From 3974bfe74652983e97c2e91a3e5aece1c76f14e0 Mon Sep 17 00:00:00 2001 From: you-n-g Date: Tue, 23 Nov 2021 12:37:50 +0800 Subject: [PATCH] Add SigAnaRecord in to workflow_by_code.py (#707) * Update workflow_by_code.py * Update workflow_by_code.py --- examples/workflow_by_code.py | 6 +++++- 1 file changed, 5 insertions(+), 1 deletion(-) diff --git a/examples/workflow_by_code.py b/examples/workflow_by_code.py index 7fd299338..67b2d26cf 100644 --- a/examples/workflow_by_code.py +++ b/examples/workflow_by_code.py @@ -5,7 +5,7 @@ import qlib from qlib.config import REG_CN from qlib.utils import init_instance_by_config, flatten_dict from qlib.workflow import R -from qlib.workflow.record_temp import SignalRecord, PortAnaRecord +from qlib.workflow.record_temp import SignalRecord, PortAnaRecord, SigAnaRecord from qlib.tests.data import GetData from qlib.tests.config import CSI300_BENCH, CSI300_GBDT_TASK @@ -70,6 +70,10 @@ if __name__ == "__main__": sr = SignalRecord(model, dataset, recorder) sr.generate() + # Signal Analysis + sar = SigAnaRecord(recorder) + sar.generate() + # backtest. If users want to use backtest based on their own prediction, # please refer to https://qlib.readthedocs.io/en/latest/component/recorder.html#record-template. par = PortAnaRecord(recorder, port_analysis_config, "day")