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qlib auto init basedon project & black format

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This commit is contained in:
Young
2021-02-27 09:44:01 +00:00
parent 1e5cf1c174
commit 24024d51c7
6 changed files with 158 additions and 66 deletions
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8
qlib/workflow/task/collect.py
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@@ -5,11 +5,12 @@ from tqdm.auto import tqdm
class RollingEnsemble:
'''
"""
Rolling Models Ensemble based on (R)ecord
This shares nothing with Ensemble
'''
"""
# TODO: 这边还可以加加速
def __init__(self, get_key_func, flt_func=None):
self.get_key_func = get_key_func
@@ -44,9 +45,8 @@ class RollingEnsemble:
for k, rec_l in recs_group.items():
pred_l = []
for rec in rec_l:
pred_l.append(rec.load_object('pred.pkl').iloc[:, 0])
pred_l.append(rec.load_object("pred.pkl").iloc[:, 0])
pred = pd.concat(pred_l).sort_index()
reduce_group[k] = pred
return reduce_group