1
0
mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00

Merge branch 'main' into nested_decision_exe

This commit is contained in:
you-n-g
2021-07-07 17:30:31 +08:00
committed by GitHub
71 changed files with 3615 additions and 522 deletions

View File

@@ -232,7 +232,7 @@
"\n",
"# backtest and analysis\n",
"with R.start(experiment_name=\"backtest_analysis\"):\n",
" recorder = R.get_recorder(rid, experiment_name=\"train_model\")\n",
" recorder = R.get_recorder(recorder_id=rid, experiment_name=\"train_model\")\n",
" model = recorder.load_object(\"trained_model\")\n",
"\n",
" # prediction\n",
@@ -261,7 +261,7 @@
"source": [
"from qlib.contrib.report import analysis_model, analysis_position\n",
"from qlib.data import D\n",
"recorder = R.get_recorder(ba_rid, experiment_name=\"backtest_analysis\")\n",
"recorder = R.get_recorder(recorder_id=ba_rid, experiment_name=\"backtest_analysis\")\n",
"print(recorder)\n",
"pred_df = recorder.load_object(\"pred.pkl\")\n",
"pred_df_dates = pred_df.index.get_level_values(level='datetime')\n",