DIRNAME / "env_tpl" / "mlruns"
mlrun_p = DIRNAME / "env_tpl" / "mlruns"
self.assertTrue(mlrun_p.exists(), f"Expected output file {mlrun_p} not found")
# read experiment
result = qtde.run(local_path=str(DIRNAME / "env_tpl"), entry="python read_exp.py")
print(result)
if __name__ == "__main__":
unittest.main()