本页面介绍如何创建和管理 AML AI 回测预测结果。回测预测使用基于现有历史数据且经过训练的模型。对于这些月份,数据集必须包含标签。
只要训练结束日期早于回测日期,该数据集就可用于训练和回测。
此时,您只需创建回测结果并导出关联的元数据。为方便起见,我们提供了其他回测结果方法。
准备工作
-
如需获取创建和管理回测结果所需的权限,请让管理员授予您项目的 Financial Services Admin (
financialservices.admin
) IAM 角色。 如需详细了解如何授予角色,请参阅管理访问权限。 - 创建实例
- 创建模型
- 创建数据集
创建回测结果
某些 API 方法会返回长时间运行的操作 (LRO)。这些方法是异步的。当该方法返回响应时,操作可能尚未完成。对于这些方法,请发送请求,然后检查结果。
发送请求
如需创建回测结果,请使用 projects.locations.instances.backtestResults.create
方法。
在使用任何请求数据之前,请先进行以下替换:
PROJECT_ID
:IAM 设置中列出的 Google Cloud 项目 IDLOCATION
:实例的位置;请使用支持的区域之一:us-central1
us-east1
asia-south1
europe-west1
europe-west2
europe-west4
northamerica-northeast1
southamerica-east1
INSTANCE_ID
:用户定义的实例标识符BACKTEST_RESULTS_ID
:回测结果的用户定义的标识符MODEL_ID
:用户定义的模型标识符BACKTEST_DATASET_ID
:用于回测的数据集的用户定义的标识符;表不应包含训练标签列BACKTEST_END_DATE
:使用数据生成回测特征的最晚时间。此日期应与数据集的结束时间相同或更早。请使用 RFC3339 世界协调时间 (UTC)“祖鲁语”格式(例如2014-10-02T15:01:23Z
)。PARTY_INVESTIGATIONS_PER_PERIOD_HINT
:一个数字,用于向调谐器提供有关此数据中按周期(每月)调查的各方数量。这用于控制模型的评估方式。例如,首次尝试 AML AI 时,我们建议您根据现有自动提醒系统的提醒,将其设置为每月平均调查人数。
请求 JSON 正文:
{ "model": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/models/MODEL_ID", "dataset": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/datasets/BACKTEST_DATASET_ID", "endTime": "BACKTEST_END_DATE", "backtestPeriods": 5, "performanceTarget": { "partyInvestigationsPerPeriodHint": "PARTY_INVESTIGATIONS_PER_PERIOD_HINT" } }
如需发送请求,请选择以下方式之一:
curl
将请求正文保存在名为 request.json
的文件中。在终端中运行以下命令,在当前目录中创建或覆盖此文件:
cat > request.json << 'EOF' { "model": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/models/MODEL_ID", "dataset": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/datasets/BACKTEST_DATASET_ID", "endTime": "BACKTEST_END_DATE", "backtestPeriods": 5, "performanceTarget": { "partyInvestigationsPerPeriodHint": "PARTY_INVESTIGATIONS_PER_PERIOD_HINT" } } EOF
然后,执行以下命令以发送 REST 请求:
curl -X POST \
-H "Authorization: Bearer $(gcloud auth print-access-token)" \
-H "Content-Type: application/json; charset=utf-8" \
-d @request.json \
"https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults?backtest_result_id=BACKTEST_RESULTS_ID"
PowerShell
将请求正文保存在名为 request.json
的文件中。在终端中运行以下命令,在当前目录中创建或覆盖此文件:
@' { "model": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/models/MODEL_ID", "dataset": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/datasets/BACKTEST_DATASET_ID", "endTime": "BACKTEST_END_DATE", "backtestPeriods": 5, "performanceTarget": { "partyInvestigationsPerPeriodHint": "PARTY_INVESTIGATIONS_PER_PERIOD_HINT" } } '@ | Out-File -FilePath request.json -Encoding utf8
然后,执行以下命令以发送 REST 请求:
$cred = gcloud auth print-access-token
$headers = @{ "Authorization" = "Bearer $cred" }
Invoke-WebRequest `
-Method POST `
-Headers $headers `
-ContentType: "application/json; charset=utf-8" `
-InFile request.json `
-Uri "https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults?backtest_result_id=BACKTEST_RESULTS_ID" | Select-Object -Expand Content
您应该收到类似以下内容的 JSON 响应:
{ "name": "projects/PROJECT_ID/locations/LOCATION/operations/OPERATION_ID", "metadata": { "@type": "type.googleapis.com/google.cloud.financialservices.v1.OperationMetadata", "createTime": CREATE_TIME, "target": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID", "verb": "create", "requestedCancellation": false, "apiVersion": "v1" }, "done": false }
