Please be aware that this function can only work under Linux. MacOS and Windows will be supported in the future. Any PR to enhance this method is highly welcomed. Besides, this script doesn't support parallel running the same model for multiple times, and this will be fixed
(
self,
times=1,
models=None,
dataset="Alpha360",
universe="",
exclude=False,
qlib_uri: str = "git+https://github.com/microsoft/qlib#egg=pyqlib",
exp_folder_name: str = "run_all_model_records",
wait_before_rm_env: bool = False,
wait_when_err: bool = False,
)
| 223 | # function to run the all the models |
| 224 | @only_allow_defined_args |
| 225 | def run( |
| 226 | self, |
| 227 | times=1, |
| 228 | models=None, |
| 229 | dataset="Alpha360", |
| 230 | universe="", |
| 231 | exclude=False, |
| 232 | qlib_uri: str = "git+https://github.com/microsoft/qlib#egg=pyqlib", |
| 233 | exp_folder_name: str = "run_all_model_records", |
| 234 | wait_before_rm_env: bool = False, |
| 235 | wait_when_err: bool = False, |
| 236 | ): |
| 237 | """ |
| 238 | Please be aware that this function can only work under Linux. MacOS and Windows will be supported in the future. |
| 239 | Any PR to enhance this method is highly welcomed. Besides, this script doesn't support parallel running the same model |
| 240 | for multiple times, and this will be fixed in the future development. |
| 241 | |
| 242 | Parameters: |
| 243 | ----------- |
| 244 | times : int |
| 245 | determines how many times the model should be running. |
| 246 | models : str or list |
| 247 | determines the specific model or list of models to run or exclude. |
| 248 | exclude : boolean |
| 249 | determines whether the model being used is excluded or included. |
| 250 | dataset : str |
| 251 | determines the dataset to be used for each model. |
| 252 | universe : str |
| 253 | the stock universe of the dataset. |
| 254 | default "" indicates that |
| 255 | qlib_uri : str |
| 256 | the uri to install qlib with pip |
| 257 | it could be URI on the remote or local path (NOTE: the local path must be an absolute path) |
| 258 | exp_folder_name: str |
| 259 | the name of the experiment folder |
| 260 | wait_before_rm_env : bool |
| 261 | wait before remove environment. |
| 262 | wait_when_err : bool |
| 263 | wait when errors raised when executing commands |
| 264 | |
| 265 | Usage: |
| 266 | ------- |
| 267 | Here are some use cases of the function in the bash: |
| 268 | |
| 269 | The run_all_models will decide which config to run based no `models` `dataset` `universe` |
| 270 | Example 1): |
| 271 | |
| 272 | models="lightgbm", dataset="Alpha158", universe="" will result in running the following config |
| 273 | examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml |
| 274 | |
| 275 | models="lightgbm", dataset="Alpha158", universe="csi500" will result in running the following config |
| 276 | examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158_csi500.yaml |
| 277 | |
| 278 | .. code-block:: bash |
| 279 | |
| 280 | # Case 1 - run all models multiple times |
| 281 | python run_all_model.py run 3 |
| 282 |
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