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Fix find class bug #1601

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Merged
merged 1 commit into from
Jul 17, 2023
Merged

Fix find class bug #1601

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1 change: 1 addition & 0 deletions qlib/finco/tpl/sl/workflow_config.yaml
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Original file line number Diff line number Diff line change
Expand Up @@ -10,6 +10,7 @@ data_handler_config: &data_handler_config
fit_start_time: 2008-01-01
fit_end_time: 2014-12-31
instruments: *market
label: "Ref($close, -21) / Ref($close, -1) - 1"
infer_processors:
- class: RobustZScoreNorm
kwargs:
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5 changes: 4 additions & 1 deletion qlib/utils/mod.py
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Expand Up @@ -206,6 +206,9 @@ def find_all_classes(module_path: Union[str, ModuleType], cls: type) -> List[typ
>>> from qlib.data.dataset.handler import DataHandler
>>> find_all_classes("qlib.contrib.data.handler", DataHandler)
[<class 'qlib.contrib.data.handler.Alpha158'>, <class 'qlib.contrib.data.handler.Alpha158vwap'>, <class 'qlib.contrib.data.handler.Alpha360'>, <class 'qlib.contrib.data.handler.Alpha360vwap'>, <class 'qlib.data.dataset.handler.DataHandlerLP'>]
>>> from qlib.contrib.rolling.base import Rolling
>>> find_all_classes("qlib.contrib.rolling", Rolling)
[<class 'qlib.contrib.rolling.base.Rolling'>, <class 'qlib.contrib.rolling.ddgda.DDGDA'>]

TODO:
- skip import error
Expand All @@ -220,7 +223,7 @@ def find_all_classes(module_path: Union[str, ModuleType], cls: type) -> List[typ

def _append_cls(obj):
# Leverage the closure trick to reuse code
if isinstance(obj, type) and issubclass(obj, cls) and cls not in cls_list:
if isinstance(obj, type) and issubclass(obj, cls) and obj not in cls_list:
cls_list.append(obj)

for attr in dir(mod):
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