查看结果
如需检查是否已创建回测结果,请使用 projects.locations.operations.get
方法。如果响应包含 "done": false
,请重复该命令,直到响应包含 "done": true
。这些操作可能需要几分钟到几个小时才能完成。
在使用任何请求数据之前,请先进行以下替换:
PROJECT_ID
:IAM 设置中列出的 Google Cloud 项目 IDLOCATION
:实例的位置;请使用支持的区域之一:us-central1
us-east1
asia-south1
europe-west1
europe-west2
europe-west4
northamerica-northeast1
southamerica-east1
OPERATION_ID
:操作的标识符
如需发送请求,请选择以下方式之一:
curl
执行以下命令:
curl -X GET \
-H "Authorization: Bearer $(gcloud auth print-access-token)" \
"https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/operations/OPERATION_ID"
PowerShell
执行以下命令:
$cred = gcloud auth print-access-token
$headers = @{ "Authorization" = "Bearer $cred" }
Invoke-WebRequest `
-Method GET `
-Headers $headers `
-Uri "https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/operations/OPERATION_ID" | Select-Object -Expand Content
您应该收到类似以下内容的 JSON 响应:
{ "name": "projects/PROJECT_ID/locations/LOCATION/operations/OPERATION_ID", "metadata": { "@type": "type.googleapis.com/google.cloud.financialservices.v1.OperationMetadata", "createTime": CREATE_TIME, "endTime": END_TIME, "target": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID", "verb": "create", "requestedCancellation": false, "apiVersion": "v1" }, "done": true, "response": { "@type": "type.googleapis.com/dataresidency.monitoring.DataResidencyAugmentedView", "tpIds": [ "i608e8cf4abb2a7d9-tp" ] } }
导出元数据
如需从回测结果中导出元数据,请使用 projects.locations.instances.backtestResults.exportMetadata
方法。
如需了解详情,请参阅 AML 输出数据模型中导出的元数据。
在使用任何请求数据之前,请先进行以下替换:
PROJECT_ID
:IAM 设置中列出的 Google Cloud 项目 IDLOCATION
:实例的位置;请使用支持的区域之一:us-central1
us-east1
asia-south1
europe-west1
europe-west2
europe-west4
northamerica-northeast1
southamerica-east1
INSTANCE_ID
:用户定义的实例标识符BACKTEST_RESULTS_ID
:回测结果的用户定义的标识符BQ_OUTPUT_DATASET_NAME
:BigQuery 数据集,用于导出描述回测结果的结构化元数据的表STRUCTURED_METADATA_TABLE
:要向其中写入结构化元数据的表WRITE_DISPOSITION
:在目标表已存在时发生的操作;请使用以下某个值:-
WRITE_EMPTY
:仅在 BigQuery 表为空时导出数据。 -
WRITE_TRUNCATE
:先清空 BigQuery 表中的所有现有数据,然后再写入表。
-
请求 JSON 正文:
{ "structuredMetadataDestination": { "tableUri": "bq://PROJECT_ID.BQ_OUTPUT_DATASET_NAME.STRUCTURED_METADATA_TABLE", "writeDisposition": "WRITE_DISPOSITION" } }
如需发送请求,请选择以下方式之一:
curl
将请求正文保存在名为 request.json
的文件中。在终端中运行以下命令,在当前目录中创建或覆盖此文件:
cat > request.json << 'EOF' { "structuredMetadataDestination": { "tableUri": "bq://PROJECT_ID.BQ_OUTPUT_DATASET_NAME.STRUCTURED_METADATA_TABLE", "writeDisposition": "WRITE_DISPOSITION" } } EOF
然后,执行以下命令以发送 REST 请求:
curl -X POST \
-H "Authorization: Bearer $(gcloud auth print-access-token)" \
-H "Content-Type: application/json; charset=utf-8" \
-d @request.json \
"https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID:exportMetadata"
PowerShell
将请求正文保存在名为 request.json
的文件中。在终端中运行以下命令,在当前目录中创建或覆盖此文件:
@' { "structuredMetadataDestination": { "tableUri": "bq://PROJECT_ID.BQ_OUTPUT_DATASET_NAME.STRUCTURED_METADATA_TABLE", "writeDisposition": "WRITE_DISPOSITION" } } '@ | Out-File -FilePath request.json -Encoding utf8
然后,执行以下命令以发送 REST 请求:
$cred = gcloud auth print-access-token
$headers = @{ "Authorization" = "Bearer $cred" }
