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Add backtest and backforward task (#1568)
* * add TrainTask & BacktestTask; * add BackForwardTask; * adjust prompt_template.yaml which default config failed to backtest; * run workflow in loop * add update method to prompt_template.py * remove debug code * Adjust Learn Process * add LearnManager class & use LearnManager to update system prompt; * use qrun to replace recorder for training and backtesting; * Adjust analyser * analyser independent of recorder; * rename analyser's workspace attribution; * analyser load variable by recorder. --------- Co-authored-by: Cadenza-Li <362237642@qq.com>
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Original file line number | Diff line number | Diff line change |
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@@ -0,0 +1,15 @@ | ||
import fire | ||
from qlib.finco.workflow import LearnManager | ||
from dotenv import load_dotenv | ||
from qlib import auto_init | ||
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def main(prompt=None): | ||
load_dotenv(verbose=True, override=True) | ||
lm = LearnManager() | ||
lm.run(prompt) | ||
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if __name__ == "__main__": | ||
auto_init() | ||
fire.Fire(main) |
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Original file line number | Diff line number | Diff line change |
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@@ -1,18 +1,37 @@ | ||
from typing import Union | ||
from pathlib import Path | ||
from jinja2 import Template | ||
import yaml | ||
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from qlib.finco.utils import Singleton | ||
from qlib.finco import get_finco_path | ||
import yaml | ||
import os | ||
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class PormptTemplate(Singleton): | ||
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class PromptTemplate(Singleton): | ||
def __init__(self) -> None: | ||
super().__init__() | ||
_template = yaml.load(open(os.path.join(get_finco_path(), "prompt_template.yaml"), "r"), Loader=yaml.FullLoader) | ||
_template = yaml.load(open(Path.joinpath(get_finco_path(), "prompt_template.yaml"), "r"), | ||
Loader=yaml.FullLoader) | ||
for k, v in _template.items(): | ||
if k == "mods": | ||
continue | ||
self.__setattr__(k, Template(v)) | ||
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for target_name, module_to_render_params in _template["mods"].items(): | ||
for module_name, params in module_to_render_params.items(): | ||
self.__setattr__(f"{target_name}_{module_name}", Template(self.__getattribute__(target_name).render(**params))) | ||
self.__setattr__(f"{target_name}_{module_name}", | ||
Template(self.__getattribute__(target_name).render(**params))) | ||
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def get(self, key: str): | ||
return self.__dict__.get(key, Template("")) | ||
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def update(self, key: str, value): | ||
self.__setattr__(key, value) | ||
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def save(self, file_path: Union[str, Path]): | ||
if isinstance(file_path, str): | ||
file_path = Path(file_path) | ||
Path.mkdir(file_path.parent, exist_ok=True) | ||
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with open(file_path, 'w') as f: | ||
yaml.dump(self.__dict__, f) |
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