dump and load dataset state on disk
(self)
| 112 | return |
| 113 | |
| 114 | def dump_and_load_dataset(self): |
| 115 | """dump and load dataset state on disk""" |
| 116 | self._init_qlib() |
| 117 | self._prepare_calender_cache() |
| 118 | dataset = init_instance_by_config(self.task["dataset"]) |
| 119 | dataset_backtest = init_instance_by_config(self.task["dataset_backtest"]) |
| 120 | |
| 121 | ##=============dump dataset============= |
| 122 | dataset.to_pickle(path="dataset.pkl") |
| 123 | dataset_backtest.to_pickle(path="dataset_backtest.pkl") |
| 124 | |
| 125 | del dataset, dataset_backtest |
| 126 | ##=============reload dataset============= |
| 127 | with open("dataset.pkl", "rb") as file_dataset: |
| 128 | dataset = pickle.load(file_dataset) |
| 129 | |
| 130 | with open("dataset_backtest.pkl", "rb") as file_dataset_backtest: |
| 131 | dataset_backtest = pickle.load(file_dataset_backtest) |
| 132 | |
| 133 | self._prepare_calender_cache() |
| 134 | ##=============reinit dataset============= |
| 135 | dataset.config( |
| 136 | handler_kwargs={ |
| 137 | "start_time": "2021-01-19 00:00:00", |
| 138 | "end_time": "2021-01-25 16:00:00", |
| 139 | }, |
| 140 | segments={ |
| 141 | "test": ( |
| 142 | "2021-01-19 00:00:00", |
| 143 | "2021-01-25 16:00:00", |
| 144 | ), |
| 145 | }, |
| 146 | ) |
| 147 | dataset.setup_data( |
| 148 | handler_kwargs={ |
| 149 | "init_type": DataHandlerLP.IT_LS, |
| 150 | }, |
| 151 | ) |
| 152 | dataset_backtest.config( |
| 153 | handler_kwargs={ |
| 154 | "start_time": "2021-01-19 00:00:00", |
| 155 | "end_time": "2021-01-25 16:00:00", |
| 156 | }, |
| 157 | segments={ |
| 158 | "test": ( |
| 159 | "2021-01-19 00:00:00", |
| 160 | "2021-01-25 16:00:00", |
| 161 | ), |
| 162 | }, |
| 163 | ) |
| 164 | dataset_backtest.setup_data(handler_kwargs={}) |
| 165 | |
| 166 | ##=============get data============= |
| 167 | xtest = dataset.prepare("test") |
| 168 | backtest_test = dataset_backtest.prepare("test") |
| 169 | |
| 170 | print(xtest, backtest_test) |
| 171 | return |
nothing calls this directly
no test coverage detected