Refine TT workflow

exps/trading/organize_results.py

@@ -21,60 +21,59 @@ from qlib.workflow import R
 
 
 class QResult:
+    def __init__(self):
+        self._result = defaultdict(list)
 
-  def __init__(self):
-    self._result = defaultdict(list)
+    def append(self, key, value):
+        self._result[key].append(value)
 
-  def append(self, key, value):
-    self._result[key].append(value)
+    @property
+    def result(self):
+        return self._result
 
-  @property
-  def result(self):
-    return self._result
+    def update(self, metrics, filter_keys=None):
+        for key, value in metrics.items():
+            if filter_keys is not None and key in filter_keys:
+                key = filter_keys[key]
+            elif filter_keys is not None:
+                continue
+            self.append(key, value)
 
-  def update(self, metrics, filter_keys=None):
-    for key, value in metrics.items():
-      if filter_keys is not None and key in filter_keys:
-        key = filter_keys[key]
-      elif filter_keys is not None:
-        continue
-      self.append(key, value)
+    @staticmethod
+    def full_str(xstr, space):
+        xformat = "{:" + str(space) + "s}"
+        return xformat.format(str(xstr))
 
-  @staticmethod
-  def full_str(xstr, space):
-    xformat = '{:' + str(space) + 's}'
-    return xformat.format(str(xstr))
-
-  def info(self, keys: List[Text], separate: Text = '', space: int = 25, show=True):
-    avaliable_keys = []
-    for key in keys:
-      if key not in self.result:
-        print('There are invalid key [{:}].'.format(key))
-      else:
-        avaliable_keys.append(key)
-    head_str = separate.join([self.full_str(x, space) for x in avaliable_keys])
-    values = []
-    for key in avaliable_keys:
-      current_values = self._result[key]
-      mean = np.mean(current_values)
-      std = np.std(current_values)
-      values.append('{:.4f} $\pm$ {:.4f}'.format(mean, std))
-    value_str = separate.join([self.full_str(x, space) for x in values])
-    if show:
-      print(head_str)
-      print(value_str)
-    else:
-      return head_str, value_str
+    def info(self, keys: List[Text], separate: Text = "", space: int = 25, show=True):
+        avaliable_keys = []
+        for key in keys:
+            if key not in self.result:
+                print("There are invalid key [{:}].".format(key))
+            else:
+                avaliable_keys.append(key)
+        head_str = separate.join([self.full_str(x, space) for x in avaliable_keys])
+        values = []
+        for key in avaliable_keys:
+            current_values = self._result[key]
+            mean = np.mean(current_values)
+            std = np.std(current_values)
+            values.append("{:.4f} $\pm$ {:.4f}".format(mean, std))
+        value_str = separate.join([self.full_str(x, space) for x in values])
+        if show:
+            print(head_str)
+            print(value_str)
+        else:
+            return head_str, value_str
 
 
 def compare_results(heads, values, names, space=10):
-  for idx, x in enumerate(heads):
-    assert x == heads[0], '[{:}] {:} vs {:}'.format(idx, x, heads[0])
-  new_head = QResult.full_str('Name', space) + heads[0]
-  print(new_head)
-  for name, value in zip(names, values):
-    xline = QResult.full_str(name, space) + value
-    print(xline)
+    for idx, x in enumerate(heads):
+        assert x == heads[0], "[{:}] {:} vs {:}".format(idx, x, heads[0])
+    new_head = QResult.full_str("Name", space) + heads[0]
+    print(new_head)
+    for name, value in zip(names, values):
+        xline = QResult.full_str(name, space) + value
+        print(xline)
 
 
 def filter_finished(recorders):
@@ -92,20 +91,22 @@ def main(xargs):
     R.reset_default_uri(xargs.save_dir)
     experiments = R.list_experiments()
 
-    key_map = {"IC": "IC",
-               "ICIR": "ICIR",
-               "Rank IC": "Rank_IC",
-               "Rank ICIR": "Rank_ICIR",
-               "excess_return_with_cost.annualized_return": "Annualized_Return",
-               "excess_return_with_cost.information_ratio": "Information_Ratio",
-               "excess_return_with_cost.max_drawdown": "Max_Drawdown"}
+    key_map = {
+        "IC": "IC",
+        "ICIR": "ICIR",
+        "Rank IC": "Rank_IC",
+        "Rank ICIR": "Rank_ICIR",
+        "excess_return_with_cost.annualized_return": "Annualized_Return",
+        "excess_return_with_cost.information_ratio": "Information_Ratio",
+        "excess_return_with_cost.max_drawdown": "Max_Drawdown",
+    }
     all_keys = list(key_map.values())
 
     print("There are {:} experiments.".format(len(experiments)))
     head_strs, value_strs, names = [], [], []
     for idx, (key, experiment) in enumerate(experiments.items()):
-        if experiment.id == '0':
-          continue
+        if experiment.id == "0":
+            continue
         recorders = experiment.list_recorders()
         recorders, not_finished = filter_finished(recorders)
         print(
@@ -115,7 +116,7 @@ def main(xargs):
         )
         result = QResult()
         for recorder_id, recorder in recorders.items():
-          result.update(recorder.list_metrics(), key_map)
+            result.update(recorder.list_metrics(), key_map)
         head_str, value_str = result.info(all_keys, show=False)
         head_strs.append(head_str)
         value_strs.append(value_str)