Being compatible with previous Qlib version

microsoft · Oct 15, 2021 · 1e54eb0 · 1e54eb0
1 parent 052aad7
commit 1e54eb0
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Showing 2 changed files with 11 additions and 4 deletions.
diff --git a/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml b/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml
@@ -14,9 +14,8 @@ port_analysis_config: &port_analysis_config
         class: TopkDropoutStrategy
         module_path: qlib.contrib.strategy
         kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            model: <MODEL> 
+            dataset: <DATASET>
             topk: 50
             n_drop: 5
     backtest:

diff --git a/qlib/contrib/strategy/signal_strategy.py b/qlib/contrib/strategy/signal_strategy.py
@@ -27,7 +27,7 @@ def __init__(
         *,
         topk,
         n_drop,
-        signal: Union[Signal, Tuple[BaseModel, Dataset], List, Dict, Text, pd.Series, pd.DataFrame],
+        signal: Union[Signal, Tuple[BaseModel, Dataset], List, Dict, Text, pd.Series, pd.DataFrame]=None,
         method_sell="bottom",
         method_buy="top",
         risk_degree=0.95,
@@ -36,6 +36,8 @@ def __init__(
         trade_exchange=None,
         level_infra=None,
         common_infra=None,
+        model=None,
+        dataset=None,
         **kwargs,
     ):
         """
@@ -82,6 +84,12 @@ def __init__(
         self.risk_degree = risk_degree
         self.hold_thresh = hold_thresh
         self.only_tradable = only_tradable
+
+        # This is trying to be compatible with previous version of qlib task config
+        if model is not None and dataset is not None:
+            warnings.warn("`model` `dataset` is deprecated; use `signal`.", DeprecationWarning)
+            signal = model, dataset
+
         self.signal: Signal = create_signal_from(signal)
 
     def get_risk_degree(self, trade_step=None):