Add int search space

exps/trading/baselines.py

@@ -65,7 +65,11 @@ def retrieve_configs():
         path = config_dir / name
         assert path.exists(), "{:} does not exist.".format(path)
         alg2paths[alg] = str(path)
-        print("The {:02d}/{:02d}-th baseline algorithm is {:9s} ({:}).".format(idx, len(alg2names), alg, path))
+        print(
+            "The {:02d}/{:02d}-th baseline algorithm is {:9s} ({:}).".format(
+                idx, len(alg2names), alg, path
+            )
+        )
     return alg2paths
 
 
@@ -100,13 +104,30 @@ if __name__ == "__main__":
     alg2paths = retrieve_configs()
 
     parser = argparse.ArgumentParser("Baselines")
-    parser.add_argument("--save_dir", type=str, default="./outputs/qlib-baselines", help="The checkpoint directory.")
     parser.add_argument(
-        "--market", type=str, default="all", choices=["csi100", "csi300", "all"], help="The market indicator."
+        "--save_dir",
+        type=str,
+        default="./outputs/qlib-baselines",
+        help="The checkpoint directory.",
+    )
+    parser.add_argument(
+        "--market",
+        type=str,
+        default="all",
+        choices=["csi100", "csi300", "all"],
+        help="The market indicator.",
     )
     parser.add_argument("--times", type=int, default=10, help="The repeated run times.")
-    parser.add_argument("--gpu", type=int, default=0, help="The GPU ID used for train / test.")
-    parser.add_argument("--alg", type=str, choices=list(alg2paths.keys()), required=True, help="The algorithm name.")
+    parser.add_argument(
+        "--gpu", type=int, default=0, help="The GPU ID used for train / test."
+    )
+    parser.add_argument(
+        "--alg",
+        type=str,
+        choices=list(alg2paths.keys()),
+        required=True,
+        help="The algorithm name.",
+    )
     args = parser.parse_args()
 
     main(args, alg2paths[args.alg])

exps/trading/organize_results.py

@@ -55,7 +55,13 @@ class QResult:
             new_dict[xkey] = values
         return new_dict
 
-    def info(self, keys: List[Text], separate: Text = "& ", space: int = 25, verbose: bool = True):
+    def info(
+        self,
+        keys: List[Text],
+        separate: Text = "& ",
+        space: int = 25,
+        verbose: bool = True,
+    ):
         avaliable_keys = []
         for key in keys:
             if key not in self.result:
@@ -89,7 +95,10 @@ def compare_results(heads, values, names, space=10, verbose=True, sort_key=False
     if verbose:
         print(info_str_dict["head"])
         if sort_key:
-            lines = sorted(list(zip(values, info_str_dict["lines"])), key=lambda x: float(x[0].split(" ")[0]))
+            lines = sorted(
+                list(zip(values, info_str_dict["lines"])),
+                key=lambda x: float(x[0].split(" ")[0]),
+            )
             lines = [x[1] for x in lines]
         else:
             lines = info_str_dict["lines"]
@@ -136,7 +145,11 @@ def query_info(save_dir, verbose):
         if verbose:
             print(
                 "====>>>> {:02d}/{:02d}-th experiment {:9s} has {:02d}/{:02d} finished recorders.".format(
-                    idx + 1, len(experiments), experiment.name, len(recorders), len(recorders) + not_finished
+                    idx + 1,
+                    len(experiments),
+                    experiment.name,
+                    len(recorders),
+                    len(recorders) + not_finished,
                 )
             )
         result = QResult()
@@ -149,7 +162,9 @@ def query_info(save_dir, verbose):
         head_strs.append(head_str)
         value_strs.append(value_str)
         names.append(experiment.name)
-    info_str_dict = compare_results(head_strs, value_strs, names, space=10, verbose=verbose)
+    info_str_dict = compare_results(
+        head_strs, value_strs, names, space=10, verbose=verbose
+    )
     info_value_dict = dict(heads=head_strs, values=value_strs, names=names)
     return info_str_dict, info_value_dict
 
@@ -169,9 +184,18 @@ if __name__ == "__main__":
             raise argparse.ArgumentTypeError("Boolean value expected.")
 
