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590a501 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 | """Initialize qlib and load project configuration."""
from __future__ import annotations
from pathlib import Path
from typing import Any
import yaml
import qlib
from qlib.constant import REG_CN, REG_US
PROJECT_ROOT = Path(__file__).resolve().parents[1]
DEFAULT_CONFIG = PROJECT_ROOT / "config" / "base.yaml"
_REGION_MAP = {
"cn": REG_CN,
"us": REG_US,
}
def load_config(config_path: str | Path | None = None) -> dict[str, Any]:
path = Path(config_path) if config_path else DEFAULT_CONFIG
with open(path, encoding="utf-8") as f:
cfg = yaml.safe_load(f)
provider_uri = cfg["qlib"]["provider_uri"]
provider_path = Path(provider_uri)
if not provider_path.is_absolute():
provider_path = PROJECT_ROOT / provider_path
cfg["qlib"]["provider_uri_resolved"] = str(provider_path)
return cfg
def init_qlib(config_path: str | Path | None = None, exp_manager: dict | None = None) -> dict[str, Any]:
"""Initialize qlib with project config and return the loaded config dict."""
cfg = load_config(config_path)
region = _REGION_MAP.get(cfg["qlib"].get("region", "cn"), REG_CN)
freq = cfg.get("data", {}).get("freq", "day")
provider_uri = cfg["qlib"]["provider_uri_resolved"]
# Non-day data (e.g. 30min) must be keyed by freq so qlib resolves the right calendar.
if freq != "day":
provider_uri = {freq: provider_uri}
init_kwargs: dict[str, Any] = {
"provider_uri": provider_uri,
"region": region,
}
if exp_manager is not None:
init_kwargs["exp_manager"] = exp_manager
qlib.init(**init_kwargs)
return cfg
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