From 267ee3555d0536b08008d08ebb959cb7feab8290 Mon Sep 17 00:00:00 2001 From: "wangwenxi.handsome" Date: Mon, 28 Jun 2021 21:29:12 +0800 Subject: [PATCH] fix all example --- .../ALSTM/workflow_config_alstm_Alpha158.yaml | 18 ----------------- .../ALSTM/workflow_config_alstm_Alpha360.yaml | 20 +------------------ .../workflow_config_catboost_Alpha158.yaml | 18 ----------------- .../workflow_config_catboost_Alpha360.yaml | 18 ----------------- ...rkflow_config_doubleensemble_Alpha158.yaml | 18 ----------------- ...rkflow_config_doubleensemble_Alpha360.yaml | 20 +------------------ .../GATs/workflow_config_gats_Alpha158.yaml | 20 +------------------ .../GATs/workflow_config_gats_Alpha360.yaml | 20 +------------------ .../GRU/workflow_config_gru_Alpha158.yaml | 18 ----------------- .../GRU/workflow_config_gru_Alpha360.yaml | 20 +------------------ .../LSTM/workflow_config_lstm_Alpha158.yaml | 18 ----------------- .../LSTM/workflow_config_lstm_Alpha360.yaml | 20 +------------------ .../workflow_config_lightgbm_Alpha158.yaml | 20 +------------------ .../workflow_config_lightgbm_Alpha360.yaml | 20 +------------------ ..._config_lightgbm_configurable_dataset.yaml | 20 +------------------ .../workflow_config_linear_Alpha158.yaml | 18 ----------------- .../MLP/workflow_config_mlp_Alpha158.yaml | 20 +------------------ .../MLP/workflow_config_mlp_Alpha360.yaml | 20 +------------------ .../SFM/workflow_config_sfm_Alpha360.yaml | 18 ----------------- .../TCTS/workflow_config_tcts_Alpha360.yaml | 20 +------------------ .../TFT/workflow_config_tft_Alpha158.yaml | 18 ----------------- .../workflow_config_TabNet_Alpha158.yaml | 18 ----------------- .../workflow_config_TabNet_Alpha360.yaml | 18 ----------------- .../workflow_config_xgboost_Alpha158.yaml | 18 ----------------- .../workflow_config_xgboost_Alpha360.yaml | 18 ----------------- 25 files changed, 12 insertions(+), 462 deletions(-) diff --git a/examples/benchmarks/ALSTM/workflow_config_alstm_Alpha158.yaml b/examples/benchmarks/ALSTM/workflow_config_alstm_Alpha158.yaml index 74c69873f..b39673880 100755 --- a/examples/benchmarks/ALSTM/workflow_config_alstm_Alpha158.yaml +++ b/examples/benchmarks/ALSTM/workflow_config_alstm_Alpha158.yaml @@ -45,23 +45,6 @@ port_analysis_config: &port_analysis_config end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - executor: - class: NestedExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: week - inner_executor: - class: SimulatorExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: day - generate_report: True - verbose: True - inner_strategy: - class: TWAPStrategy - module_path: qlib.contrib.strategy.rule_strategy - track_data: True - generate_report: True task: model: class: ALSTM @@ -110,4 +93,3 @@ task: module_path: qlib.workflow.record_temp kwargs: config: *port_analysis_config - risk_analysis_freq: day diff --git a/examples/benchmarks/ALSTM/workflow_config_alstm_Alpha360.yaml b/examples/benchmarks/ALSTM/workflow_config_alstm_Alpha360.yaml index 95eab9f76..b03df6c4d 100644 --- a/examples/benchmarks/ALSTM/workflow_config_alstm_Alpha360.yaml +++ b/examples/benchmarks/ALSTM/workflow_config_alstm_Alpha360.yaml @@ -37,23 +37,6 @@ port_analysis_config: &port_analysis_config end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - executor: - class: NestedExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: week - inner_executor: - class: SimulatorExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: day - generate_report: True - verbose: True - inner_strategy: - class: TWAPStrategy - module_path: qlib.contrib.strategy.rule_strategy - track_data: True - generate_report: True task: model: class: ALSTM @@ -99,5 +82,4 @@ task: - class: PortAnaRecord module_path: qlib.workflow.record_temp kwargs: - config: *port_analysis_config - risk_analysis_freq: day \ No newline at end of file + config: *port_analysis_config \ No newline at end of file diff --git a/examples/benchmarks/CatBoost/workflow_config_catboost_Alpha158.yaml b/examples/benchmarks/CatBoost/workflow_config_catboost_Alpha158.yaml index 72f906f0e..f36aec008 100644 --- a/examples/benchmarks/CatBoost/workflow_config_catboost_Alpha158.yaml +++ b/examples/benchmarks/CatBoost/workflow_config_catboost_Alpha158.yaml @@ -23,23 +23,6 @@ port_analysis_config: &port_analysis_config end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - executor: - class: NestedExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: week - inner_executor: - class: SimulatorExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: