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optimize_CI (#1314)

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Linlang
2022-10-20 08:38:05 +08:00
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parent 3c62d131a5
commit 1861c8edaf
11 changed files with 70 additions and 78 deletions
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19
tests/test_contrib_workflow.py
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@@ -11,7 +11,24 @@ from qlib.contrib.workflow import MultiSegRecord, SignalMseRecord
from qlib.utils import init_instance_by_config, flatten_dict
from qlib.workflow import R
from qlib.tests import TestAutoData
from qlib.tests.config import CSI300_GBDT_TASK
from qlib.tests.config import GBDT_MODEL, get_dataset_config, CSI300_MARKET
CSI300_GBDT_TASK = {
"model": GBDT_MODEL,
"dataset": get_dataset_config(
train=("2020-05-01", "2020-06-01"),
valid=("2020-06-01", "2020-07-01"),
test=("2020-07-01", "2020-08-01"),
handler_kwargs={
"start_time": "2020-05-01",
"end_time": "2020-08-01",
"fit_start_time": "<dataset.kwargs.segments.train.0>",
"fit_end_time": "<dataset.kwargs.segments.train.1>",
"instruments": CSI300_MARKET,
},
),
}
def train_multiseg(uri_path: str = None):