liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00
Code Activity

simplify signal parameter

Browse Source
This commit is contained in:
Young
2021-10-15 14:04:21 +00:00
parent 12f05c7182
commit 052aad7982
40 changed files with 160 additions and 98 deletions
Download Patch File Download Diff File Expand all files Collapse all files

5
examples/benchmarks/CatBoost/workflow_config_catboost_Alpha158.yaml
View File

@@ -14,8 +14,9 @@ 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:

5
examples/benchmarks/CatBoost/workflow_config_catboost_Alpha360.yaml
View File

@@ -21,8 +21,9 @@ 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: