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MemoryError triggered when importing 'TopkDropoutStrategy' from qlib.contrib.strategy

Open hugo2046 opened this issue 2 years ago • 3 comments

from typing import Tuple

import pandas as pd
import qlib
from qlib.contrib.strategy import TopkDropoutStrategy
from qlib.data import D
from qlib.utils import hash_args, init_instance_by_config

if __name__ == "__main__":
    qlib.init(
        provider_uri=r"D:\qlib_data",
        region="cn",
    )
    TRAIN_PERIODS: Tuple = ("2013-01-01", "2017-12-31")
    VALID_PERIODS: Tuple = ("2018-01-01", "2019-12-31")
    TEST_PERIODS: Tuple = ("2020-01-01", "2023-05-31")
    dataset_config = {
        "class": "DatasetH",
        "module_path": "qlib.data.dataset",
        "kwargs": {
            "handler": {
                "class": "Alpha158",
                "module_path": "qlib.contrib.data.handler",
                "kwargs": {
                    "start_time": TRAIN_PERIODS[0],
                    "end_time": TEST_PERIODS[1],
                    "fit_start_time": TRAIN_PERIODS[0],
                    "fit_end_time": TRAIN_PERIODS[1],
                    "instruments": "csi300",
                },
            },
            "segments": {
                "train": TRAIN_PERIODS,
                "valid": VALID_PERIODS,
                "test": TEST_PERIODS,
            },
        },
    }
    dataset = init_instance_by_config(dataset_config)

此时会报错 image image qlib版本为0.9.3 在注释掉from qlib.contrib.strategy import TopkDropoutStrategy后便不会有问题

hugo2046 avatar Aug 22 '23 02:08 hugo2046

You can try cleaning up the disk space on your system or adjusting the VM options in IntelliJ IDEA.

Fivele-Li avatar Aug 28 '23 12:08 Fivele-Li

I am also facing the same problem. What should I do?

liuhuapiaoyuan avatar Nov 21 '23 10:11 liuhuapiaoyuan