day - generate_report: True - verbose: True - inner_strategy: - class: TWAPStrategy - module_path: qlib.contrib.strategy.rule_strategy - track_data: True - generate_report: True task: model: class: CatBoostModel @@ -82,4 +65,3 @@ task: module_path: qlib.workflow.record_temp kwargs: config: *port_analysis_config - risk_analysis_freq: day diff --git a/examples/benchmarks/CatBoost/workflow_config_catboost_Alpha360.yaml b/examples/benchmarks/CatBoost/workflow_config_catboost_Alpha360.yaml index 82e7d8bf2..12241f226 100644 --- a/examples/benchmarks/CatBoost/workflow_config_catboost_Alpha360.yaml +++ b/examples/benchmarks/CatBoost/workflow_config_catboost_Alpha360.yaml @@ -30,23 +30,6 @@ port_analysis_config: &port_analysis_config end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - executor: - class: NestedExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: week - inner_executor: - class: SimulatorExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: day - generate_report: True - verbose: True - inner_strategy: - class: TWAPStrategy - module_path: qlib.contrib.strategy.rule_strategy - track_data: True - generate_report: True task: model: class: CatBoostModel @@ -89,4 +72,3 @@ task: module_path: qlib.workflow.record_temp kwargs: config: *port_analysis_config - risk_analysis_freq: day diff --git a/examples/benchmarks/DoubleEnsemble/workflow_config_doubleensemble_Alpha158.yaml b/examples/benchmarks/DoubleEnsemble/workflow_config_doubleensemble_Alpha158.yaml index a18399e9d..ce4b55ff3 100644 --- a/examples/benchmarks/DoubleEnsemble/workflow_config_doubleensemble_Alpha158.yaml +++ b/examples/benchmarks/DoubleEnsemble/workflow_config_doubleensemble_Alpha158.yaml @@ -23,23 +23,6 @@ port_analysis_config: &port_analysis_config end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - executor: - class: NestedExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: week - inner_executor: - class: SimulatorExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: day - generate_report: True - verbose: True - inner_strategy: - class: TWAPStrategy - module_path: qlib.contrib.strategy.rule_strategy - track_data: True - generate_report: True task: model: class: DEnsembleModel @@ -107,4 +90,3 @@ task: module_path: qlib.workflow.record_temp kwargs: config: *port_analysis_config - risk_analysis_freq: day diff --git a/examples/benchmarks/DoubleEnsemble/workflow_config_doubleensemble_Alpha360.yaml b/examples/benchmarks/DoubleEnsemble/workflow_config_doubleensemble_Alpha360.yaml index 50c908253..93e142d0d 100644 --- a/examples/benchmarks/DoubleEnsemble/workflow_config_doubleensemble_Alpha360.yaml +++ b/examples/benchmarks/DoubleEnsemble/workflow_config_doubleensemble_Alpha360.yaml @@ -30,23 +30,6 @@ port_analysis_config: &port_analysis_config end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - executor: - class: NestedExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: week - inner_executor: - class: SimulatorExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: day - generate_report: True - verbose: True - inner_strategy: - class: TWAPStrategy - module_path: qlib.contrib.strategy.rule_strategy - track_data: True - generate_report: True task: model: class: DEnsembleModel @@ -113,5 +96,4 @@ task: - class: PortAnaRecord module_path: qlib.workflow.record_temp kwargs: - config: *port_analysis_config - risk_analysis_freq: day \ No newline at end of file + config: *port_analysis_config \ No newline at end of file diff --git a/examples/benchmarks/GATs/workflow_config_gats_Alpha158.yaml b/examples/benchmarks/GATs/workflow_config_gats_Alpha158.yaml index 643c73d49..fc4188623 100644 --- a/examples/benchmarks/GATs/workflow_config_gats_Alpha158.yaml +++ b/examples/benchmarks/GATs/workflow_config_gats_Alpha158.yaml @@ -44,23 +44,6 @@ port_analysis_config: &port_analysis_config end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - executor: - class: NestedExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: week - inner_executor: - class: SimulatorExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: day - generate_report: True - verbose: True - inner_strategy: - class: TWAPStrategy - module_path: qlib.contrib.strategy.rule_strategy - track_data: True - generate_report: True task: model: class: GATs @@ -108,5 +91,4 @@ task: - class: PortAnaRecord module_path: qlib.workflow.record_temp kwargs: - config: *port_analysis_config - risk_analysis_freq: day \ No newline at end of file + config: *port_analysis_config \ No newline at end of file diff --git a/examples/benchmarks/GATs/workflow_config_gats_Alpha360.yaml b/examples/benchmarks/GATs/workflow_config_gats_Alpha360.yaml index fd6051dbe..b9df52baa 100644 --- a/examples/benchmarks/GATs/workflow_config_gats_Alpha360.yaml +++ b/examples/benchmarks/GATs/workflow_config_gats_Alpha360.yaml @@ -37,23 +37,6 @@ port_analysis_config: &port_analysis_config end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - executor: - class: NestedExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: week - inner_executor: - class: SimulatorExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: day - generate_report: True - verbose: True - inner_strategy: - class: TWAPStrategy - module_path: qlib.contrib.strategy.rule_strategy - track_data: True - generate_report: True task: model: class: GATs @@ -100,5 +83,4 @@ task: - class: PortAnaRecord module_path: qlib.workflow.record_temp kwargs: - config: *port_analysis_config - risk_analysis_freq: day \ No newline at end of file + config: *port_analysis_config \ No newline at end of file diff --git a/examples/benchmarks/GRU/workflow_config_gru_Alpha158.yaml b/examples/benchmarks/GRU/workflow_config_gru_Alpha158.yaml index 0418afda2..e8a5dc612 100755 --- a/examples/benchmarks/GRU/workflow_config_gru_Alpha158.yaml +++ b/examples/benchmarks/GRU/workflow_config_gru_Alpha158.yaml @@ -45,23 +45,6 @@ port_analysis_config: &port_analysis_config end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - executor: - class: NestedExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: week - inner_executor: - class: SimulatorExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: day - generate_report: True - verbose: True - inner_strategy: - class: TWAPStrategy - module_path: qlib.contrib.strategy.rule_strategy - track_data: True - generate_report: True task: model: class: GRU @@ -109,4 +92,3 @@ task: module_path: qlib.workflow.record_temp kwargs: config: *port_analysis_config - risk_analysis_freq: day diff --git a/examples/benchmarks/GRU/workflow_config_gru_Alpha360.yaml b/examples/benchmarks/GRU/workflow_config_gru_Alpha360.yaml index fad0a27e6..ffdc6fb66 100644 --- a/examples/benchmarks/GRU/workflow_config_gru_Alpha360.yaml +++ b/examples/benchmarks/GRU/workflow_config_gru_Alpha360.yaml @@ -37,23 +37,6 @@ port_analysis_config: &port_analysis_config end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - executor: - class: NestedExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: week - inner_executor: - class: SimulatorExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: day - generate_report: True - verbose: True - inner_strategy: - class: TWAPStrategy - module_path: qlib.contrib.strategy.rule_strategy - track_data: True - generate_report: True task: model: class: GRU @@ -98,5 +81,4 @@ task: - class: PortAnaRecord module_path: qlib.workflow.record_temp kwargs: - config: *port_analysis_config - risk_analysis_freq: day \ No newline at end of file + config: *port_analysis_config \ No newline at end of file diff --git a/examples/benchmarks/LSTM/workflow_config_lstm_Alpha158.yaml b/examples/benchmarks/LSTM/workflow_config_lstm_Alpha158.yaml index e4b71cd52..7cbfb357d 100755 --- a/examples/benchmarks/LSTM/workflow_config_lstm_Alpha158.yaml +++ b/examples/benchmarks/LSTM/workflow_config_lstm_Alpha158.yaml @@ -45,23 +45,6 @@ port_analysis_config: &port_analysis_config end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - executor: - class: NestedExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: week - inner_executor: - class: SimulatorExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: day - generate_report: True - verbose: True - inner_strategy: - class: TWAPStrategy - module_path: qlib.contrib.strategy.rule_strategy - track_data: True - generate_report: True task: model: class: LSTM @@ -109,4 +92,3 @@ task: module_path: qlib.workflow.record_temp kwargs: config: *port_analysis_config - risk_analysis_freq: day diff --git a/examples/benchmarks/LSTM/workflow_config_lstm_Alpha360.yaml b/examples/benchmarks/LSTM/workflow_config_lstm_Alpha360.yaml index 4690e9f78..1f6d11dfd 100644 --- a/examples/benchmarks/LSTM/workflow_config_lstm_Alpha360.yaml +++ b/examples/benchmarks/LSTM/workflow_config_lstm_Alpha360.yaml @@ -37,23 +37,6 @@ port_analysis_config: &port_analysis_config end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - executor: - class: NestedExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: week - inner_executor: - class: SimulatorExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: day - generate_report: True - verbose: True - inner_strategy: - class: TWAPStrategy - module_path: qlib.contrib.strategy.rule_strategy - track_data: True - generate_report: True task: model: class: LSTM @@ -98,5 +81,4 @@ task: - class: PortAnaRecord module_path: qlib.workflow.record_temp kwargs: - config: *port_analysis_config - risk_analysis_freq: day \ No newline at end of file + config: *port_analysis_config \ No newline at end of file diff --git a/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml b/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml index 38fa6a043..4eb919505 100644 --- a/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml +++ b/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml @@ -23,23 +23,6 @@ port_analysis_config: &port_analysis_config end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - executor: - class: NestedExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: week - inner_executor: - class: SimulatorExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: day - generate_report: True - verbose: True - inner_strategy: - class: TWAPStrategy - module_path: qlib.contrib.strategy.rule_strategy - track_data: True - generate_report: True task: model: class: LGBModel @@ -82,5 +65,4 @@ task: - class: PortAnaRecord module_path: qlib.workflow.record_temp kwargs: - config: *port_analysis_config - risk_analysis_freq: day \ No newline at end of file + config: *port_analysis_config \ No newline at end of file diff --git a/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha360.yaml b/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha360.yaml index f5b94ce1b..249d74fce 100644 --- a/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha360.yaml +++ b/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha360.yaml @@ -30,23 +30,6 @@ port_analysis_config: &port_analysis_config end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - executor: - class: NestedExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: week - inner_executor: - class: SimulatorExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: day - generate_report: True - verbose: True - inner_strategy: - class: TWAPStrategy - module_path: qlib.contrib.strategy.rule_strategy - track_data: True - generate_report: True task: model: class: LGBModel @@ -89,5 +72,4 @@ task: - class: PortAnaRecord module_path: qlib.workflow.record_temp kwargs: - config: *port_analysis_config - risk_analysis_freq: day \ No newline at end of file + config: *port_analysis_config \ No newline at end of file diff --git a/examples/benchmarks/LightGBM/workflow_config_lightgbm_configurable_dataset.yaml b/examples/benchmarks/LightGBM/workflow_config_lightgbm_configurable_dataset.yaml index 4454f884e..2c3def064 100644 --- a/examples/benchmarks/LightGBM/workflow_config_lightgbm_configurable_dataset.yaml +++ b/examples/benchmarks/LightGBM/workflow_config_lightgbm_configurable_dataset.yaml @@ -38,23 +38,6 @@ port_analysis_config: &port_analysis_config end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - executor: - class: NestedExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: week - inner_executor: - class: SimulatorExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: day - generate_report: True - verbose: True - inner_strategy: - class: TWAPStrategy - module_path: qlib.contrib.strategy.rule_strategy - track_data: True - generate_report: True task: model: class: LGBModel @@ -97,5 +80,4 @@ task: - class: PortAnaRecord module_path: qlib.workflow.record_temp kwargs: - config: *port_analysis_config - risk_analysis_freq: day \ No newline at end of file + config: *port_analysis_config \ No newline at end of file diff --git a/examples/benchmarks/Linear/workflow_config_linear_Alpha158.yaml b/examples/benchmarks/Linear/workflow_config_linear_Alpha158.yaml index 179538149..5c5e08a30 100644 --- a/examples/benchmarks/Linear/workflow_config_linear_Alpha158.yaml +++ b/examples/benchmarks/Linear/workflow_config_linear_Alpha158.yaml @@ -37,23 +37,6 @@ port_analysis_config: &port_analysis_config end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - executor: - class: NestedExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: week - inner_executor: - class: SimulatorExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: day - generate_report: True - verbose: True - inner_strategy: - class: TWAPStrategy - module_path: qlib.contrib.strategy.rule_strategy - track_data: True - generate_report: True task: model: class: LinearModel @@ -89,4 +72,3 @@ task: module_path: qlib.workflow.record_temp kwargs: config: *port_analysis_config - risk_analysis_freq: day diff --git a/examples/benchmarks/MLP/workflow_config_mlp_Alpha158.yaml b/examples/benchmarks/MLP/workflow_config_mlp_Alpha158.yaml index befd4b62c..fc9a973c0 100644 --- a/examples/benchmarks/MLP/workflow_config_mlp_Alpha158.yaml +++ b/examples/benchmarks/MLP/workflow_config_mlp_Alpha158.yaml @@ -50,23 +50,6 @@ port_analysis_config: &port_analysis_config end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - executor: - class: NestedExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: week - inner_executor: - class: SimulatorExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: day - generate_report: True - verbose: True - inner_strategy: - class: TWAPStrategy - module_path: qlib.contrib.strategy.rule_strategy - track_data: True - generate_report: True task: model: class: DNNModelPytorch @@ -111,5 +94,4 @@ task: - class: PortAnaRecord module_path: qlib.workflow.record_temp kwargs: - config: *port_analysis_config - risk_analysis_freq: day \ No newline at end of file + config: *port_analysis_config \ No newline at end of file diff --git a/examples/benchmarks/MLP/workflow_config_mlp_Alpha360.yaml b/examples/benchmarks/MLP/workflow_config_mlp_Alpha360.yaml index cc0e9a62c..ffd9499c3 100644 --- a/examples/benchmarks/MLP/workflow_config_mlp_Alpha360.yaml +++ b/examples/benchmarks/MLP/workflow_config_mlp_Alpha360.yaml @@ -38,23 +38,6 @@ port_analysis_config: &port_analysis_config end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - executor: - class: NestedExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: week - inner_executor: - class: SimulatorExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: day - generate_report: True - verbose: True - inner_strategy: - class: TWAPStrategy - module_path: qlib.contrib.strategy.rule_strategy - track_data: True - generate_report: True task: model: class: DNNModelPytorch @@ -98,5 +81,4 @@ task: - class: PortAnaRecord module_path: qlib.workflow.record_temp kwargs: - config: *port_analysis_config - risk_analysis_freq: day \ No newline at end of file + config: *port_analysis_config \ No newline at end of file diff --git a/examples/benchmarks/SFM/workflow_config_sfm_Alpha360.yaml b/examples/benchmarks/SFM/workflow_config_sfm_Alpha360.yaml index 885eddebf..5c4536d44 100644 --- a/examples/benchmarks/SFM/workflow_config_sfm_Alpha360.yaml +++ b/examples/benchmarks/SFM/workflow_config_sfm_Alpha360.yaml @@ -37,23 +37,6 @@ port_analysis_config: &port_analysis_config end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - executor: - class: NestedExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: week - inner_executor: - class: SimulatorExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: day - generate_report: True - verbose: True - inner_strategy: - class: TWAPStrategy - module_path: qlib.contrib.strategy.rule_strategy - track_data: True - generate_report: True task: model: class: SFM @@ -102,4 +85,3 @@ task: module_path: qlib.workflow.record_temp kwargs: config: *port_analysis_config - risk_analysis_freq: day diff --git a/examples/benchmarks/TCTS/workflow_config_tcts_Alpha360.yaml b/examples/benchmarks/TCTS/workflow_config_tcts_Alpha360.yaml index 9e97ad874..0c2b40723 100644 --- a/examples/benchmarks/TCTS/workflow_config_tcts_Alpha360.yaml +++ b/examples/benchmarks/TCTS/workflow_config_tcts_Alpha360.yaml @@ -41,23 +41,6 @@ port_analysis_config: &port_analysis_config end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - executor: - class: NestedExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: week - inner_executor: - class: SimulatorExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: day - generate_report: True - verbose: True - inner_strategy: - class: TWAPStrategy - module_path: qlib.contrib.strategy.rule_strategy - track_data: True - generate_report: True task: model: class: TCTS @@ -109,5 +92,4 @@ task: - class: PortAnaRecord module_path: qlib.workflow.record_temp kwargs: - config: *port_analysis_config - risk_analysis_freq: day \ No newline at end of file + config: *port_analysis_config \ No newline at end of file diff --git a/examples/benchmarks/TFT/workflow_config_tft_Alpha158.yaml b/examples/benchmarks/TFT/workflow_config_tft_Alpha158.yaml index 92b64cfbf..74994d875 100644 --- a/examples/benchmarks/TFT/workflow_config_tft_Alpha158.yaml +++ b/examples/benchmarks/TFT/workflow_config_tft_Alpha158.yaml @@ -25,23 +25,6 @@ port_analysis_config: &port_analysis_config end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - executor: - class: NestedExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: week - inner_executor: - class: SimulatorExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: day - generate_report: True - verbose: True - inner_strategy: - class: TWAPStrategy - module_path: qlib.contrib.strategy.rule_strategy - track_data: True - generate_report: True task: model: class: TFTModel @@ -75,4 +58,3 @@ task: module_path: qlib.workflow.record_temp kwargs: config: *port_analysis_config - risk_analysis_freq: day diff --git a/examples/benchmarks/TabNet/workflow_config_TabNet_Alpha158.yaml b/examples/benchmarks/TabNet/workflow_config_TabNet_Alpha158.yaml index c8ebaf8fb..92b3f8933 100644 --- a/examples/benchmarks/TabNet/workflow_config_TabNet_Alpha158.yaml +++ b/examples/benchmarks/TabNet/workflow_config_TabNet_Alpha158.yaml @@ -37,23 +37,6 @@ port_analysis_config: &port_analysis_config end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - executor: - class: NestedExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: week - inner_executor: - class: SimulatorExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: day - generate_report: True - verbose: True - inner_strategy: - class: TWAPStrategy - module_path: qlib.contrib.strategy.rule_strategy - track_data: True - generate_report: True task: model: class: TabnetModel @@ -92,4 +75,3 @@ task: module_path: qlib.workflow.record_temp kwargs: config: *port_analysis_config - risk_analysis_freq: day diff --git a/examples/benchmarks/TabNet/workflow_config_TabNet_Alpha360.yaml b/examples/benchmarks/TabNet/workflow_config_TabNet_Alpha360.yaml index fffdfcad1..2211ef66e 100644 --- a/examples/benchmarks/TabNet/workflow_config_TabNet_Alpha360.yaml +++ b/examples/benchmarks/TabNet/workflow_config_TabNet_Alpha360.yaml @@ -37,23 +37,6 @@ port_analysis_config: &port_analysis_config end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - executor: - class: NestedExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: week - inner_executor: - class: SimulatorExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: day - generate_report: True - verbose: True - inner_strategy: - class: TWAPStrategy - module_path: qlib.contrib.strategy.rule_strategy - track_data: True - generate_report: True task: model: class: TabnetModel @@ -92,4 +75,3 @@ task: module_path: qlib.workflow.record_temp kwargs: config: *port_analysis_config - risk_analysis_freq: day diff --git a/examples/benchmarks/XGBoost/workflow_config_xgboost_Alpha158.yaml b/examples/benchmarks/XGBoost/workflow_config_xgboost_Alpha158.yaml index 6d6762027..6feed7cc4 100644 --- a/examples/benchmarks/XGBoost/workflow_config_xgboost_Alpha158.yaml +++ b/examples/benchmarks/XGBoost/workflow_config_xgboost_Alpha158.yaml @@ -23,23 +23,6 @@ port_analysis_config: &port_analysis_config end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - executor: - class: NestedExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: week - inner_executor: - class: SimulatorExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: day - generate_report: True - verbose: True - inner_strategy: - class: TWAPStrategy - module_path: qlib.contrib.strategy.rule_strategy - track_data: True - generate_report: True task: model: class: XGBModel @@ -81,4 +64,3 @@ task: module_path: qlib.workflow.record_temp kwargs: config: *port_analysis_config - risk_analysis_freq: day diff --git a/examples/benchmarks/XGBoost/workflow_config_xgboost_Alpha360.yaml b/examples/benchmarks/XGBoost/workflow_config_xgboost_Alpha360.yaml index ed8e8c495..f6a07f3a7 100644 --- a/examples/benchmarks/XGBoost/workflow_config_xgboost_Alpha360.yaml +++ b/examples/benchmarks/XGBoost/workflow_config_xgboost_Alpha360.yaml @@ -30,23 +30,6 @@ port_analysis_config: &port_analysis_config end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - executor: - class: NestedExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: week - inner_executor: - class: SimulatorExecutor - module_path: qlib.backtest.executor - kwargs: - time_per_step: day - generate_report: True - verbose: True - inner_strategy: - class: TWAPStrategy - module_path: qlib.contrib.strategy.rule_strategy - track_data: True - generate_report: True task: model: class: XGBModel @@ -88,4 +71,3 @@ task: module_path: qlib.workflow.record_temp kwargs: config: *port_analysis_config - risk_analysis_freq: day