Add TRA Model

examples/benchmarks/TRA/example.py

@@ -0,0 +1,39 @@
+import argparse
+
+import qlib
+import ruamel.yaml as yaml
+from qlib.utils import init_instance_by_config
+
+
+def main(seed, config_file="configs/config_alstm.yaml"):
+
+    # set random seed
+    with open(config_file) as f:
+        config = yaml.safe_load(f)
+
+    # seed_suffix = "/seed1000" if "init" in config_file else f"/seed{seed}"
+    seed_suffix = ""
+    config["task"]["model"]["kwargs"].update(
+        {"seed": seed, "logdir": config["task"]["model"]["kwargs"]["logdir"] + seed_suffix}
+    )
+
+    # initialize workflow
+    qlib.init(
+        provider_uri=config["qlib_init"]["provider_uri"],
+        region=config["qlib_init"]["region"],
+    )
+    dataset = init_instance_by_config(config["task"]["dataset"])
+    model = init_instance_by_config(config["task"]["model"])
+
+    # train model
+    model.fit(dataset)
+
+
+if __name__ == "__main__":
+
+    # set params from cmd
+    parser = argparse.ArgumentParser(allow_abbrev=False)
+    parser.add_argument("--seed", type=int, default=1000, help="random seed")
+    parser.add_argument("--config_file", type=str, default="configs/config_alstm.yaml", help="config file")
+    args = parser.parse_args()
+    main(**vars(args))