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fix all example

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wangwenxi.handsome
2021-06-28 21:29:12 +08:00
committed by you-n-g
parent 8b28575dad
commit 267ee3555d
25 changed files with 12 additions and 462 deletions
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18
examples/benchmarks/LSTM/workflow_config_lstm_Alpha158.yaml
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@@ -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

20
examples/benchmarks/LSTM/workflow_config_lstm_Alpha360.yaml
View File

@@ -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
config: *port_analysis_config