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https://github.com/microsoft/qlib.git
synced 2026-07-02 18:40:58 +08:00
Fix CI lint with black
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@@ -8,6 +8,7 @@ if not exists_qlib_data(provider_uri):
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print(f"Qlib data is not found in {provider_uri}")
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sys.path.append(str(scripts_dir))
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from get_data import GetData
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GetData().qlib_data(target_dir=provider_uri, region="cn")
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qlib.init(provider_uri=provider_uri, region="cn")
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@@ -19,7 +20,7 @@ data_handler_config = {
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"end_time": "2020-08-01",
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"fit_start_time": "2008-01-01",
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"fit_end_time": "2014-12-31",
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"instruments": market
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"instruments": market,
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}
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dataset_task = {
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"dataset": {
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@@ -52,8 +53,8 @@ def objective(trial):
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"colsample_bytree": trial.suggest_uniform("colsample_bytree", 0.5, 1),
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"learning_rate": trial.suggest_uniform("learning_rate", 0, 1),
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"subsample": trial.suggest_uniform("subsample", 0, 1),
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"lambda_l1": trial.suggest_loguniform("lambda_l1", 1e-8, 1e+4),
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"lambda_l2": trial.suggest_loguniform("lambda_l2", 1e-8, 1e+4),
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"lambda_l1": trial.suggest_loguniform("lambda_l1", 1e-8, 1e4),
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"lambda_l2": trial.suggest_loguniform("lambda_l2", 1e-8, 1e4),
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"max_depth": 10,
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"num_leaves": trial.suggest_int("num_leaves", 1, 1024),
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"feature_fraction": trial.suggest_uniform("feature_fraction", 0.4, 1.0),
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@@ -70,5 +71,6 @@ def objective(trial):
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model.fit(dataset, evals_result=evals_result)
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return min(evals_result["valid"])
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study = optuna.Study(study_name="LGBM_158", storage="sqlite:///db.sqlite3")
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study.optimize(objective, n_jobs=6)
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@@ -8,6 +8,7 @@ if not exists_qlib_data(provider_uri):
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print(f"Qlib data is not found in {provider_uri}")
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sys.path.append(str(scripts_dir))
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from get_data import GetData
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GetData().qlib_data(target_dir=provider_uri, region="cn")
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qlib.init(provider_uri=provider_uri, region="cn")
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@@ -19,7 +20,7 @@ data_handler_config = {
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"end_time": "2020-08-01",
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"fit_start_time": "2008-01-01",
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"fit_end_time": "2014-12-31",
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"instruments": market
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"instruments": market,
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}
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dataset_task = {
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"dataset": {
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@@ -52,8 +53,8 @@ def objective(trial):
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"colsample_bytree": trial.suggest_uniform("colsample_bytree", 0.5, 1),
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"learning_rate": trial.suggest_uniform("learning_rate", 0, 1),
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"subsample": trial.suggest_uniform("subsample", 0, 1),
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"lambda_l1": trial.suggest_loguniform("lambda_l1", 1e-8, 1e+4),
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"lambda_l2": trial.suggest_loguniform("lambda_l2", 1e-8, 1e+4),
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"lambda_l1": trial.suggest_loguniform("lambda_l1", 1e-8, 1e4),
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"lambda_l2": trial.suggest_loguniform("lambda_l2", 1e-8, 1e4),
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"max_depth": 10,
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"num_leaves": trial.suggest_int("num_leaves", 1, 1024),
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"feature_fraction": trial.suggest_uniform("feature_fraction", 0.4, 1.0),
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@@ -70,5 +71,6 @@ def objective(trial):
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model.fit(dataset, evals_result=evals_result)
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return min(evals_result["valid"])
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study = optuna.Study(study_name="LGBM_360", storage="sqlite:///db.sqlite3")
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study.optimize(objective, n_jobs=6)
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