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mirror of https://github.com/microsoft/qlib.git synced 2026-07-14 08:16:54 +08:00
This commit is contained in:
Jactus
2020-11-26 15:50:42 +08:00
parent a108f753d5
commit 056951605b
9 changed files with 72 additions and 64 deletions

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@@ -17,7 +17,6 @@ from qlib.utils import exists_qlib_data
from qlib.utils import init_instance_by_config
if __name__ == "__main__":
# use default data

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@@ -90,7 +90,6 @@ if __name__ == "__main__":
# "record": ['SignalRecord', 'SigAnaRecord', 'PortAnaRecord'],
}
model = init_instance_by_config(task["model"])
dataset = init_instance_by_config(task["dataset"])
model.fit(dataset, save_path="benchmarks/HATS/model_hat.pkl")

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@@ -78,7 +78,7 @@ if __name__ == "__main__":
"dropout_U": 0.5,
"n_epochs": 15,
"lr": 1e-3,
"metric": "",
"metric": "",
"batch_size": 1600,
"early_stop": 20,
"eval_steps": 5,