quantlab.tracking.base.Tracker#

class quantlab.tracking.base.Tracker(*, project=None)[source]#

Bases: Component, ABC

Where tracking runs are sent; the root of every tracker.

A tracker is a frozen dataclass of its settings, so it compares by value and serialises by its fields plus its class path. Credentials never appear among them: adapters read those from environment variables.

Attributes:

projectstr, optional: The project every run goes to; when None the caller’s default project is used (the model class name, {Class}_backtest for a backtest).

Examples

>>> tracker = NullTracker(project="momentum_research")
>>> with tracker.start_run(
...     project="XGBoostRegressor",
...     group="XGBoostRegressor_trial_20261001",
...     name="XGBoostRegressor_total",
...     config={"max_depth": 6},
... ) as run:
...     run.log({"val_rmse": 0.02}, step=0)

property config#

The tracker itself: its fields are its config.

Examples

>>> NullTracker(project="p").config
NullTracker(project='p')

classmethod from_config(config, run_dir=None)[source]#

Rebuild the tracker from the dict get_config() returned.

A tracker is constructed from its fields, not from a config object; an unknown key is refused (see quantlab.core.component).

Parameters:

configMapping[str, Any]: The dict get_config() returned, for example read back from a run’s config.json.
run_dirstr or os.PathLike, optional: Unused: a tracker holds no dataset.

Raises:

ValueError: If config holds a key the tracker does not have.

Examples

>>> NullTracker.from_config({"project": "p", "name": "quantlab.tracking.base.NullTracker"})
NullTracker(project='p')

start_run(*, project, group, name, config)[source]#

Open a tracking run, yield it and finish it when the block is left.

The run is finished also when the block raises, and the block’s exception propagates; an error while finishing that run is logged instead of replacing it.

Parameters:

projectstr: The caller’s default project, replaced by the tracker’s own project when that is set.
groupstr or None: The group the run belongs to, such as a trial directory’s name.
namestr: The run’s name.
configMapping[str, Any]: The run’s config, made JSON-safe before it is sent.

Yields:

TrackingRun: The open run.

Examples

>>> with NullTracker().start_run(
...     project="XGBoostRegressor", group=None, name="XGBoostRegressor_total", config={}
... ) as run:
...     run.summarize({"test_ic": 0.03})