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Update config names

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This commit is contained in:
Jactus
2020-12-04 13:02:09 +08:00
parent 86b0b63771
commit 2fb7774927
13 changed files with 8 additions and 8 deletions
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2
CHANGES.rst
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@@ -114,7 +114,7 @@ Version 0.4.1
Version 0.4.2 Version 0.4.2
-------------------- --------------------
- Refactor DataHandler - Refactor DataHandler
- Add ``ALPHA360`` DataHandler - Add ``Alpha360`` DataHandler
Version 0.4.3 Version 0.4.3

2
examples/benchmarks/ALSTM/workflow_config_alstm.yaml → examples/benchmarks/ALSTM/workflow_config_alstm_Alpha360.yaml
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@@ -61,7 +61,7 @@ task:
module_path: qlib.data.dataset module_path: qlib.data.dataset
kwargs: kwargs:
handler: handler:
class: ALPHA360 class: Alpha360
module_path: qlib.contrib.data.handler module_path: qlib.contrib.data.handler
kwargs: *data_handler_config kwargs: *data_handler_config
segments: segments:

0
examples/benchmarks/CatBoost/workflow_config_catboost.yaml → examples/benchmarks/CatBoost/workflow_config_catboost_Alpha158.yaml
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2
examples/benchmarks/GATs/workflow_config_gats.yaml → examples/benchmarks/GATs/workflow_config_gats_Alpha360.yaml
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@@ -62,7 +62,7 @@ task:
module_path: qlib.data.dataset module_path: qlib.data.dataset
kwargs: kwargs:
handler: handler:
class: ALPHA360 class: Alpha360
module_path: qlib.contrib.data.handler module_path: qlib.contrib.data.handler
kwargs: *data_handler_config kwargs: *data_handler_config
segments: segments:

2
examples/benchmarks/GRU/workflow_config_gru.yaml → examples/benchmarks/GRU/workflow_config_gru_Alpha360.yaml
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@@ -60,7 +60,7 @@ task:
module_path: qlib.data.dataset module_path: qlib.data.dataset
kwargs: kwargs:
handler: handler:
class: ALPHA360 class: Alpha360
module_path: qlib.contrib.data.handler module_path: qlib.contrib.data.handler
kwargs: *data_handler_config kwargs: *data_handler_config
segments: segments:

2
examples/benchmarks/LSTM/workflow_config_lstm.yaml → examples/benchmarks/LSTM/workflow_config_lstm_Alpha360.yaml
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@@ -60,7 +60,7 @@ task:
module_path: qlib.data.dataset module_path: qlib.data.dataset
kwargs: kwargs:
handler: handler:
class: ALPHA360 class: Alpha360
module_path: qlib.contrib.data.handler module_path: qlib.contrib.data.handler
kwargs: *data_handler_config kwargs: *data_handler_config
segments: segments:

0
examples/benchmarks/LightGBM/workflow_config_lightgbm.yaml → examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml
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0
examples/benchmarks/Linear/workflow_config_linear.yaml → examples/benchmarks/Linear/workflow_config_linear_Alpha158.yaml
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0
examples/benchmarks/MLP/workflow_config_mlp.yaml → examples/benchmarks/MLP/workflow_config_mlp_Alpha158.yaml
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2
examples/benchmarks/SFM/workflow_config_sfm.yaml → examples/benchmarks/SFM/workflow_config_sfm_Alpha360.yaml
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@@ -63,7 +63,7 @@ task:
module_path: qlib.data.dataset module_path: qlib.data.dataset
kwargs: kwargs:
handler: handler:
class: ALPHA360 class: Alpha360
module_path: qlib.contrib.data.handler module_path: qlib.contrib.data.handler
kwargs: *data_handler_config kwargs: *data_handler_config
segments: segments:

0
examples/benchmarks/TFT/workflow_config_tft.yaml → examples/benchmarks/TFT/workflow_config_tft_Alpha158.yaml
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0
examples/benchmarks/XGBoost/workflow_config_xgboost.yaml → examples/benchmarks/XGBoost/workflow_config_xgboost_Alpha158.yaml
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4
qlib/contrib/data/handler.py
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@@ -43,7 +43,7 @@ _DEFAULT_INFER_PROCESSORS = [
] ]
class ALPHA360(DataHandlerLP): class Alpha360(DataHandlerLP):
def __init__( def __init__(
self, self,
instruments="csi500", instruments="csi500",
@@ -119,7 +119,7 @@ class ALPHA360(DataHandlerLP):
return fields, names return fields, names
class ALPHA360vwap(ALPHA360): class Alpha360vwap(Alpha360):
def get_label_config(self): def get_label_config(self):
return (["Ref($vwap, -2)/Ref($vwap, -1) - 1"], ["LABEL0"]) return (["Ref($vwap, -2)/Ref($vwap, -1) - 1"], ["LABEL0"])