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Add initial workflow_by_config

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Jactus
2020-11-16 17:29:26 +08:00
parent 42867264f3
commit 3e04ded750
4 changed files with 110 additions and 19 deletions
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27
examples/workflow_by_code.py
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@@ -46,15 +46,6 @@ if __name__ == "__main__":
"instruments": MARKET,
}
TRAINER_CONFIG = {
"train_start_time": "2008-01-01",
"train_end_time": "2014-12-31",
"validate_start_time": "2015-01-01",
"validate_end_time": "2016-12-31",
"test_start_time": "2017-01-01",
"test_end_time": "2020-08-01",
}
task = {
"model": {
"class": "LGBModel",
@@ -82,14 +73,8 @@ if __name__ == "__main__":
},
"segments": {
"train": ("2008-01-01", "2014-12-31"),
"valid": (
"2015-01-01",
"2016-12-31",
),
"test": (
"2017-01-01",
"2020-08-01",
),
"valid": ("2015-01-01", "2016-12-31"),
"test": ("2017-01-01", "2020-08-01"),
},
},
},
@@ -99,8 +84,12 @@ if __name__ == "__main__":
port_analysis_config = {
"strategy": {
"topk": 50,
"n_drop": 5,
"class": "TopkDropoutStrategy",
"module_path": "qlib.contrib.strategy.strategy",
"kwargs": {
"topk": 50,
"n_drop": 5,
}
},
"backtest": {
"verbose": False,