Invoke-WebRequest `
-Method POST `
-Headers $headers `
-ContentType: "application/json; charset=utf-8" `
-InFile request.json `
-Uri "https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID:exportMetadata" | Select-Object -Expand Content
您应该收到类似以下内容的 JSON 响应:
{ "name": "projects/PROJECT_ID/locations/LOCATION/operations/OPERATION_ID", "metadata": { "@type": "type.googleapis.com/google.cloud.financialservices.v1.OperationMetadata", "createTime": CREATE_TIME, "target": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID", "verb": "exportMetadata", "requestedCancellation": false, "apiVersion": "v1" }, "done": false }
如需详细了解如何获取长时间运行的操作 (LRO) 的结果,请参阅检查结果。
可选方法
为方便起见,我们提供以下回测结果方法。
获取回测结果
如需获取回测结果,请使用 projects.locations.instances.backtestResults.get
方法。
在使用任何请求数据之前,请先进行以下替换:
PROJECT_ID
:IAM 设置中列出的 Google Cloud 项目 IDLOCATION
:实例的位置;请使用支持的区域之一:us-central1
us-east1
asia-south1
europe-west1
europe-west2
europe-west4
northamerica-northeast1
southamerica-east1
INSTANCE_ID
:用户定义的实例标识符BACKTEST_RESULTS_ID
:用户为回测结果定义的标识符
如需发送请求,请选择以下方式之一:
curl
执行以下命令:
curl -X GET \
-H "Authorization: Bearer $(gcloud auth print-access-token)" \
"https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID"
PowerShell
执行以下命令:
$cred = gcloud auth print-access-token
$headers = @{ "Authorization" = "Bearer $cred" }
Invoke-WebRequest `
-Method GET `
-Headers $headers `
-Uri "https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID" | Select-Object -Expand Content
您应该收到类似以下内容的 JSON 响应:
{ "name": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID", "createTime": CREATE_TIME, "updateTime": UPDATE_TIME, "state": "ACTIVE", "dataset": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/datasets/BACKTEST_DATASET_ID", "model": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/models/MODEL_ID", "endTime": "BACKTEST_END_DATE", "performanceTarget": { "partyInvestigationsPerPeriodHint": "PARTY_INVESTIGATIONS_PER_PERIOD_HINT" }, "lineOfBusiness": "RETAIL" }
更新回测结果
如需更新回测结果,请使用 projects.locations.instances.backtestResults.patch
方法。
并非回测结果中的所有字段都可以更新。以下示例将更新与回测结果相关联的键值对用户标签。
在使用任何请求数据之前,请先进行以下替换:
PROJECT_ID
:IAM 设置中列出的 Google Cloud 项目 IDLOCATION
:实例的位置;请使用支持的区域之一:us-central1
us-east1
asia-south1
europe-west1
europe-west2
europe-west4
northamerica-northeast1
southamerica-east1
INSTANCE_ID
:用户定义的实例标识符BACKTEST_RESULTS_ID
:用户为回测结果定义的标识符KEY
:键值对中的键,用于整理回测结果。如需了解详情,请参阅labels
。VALUE
:键值对中的值,用于整理回测结果。如需了解详情,请参阅labels
。
请求 JSON 正文:
{ "labels": { "KEY": "VALUE" } }
如需发送请求,请选择以下方式之一:
curl
将请求正文保存在名为 request.json
的文件中。在终端中运行以下命令,在当前目录中创建或覆盖此文件:
cat > request.json << 'EOF' { "labels": { "KEY": "VALUE" } } EOF
然后,执行以下命令以发送 REST 请求:
curl -X PATCH \
-H "Authorization: Bearer $(gcloud auth print-access-token)" \
-H "Content-Type: application/json; charset=utf-8" \
-d @request.json \
"https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID?updateMask=labels"
PowerShell
将请求正文保存在名为 request.json
的文件中。在终端中运行以下命令,在当前目录中创建或覆盖此文件:
@' { "labels": { "KEY": "VALUE" } } '@ | Out-File -FilePath request.json -Encoding utf8
然后,执行以下命令以发送 REST 请求:
$cred = gcloud auth print-access-token
$headers = @{ "Authorization" = "Bearer $cred" }
Invoke-WebRequest `
-Method PATCH `
