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dnn model opz

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bxdd
2020-11-26 21:15:21 +08:00
parent d3480602c3
commit 52c7076917
3 changed files with 49 additions and 20 deletions
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14
examples/benchmarks/DNN/workflow_config_dnn.yaml
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@@ -1,4 +1,4 @@
provider_uri: "~/.qlib/qlib_data/cn_data"
provider_uri: "~/.qlib/qlib_data/cn_data_new"
region: cn
market: &market csi300
benchmark: &benchmark SH000300
@@ -8,6 +8,18 @@ data_handler_config: &data_handler_config
fit_start_time: 2008-01-01
fit_end_time: 2014-12-31
instruments: *market
infer_processors: [
{
"class" : "CSZFillna",
"kwargs":{"fields_group": "feature"}
},
{
"class" : "Fillna",
"kwargs":{"fields_group": "feature"}
}
]
learn_processors: ["DropnaLabel", {"class": "CSZScoreNorm", "kwargs": {"fields_group": "label"}}]
port_analysis_config: &port_analysis_config
strategy:
class: TopkDropoutStrategy