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Initial framework for docker env (#40)
* Initial framework for docker env * Update test name * add features * Download Qlib data with extra_volume * fix pytest error * Fix the parameters --------- Co-authored-by: Young <afe.young@gmail.com>
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# Introduction
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It is a template for testing.
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qlib_init:
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provider_uri: "~/.qlib/qlib_data/cn_data"
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region: cn
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market: &market csi300
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benchmark: &benchmark SH000300
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data_handler_config: &data_handler_config
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start_time: 2008-01-01
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end_time: 2020-08-01
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fit_start_time: 2008-01-01
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fit_end_time: 2014-12-31
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instruments: *market
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port_analysis_config: &port_analysis_config
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strategy:
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class: TopkDropoutStrategy
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module_path: qlib.contrib.strategy
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kwargs:
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signal: <PRED>
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topk: 50
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n_drop: 5
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backtest:
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start_time: 2017-01-01
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end_time: 2020-08-01
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account: 100000000
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benchmark: *benchmark
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exchange_kwargs:
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limit_threshold: 0.095
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deal_price: close
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open_cost: 0.0005
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close_cost: 0.0015
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min_cost: 5
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task:
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model:
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class: LGBModel
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module_path: qlib.contrib.model.gbdt
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kwargs:
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loss: mse
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colsample_bytree: 0.8879
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learning_rate: 0.2
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subsample: 0.8789
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lambda_l1: 205.6999
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lambda_l2: 580.9768
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max_depth: 8
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num_leaves: 210
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num_threads: 20
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dataset:
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class: DatasetH
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module_path: qlib.data.dataset
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kwargs:
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handler:
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class: Alpha158
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module_path: qlib.contrib.data.handler
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kwargs: *data_handler_config
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segments:
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train: [2008-01-01, 2014-12-31]
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valid: [2015-01-01, 2016-12-31]
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test: [2017-01-01, 2020-08-01]
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record:
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- class: SignalRecord
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module_path: qlib.workflow.record_temp
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kwargs:
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model: <MODEL>
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dataset: <DATASET>
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- class: SigAnaRecord
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module_path: qlib.workflow.record_temp
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kwargs:
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ana_long_short: False
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ann_scaler: 252
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- class: PortAnaRecord
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module_path: qlib.workflow.record_temp
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kwargs:
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config: *port_analysis_config
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import os
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import sys
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import subprocess
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import unittest
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from pathlib import Path
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sys.path.append(str(Path(__file__).resolve().parent.parent))
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from rdagent.utils.env import QTDockerEnv
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import shutil
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DIRNAME = Path(__file__).absolute().resolve().parent
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class EnvUtils(unittest.TestCase):
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def setUp(self):
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pass
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def tearDown(self):
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# NOTE: For a docker file, the output are generated with root permission.
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# mlrun_p = DIRNAME / "env_tpl" / "mlruns"
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# if mlrun_p.exists():
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# shutil.rmtree(mlrun_p)
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...
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def test_docker(self):
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"""
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We will mount `env_tpl` into the docker image.
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And run the docker image with `qrun conf.yaml`
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"""
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qtde = QTDockerEnv()
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qtde.prepare()
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qtde.prepare() # you can prepare for multiple times. It is expected to handle it correctly
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# the stdout are returned as result
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result = qtde.run(local_path=str(DIRNAME / "env_tpl"), entry="qrun conf.yaml")
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mlrun_p = DIRNAME / "env_tpl" / "mlruns"
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self.assertTrue(mlrun_p.exists(), f"Expected output file {mlrun_p} not found")
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if __name__ == "__main__":
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unittest.main()
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