mirror of
https://github.com/webclinic017/drift.git
synced 2026-07-27 18:57:55 +00:00
Mark Aron Szulyovszky
b5ddee8dce
* feat(HPO): added `run_hpo` script * fix(Linter): ran * feat(HPO): removed any reference to sweep (superseeded by optuna) * fix(HPO): optimize for sharpe * fix(Config): removed glassnode data, save trials from hpo * feat(Labelling): added three-balanced method works again * fix(BetSizing): set the correct class labels * fix(HPO): powerset should return what's expected, added two new normalization methods * fix(Linter): ran * fix(DataLoader): sort the dataframe when fetching data * fix(Config): only take z-score of other assets
45 lines
1.1 KiB
Python
45 lines
1.1 KiB
Python
from config.types import RawConfig
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from typing import Optional
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from training.types import Stats
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def launch_wandb(project_name: str, default_config: RawConfig) -> Optional[object]:
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from wandb_setup import get_wandb
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wandb = get_wandb()
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if wandb is None:
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raise Exception(
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"Wandb can not be initalized, the environment variable WANDB_API_KEY is missing (can also use .env file)"
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)
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else:
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wandb.init(project=project_name, config=vars(default_config), reinit=True)
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return wandb
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def override_config_with_wandb_values(
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wandb: Optional[object], raw_config: RawConfig
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) -> RawConfig:
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if wandb is None:
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return raw_config
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wandb_config: dict = wandb.config
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config_dict = vars(raw_config)
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for k in config_dict:
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config_dict[k] = wandb_config[k]
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return RawConfig(**config_dict)
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def send_report_to_wandb(stats: Stats, wandb: Optional[object]):
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if wandb is None:
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return
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run = wandb.run
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run.save()
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for key, value in stats.items():
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run.log({key: value})
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run.finish()
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