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simplify signal parameter

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Young
2021-10-15 14:04:21 +00:00
parent 12f05c7182
commit 052aad7982
40 changed files with 160 additions and 98 deletions
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5
examples/benchmarks/ALSTM/workflow_config_alstm_Alpha158.yaml
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@@ -36,8 +36,9 @@ port_analysis_config: &port_analysis_config
class: TopkDropoutStrategy
module_path: qlib.contrib.strategy
kwargs:
model: <MODEL>
dataset: <DATASET>
signal:
- <MODEL>
- <DATASET>
topk: 50
n_drop: 5
backtest:

7
examples/benchmarks/ALSTM/workflow_config_alstm_Alpha360.yaml
View File

@@ -28,8 +28,9 @@ port_analysis_config: &port_analysis_config
class: TopkDropoutStrategy
module_path: qlib.contrib.strategy
kwargs:
model: <MODEL>
dataset: <DATASET>
signal:
- <MODEL>
- <DATASET>
topk: 50
n_drop: 5
backtest:
@@ -86,4 +87,4 @@ task:
- class: PortAnaRecord
module_path: qlib.workflow.record_temp
kwargs:
config: *port_analysis_config
config: *port_analysis_config