-Headers $headers `
-ContentType: "application/json; charset=utf-8" `
-InFile request.json `
-Uri "https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID?updateMask=labels" | Select-Object -Expand Content
您应该收到类似以下内容的 JSON 响应:
{ "name": "projects/PROJECT_ID/locations/LOCATION/operations/OPERATION_ID", "metadata": { "@type": "type.googleapis.com/google.cloud.financialservices.v1.OperationMetadata", "createTime": CREATE_TIME, "target": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID", "verb": "update", "requestedCancellation": false, "apiVersion": "v1" }, "done": false }
如需详细了解如何获取长时间运行的操作 (LRO) 的结果,请参阅检查结果。
列出回测结果
如需列出给定实例的回测结果,请使用 projects.locations.instances.backtestResults.list
方法。
在使用任何请求数据之前,请先进行以下替换:
PROJECT_ID
:IAM 设置中列出的 Google Cloud 项目 IDLOCATION
:实例的位置;请使用支持的区域之一:us-central1
us-east1
asia-south1
europe-west1
europe-west2
europe-west4
northamerica-northeast1
southamerica-east1
INSTANCE_ID
:用户定义的实例标识符
如需发送请求,请选择以下方式之一:
curl
执行以下命令:
curl -X GET \
-H "Authorization: Bearer $(gcloud auth print-access-token)" \
"https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults"
PowerShell
执行以下命令:
$cred = gcloud auth print-access-token
$headers = @{ "Authorization" = "Bearer $cred" }
Invoke-WebRequest `
-Method GET `
-Headers $headers `
-Uri "https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults" | Select-Object -Expand Content
您应该收到类似以下内容的 JSON 响应:
{ "backtestResults": [ { "name": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID", "createTime": CREATE_TIME, "updateTime": UPDATE_TIME, "state": "ACTIVE", "dataset": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/datasets/BACKTEST_DATASET_ID", "model": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/models/MODEL_ID", "endTime": "BACKTEST_END_DATE", "performanceTarget": { "partyInvestigationsPerPeriodHint": "PARTY_INVESTIGATIONS_PER_PERIOD_HINT" }, "lineOfBusiness": "RETAIL" } ] }
删除回测结果
如需删除回测结果,请使用 projects.locations.instances.backtestResults.delete
方法。
在使用任何请求数据之前,请先进行以下替换:
PROJECT_ID
:IAM 设置中列出的 Google Cloud 项目 IDLOCATION
:实例的位置;请使用支持的区域之一:us-central1
us-east1
asia-south1
europe-west1
europe-west2
europe-west4
northamerica-northeast1
southamerica-east1
INSTANCE_ID
:用户定义的实例标识符BACKTEST_RESULTS_ID
:用户为回测结果定义的标识符
如需发送请求,请选择以下方式之一:
curl
执行以下命令:
curl -X DELETE \
-H "Authorization: Bearer $(gcloud auth print-access-token)" \
"https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID"
PowerShell
执行以下命令:
$cred = gcloud auth print-access-token
$headers = @{ "Authorization" = "Bearer $cred" }
Invoke-WebRequest `
-Method DELETE `
-Headers $headers `
-Uri "https://financialservices.googleapis.com/v1/projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID" | Select-Object -Expand Content
您应该收到类似以下内容的 JSON 响应:
{ "name": "projects/PROJECT_ID/locations/LOCATION/operations/OPERATION_ID", "metadata": { "@type": "type.googleapis.com/google.cloud.financialservices.v1.OperationMetadata", "createTime": CREATE_TIME, "target": "projects/PROJECT_ID/locations/LOCATION/instances/INSTANCE_ID/backtestResults/BACKTEST_RESULTS_ID", "verb": "delete", "requestedCancellation": false, "apiVersion": "v1" }, "done": false }
如需详细了解如何获取长时间运行的操作 (LRO) 的结果,请参阅检查结果。