Add tests for SigAnaRecord

zeyutiann · Mar 16, 2021 · 6559d44 · 6559d44
1 parent 9f57681
commit 6559d44
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Showing 2 changed files with 14 additions and 12 deletions.
diff --git a/qlib/workflow/record_temp.py b/qlib/workflow/record_temp.py
@@ -163,8 +163,8 @@ class SigAnaRecord(SignalRecord):
 
     artifact_path = "sig_analysis"
 
-    def __init__(self, recorder, ana_long_short=False, ann_scaler=252):
-        super().__init__(recorder=recorder)
+    def __init__(self, recorder, ana_long_short=False, ann_scaler=252, **kwargs):
+        super().__init__(recorder=recorder, **kwargs)
         self.ana_long_short = ana_long_short
         self.ann_scaler = ann_scaler
 

diff --git a/tests/test_all_pipeline.py b/tests/test_all_pipeline.py
@@ -153,7 +153,7 @@ def train_with_sigana():
     dataset = init_instance_by_config(task["dataset"])
 
     # start exp
-    with R.start(experiment_name="workflow"):
+    with R.start(experiment_name="workflow_with_sigana"):
         R.log_params(**flatten_dict(task))
         model.fit(dataset)
 
@@ -163,7 +163,8 @@ def train_with_sigana():
         sar.generate()
         ic = sar.load(sar.get_path("ic.pkl"))
         ric = sar.load(sar.get_path("ric.pkl"))
-    return pred_score, {"ic": ic, "ric": ric}, rid
+        uri_path = R.get_uri()
+    return pred_score, {"ic": ic, "ric": ric}, uri_path
 
 
 def fake_experiment():
@@ -222,30 +223,31 @@ class TestAllFlow(TestAutoData):
     def tearDownClass(cls) -> None:
         shutil.rmtree(str(Path(C["exp_manager"]["kwargs"]["uri"].strip("file:")).resolve()))
 
-    def test_0_train(self):
+    def test_0_train_with_sigana(self):
+        TestAllFlow.PRED_SCORE, ic_ric, uri_path = train_with_sigana()
+        self.assertGreaterEqual(ic_ric["ic"].all(), 0, "train failed")
+        self.assertGreaterEqual(ic_ric["ric"].all(), 0, "train failed")
+        shutil.rmtree(str(Path(uri_path.strip("file:")).resolve()))
+
+    def test_1_train(self):
         TestAllFlow.PRED_SCORE, ic_ric, TestAllFlow.RID = train()
         self.assertGreaterEqual(ic_ric["ic"].all(), 0, "train failed")
         self.assertGreaterEqual(ic_ric["ric"].all(), 0, "train failed")
 
-    def test_1_backtest(self):
+    def test_2_backtest(self):
         analyze_df = backtest_analysis(TestAllFlow.PRED_SCORE, TestAllFlow.RID)
         self.assertGreaterEqual(
             analyze_df.loc(axis=0)["excess_return_with_cost", "annualized_return"].values[0],
             0.10,
             "backtest failed",
         )
 
-    def test_2_expmanager(self):
+    def test_3_expmanager(self):
         pass_default, pass_current, uri_path = fake_experiment()
         self.assertTrue(pass_default, msg="default uri is incorrect")
         self.assertTrue(pass_current, msg="current uri is incorrect")
         shutil.rmtree(str(Path(uri_path.strip("file:")).resolve()))
 
-    def test_3_train_with_sigana(self):
-        TestAllFlow.PRED_SCORE, ic_ric, TestAllFlow.RID = train_with_sigana()
-        self.assertGreaterEqual(ic_ric["ic"].all(), 0, "train failed")
-        self.assertGreaterEqual(ic_ric["ric"].all(), 0, "train failed")
-
 
 def suite():
     _suite = unittest.TestSuite()