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simplify signal parameter

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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
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5
examples/benchmarks/LightGBM/workflow_config_lightgbm_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/LightGBM/workflow_config_lightgbm_Alpha158_multi_freq.yaml
View File

@@ -33,6 +33,9 @@ port_analysis_config: &port_analysis_config
kwargs:
topk: 50
n_drop: 5
signal:
- <MODEL>
- <DATASET>
backtest:
verbose: False
limit_threshold: 0.095
@@ -80,4 +83,4 @@ task:
- class: PortAnaRecord
module_path: qlib.workflow.record_temp
kwargs:
config: *port_analysis_config
config: *port_analysis_config

7
examples/benchmarks/LightGBM/workflow_config_lightgbm_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:
@@ -76,4 +77,4 @@ task:
- class: PortAnaRecord
module_path: qlib.workflow.record_temp
kwargs:
config: *port_analysis_config
config: *port_analysis_config

5
examples/benchmarks/LightGBM/workflow_config_lightgbm_configurable_dataset.yaml
View File

@@ -29,8 +29,9 @@ 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/LightGBM/workflow_config_lightgbm_multi_freq.yaml
View File

@@ -31,8 +31,9 @@ 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: