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Improve the style of documentation (#1132)
This commit improves the documentation (rst files) only in the following three ways: * Aligned section headers with their underline/overline punctuation characters * Deleted all trailling whitespaces in rst files * Deleted a few trailling newlines at the end of the rst files Co-authored-by: Bingyao Liu <Bingyao.Liu@sofund.com>
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@@ -1,11 +1,11 @@
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.. _tuner:
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Tuner
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===================
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=====
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.. currentmodule:: qlib
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Introduction
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-------------------
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------------
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Welcome to use Tuner, this document is based on that you can use Estimator proficiently and correctly.
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@@ -41,19 +41,19 @@ We write a simple configuration example as following,
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tuner_class: QLibTuner
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qlib_client:
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auto_mount: False
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logging_level: INFO
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logging_level: INFO
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optimization_criteria:
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report_type: model
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report_factor: model_score
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optim_type: max
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tuner_pipeline:
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-
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model:
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-
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model:
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class: SomeModel
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space: SomeModelSpace
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trainer:
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trainer:
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class: RollingTrainer
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strategy:
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strategy:
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class: TopkAmountStrategy
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space: TopkAmountStrategySpace
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max_evals: 2
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@@ -166,13 +166,13 @@ Also, there are some optional fields. The meaning of each field is as follows:
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The class of tuner, str type, must be an already implemented model, such as `QLibTuner` in `qlib`, or a custom tuner, but it must be a subclass of `qlib.contrib.tuner.Tuner`, the default value is `QLibTuner`.
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- `tuner_module_path`
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The module path, str type, absolute url is also supported, indicates the path of the implementation of tuner. The default value is `qlib.contrib.tuner.tuner`
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The module path, str type, absolute url is also supported, indicates the path of the implementation of tuner. The default value is `qlib.contrib.tuner.tuner`
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About the optimization criteria
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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You need to designate a factor to optimize, for tuner need a factor to decide which case is better than other cases.
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Usually, we use the result of `estimator`, such as backtest results and the score of model.
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Usually, we use the result of `estimator`, such as backtest results and the score of model.
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This part needs contain these fields:
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@@ -203,13 +203,13 @@ The tuner pipeline contains different tuners, and the `tuner` program will proce
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.. code-block:: YAML
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tuner_pipeline:
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-
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model:
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-
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model:
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class: SomeModel
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space: SomeModelSpace
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trainer:
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trainer:
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class: RollingTrainer
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strategy:
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strategy:
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class: TopkAmountStrategy
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space: TopkAmountStrategySpace
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max_evals: 2
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@@ -249,25 +249,25 @@ You need to use the same dataset to evaluate your different `estimator` experime
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test_start_date: 2016-07-01
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test_end_date: 2018-04-30
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- `rolling_period`
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- `rolling_period`
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The rolling period, integer type, indicates how many time steps need rolling when rolling the data. The default value is `60`. If you use `RollingTrainer`, this config will be used, or it will be ignored.
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- `train_start_date`
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Training start time, str type.
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- `train_end_date`
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- `train_end_date`
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Training end time, str type.
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- `validate_start_date`
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- `validate_start_date`
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Validation start time, str type.
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- `validate_end_date`
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- `validate_end_date`
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Validation end time, str type.
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- `test_start_date`
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- `test_start_date`
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Test start time, str type.
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- `test_end_date`
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- `test_end_date`
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Test end time, str type. If `test_end_date` is `-1` or greater than the last date of the data, the last date of the data will be used as `test_end_date`.
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About the data and backtest
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@@ -315,11 +315,10 @@ About the data and backtest
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Experiment Result
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-----------------
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All the results are stored in experiment file directly, you can check them directly in the corresponding files.
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All the results are stored in experiment file directly, you can check them directly in the corresponding files.
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What we save are as following:
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- Global optimal parameters
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- Local optimal parameters of each tuner
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- Config file of this `tuner` experiment
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- Every `estimator` experiments result in the process
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