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mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00

Being compatible with previous Qlib version

This commit is contained in:
Young
2021-10-15 15:06:06 +00:00
parent 052aad7982
commit 4efb0a75c1
2 changed files with 11 additions and 4 deletions

View File

@@ -14,9 +14,8 @@ port_analysis_config: &port_analysis_config
class: TopkDropoutStrategy
module_path: qlib.contrib.strategy
kwargs:
signal:
- <MODEL>
- <DATASET>
model: <MODEL>
dataset: <DATASET>
topk: 50
n_drop: 5
backtest:

View File

@@ -27,7 +27,7 @@ class TopkDropoutStrategy(BaseStrategy):
*,
topk,
n_drop,
signal: Union[Signal, Tuple[BaseModel, Dataset], List, Dict, Text, pd.Series, pd.DataFrame],
signal: Union[Signal, Tuple[BaseModel, Dataset], List, Dict, Text, pd.Series, pd.DataFrame] = None,
method_sell="bottom",
method_buy="top",
risk_degree=0.95,
@@ -36,6 +36,8 @@ class TopkDropoutStrategy(BaseStrategy):
trade_exchange=None,
level_infra=None,
common_infra=None,
model=None,
dataset=None,
**kwargs,
):
"""
@@ -82,6 +84,12 @@ class TopkDropoutStrategy(BaseStrategy):
self.risk_degree = risk_degree
self.hold_thresh = hold_thresh
self.only_tradable = only_tradable
# This is trying to be compatible with previous version of qlib task config
if model is not None and dataset is not None:
warnings.warn("`model` `dataset` is deprecated; use `signal`.", DeprecationWarning)
signal = model, dataset
self.signal: Signal = create_signal_from(signal)
def get_risk_degree(self, trade_step=None):