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Add SigAnaRecord in to workflow_by_code.py (#707)

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* Update workflow_by_code.py

* Update workflow_by_code.py
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you-n-g
2021-11-23 12:37:50 +08:00
committed by GitHub
parent 45ebb1d0e0
commit 3974bfe746
1 changed files with 5 additions and 1 deletions
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examples/workflow_by_code.py
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@@ -5,7 +5,7 @@ import qlib
from qlib.config import REG_CN from qlib.config import REG_CN
from qlib.utils import init_instance_by_config, flatten_dict from qlib.utils import init_instance_by_config, flatten_dict
from qlib.workflow import R 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.data import GetData
from qlib.tests.config import CSI300_BENCH, CSI300_GBDT_TASK from qlib.tests.config import CSI300_BENCH, CSI300_GBDT_TASK
@@ -70,6 +70,10 @@ if __name__ == "__main__":
sr = SignalRecord(model, dataset, recorder) sr = SignalRecord(model, dataset, recorder)
sr.generate() sr.generate()
# Signal Analysis
sar = SigAnaRecord(recorder)
sar.generate()
# backtest. If users want to use backtest based on their own prediction, # 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. # please refer to https://qlib.readthedocs.io/en/latest/component/recorder.html#record-template.
par = PortAnaRecord(recorder, port_analysis_config, "day") par = PortAnaRecord(recorder, port_analysis_config, "day")