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simplify record tmp

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Young
2021-11-05 11:34:21 +00:00
parent 4f2d6b0d84
commit 3fa48d7017
3 changed files with 90 additions and 70 deletions
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14
tests/test_all_pipeline.py
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@@ -47,13 +47,13 @@ def train(uri_path: str = None):
rid = recorder.id
sr = SignalRecord(model, dataset, recorder)
sr.generate()
pred_score = sr.load(sr.get_path("pred.pkl"))
pred_score = sr.load("pred.pkl")
# calculate ic and ric
sar = SigAnaRecord(recorder)
sar.generate()
ic = sar.load(sar.get_path("ic.pkl"))
ric = sar.load(sar.get_path("ric.pkl"))
ic = sar.load("ic.pkl")
ric = sar.load("ric.pkl")
return pred_score, {"ic": ic, "ric": ric}, rid
@@ -78,13 +78,13 @@ def train_with_sigana(uri_path: str = None):
sr = SignalRecord(model, dataset, recorder)
sr.generate()
pred_score = sr.load(sr.get_path("pred.pkl"))
pred_score = sr.load("pred.pkl")
# predict and calculate ic and ric
sar = SigAnaRecord(recorder)
sar.generate()
ic = sar.load(sar.get_path("ic.pkl"))
ric = sar.load(sar.get_path("ric.pkl"))
ic = sar.load("ic.pkl")
ric = sar.load("ric.pkl")
uri_path = R.get_uri()
return pred_score, {"ic": ic, "ric": ric}, uri_path
@@ -169,7 +169,7 @@ def backtest_analysis(pred, rid, uri_path: str = None):
# backtest
par = PortAnaRecord(recorder, port_analysis_config, risk_analysis_freq="day")
par.generate()
analysis_df = par.load(par.get_path("port_analysis_1day.pkl"))
analysis_df = par.load("port_analysis_1day.pkl")
print(analysis_df)
return analysis_df