     parser.add_argument(
-        "--save_dir", type=str, nargs="+", default=["./outputs/qlib-baselines"], help="The checkpoint directory."
+        "--save_dir",
+        type=str,
+        nargs="+",
+        default=["./outputs/qlib-baselines"],
+        help="The checkpoint directory.",
+    )
+    parser.add_argument(
+        "--verbose",
+        type=str2bool,
+        default=False,
+        help="Print detailed log information or not.",
     )
-    parser.add_argument("--verbose", type=str2bool, default=False, help="Print detailed log information or not.")
     args = parser.parse_args()
 
     print("Show results of {:}".format(args.save_dir))
@@ -184,4 +208,11 @@ if __name__ == "__main__":
         _, info_dict = query_info(save_dir, args.verbose)
         all_info_dict.append(info_dict)
     info_dict = QResult.merge_dict(all_info_dict)
-    compare_results(info_dict["heads"], info_dict["values"], info_dict["names"], space=10, verbose=True, sort_key=True)
+    compare_results(
+        info_dict["heads"],
+        info_dict["values"],
+        info_dict["names"],
+        space=10,
+        verbose=True,
+        sort_key=True,
+    )

exps/trading/workflow_tt.py

@@ -39,7 +39,10 @@ def main(xargs):
                     "fit_end_time": "2014-12-31",
                     "instruments": xargs.market,
                     "infer_processors": [
-                        {"class": "RobustZScoreNorm", "kwargs": {"fields_group": "feature", "clip_outlier": True}},
+                        {
+                            "class": "RobustZScoreNorm",
+                            "kwargs": {"fields_group": "feature", "clip_outlier": True},
+                        },
                         {"class": "Fillna", "kwargs": {"fields_group": "feature"}},
                     ],
                     "learn_processors": [
@@ -90,7 +93,11 @@ def main(xargs):
     }
 
     record_config = [
-        {"class": "SignalRecord", "module_path": "qlib.workflow.record_temp", "kwargs": dict()},
+        {
+            "class": "SignalRecord",
+            "module_path": "qlib.workflow.record_temp",
+            "kwargs": dict(),
+        },
         {
             "class": "SigAnaRecord",
             "module_path": "qlib.workflow.record_temp",
@@ -111,18 +118,37 @@ def main(xargs):
     for irun in range(xargs.times):
         xmodel_config = model_config.copy()
         xmodel_config = update_gpu(xmodel_config, xargs.gpu)
-        task_config = dict(model=xmodel_config, dataset=dataset_config, record=record_config)
+        task_config = dict(
+            model=xmodel_config, dataset=dataset_config, record=record_config
+        )
 
-        run_exp(task_config, dataset, xargs.name, "recorder-{:02d}-{:02d}".format(irun, xargs.times), save_dir)
+        run_exp(
+            task_config,
+            dataset,
+            xargs.name,
+            "recorder-{:02d}-{:02d}".format(irun, xargs.times),
+            save_dir,
+        )
 
 
 if __name__ == "__main__":
     parser = argparse.ArgumentParser("Vanilla Transformable Transformer")
-    parser.add_argument("--save_dir", type=str, default="./outputs/vtt-runs", help="The checkpoint directory.")
-    parser.add_argument("--name", type=str, default="Transformer", help="The experiment name.")
+    parser.add_argument(
+        "--save_dir",
+        type=str,
+        default="./outputs/vtt-runs",
+        help="The checkpoint directory.",
+    )
+    parser.add_argument(
+        "--name", type=str, default="Transformer", help="The experiment name."
+    )
     parser.add_argument("--times", type=int, default=10, help="The repeated run times.")
-    parser.add_argument("--gpu", type=int, default=0, help="The GPU ID used for train / test.")
-    parser.add_argument("--market", type=str, default="all", help="The market indicator.")
+    parser.add_argument(
+        "--gpu", type=int, default=0, help="The GPU ID used for train / test."
+    )
+    parser.add_argument(
+        "--market", type=str, default="all", help="The market indicator."
+    )
     args = parser.parse_args()
 
     main(args)