liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-17 17:34:35 +08:00
Code Activity

Update configs.py

Browse Source
This commit is contained in:
Wendi Li
2020-11-25 20:20:52 +08:00
committed by you-n-g
parent 939154b4a5
commit 5581cc42bf
1 changed files with 1 additions and 13 deletions
Download Patch File Download Diff File Expand all files Collapse all files

14
examples/benchmarks/TFT/expt_settings/configs.py
View File

@@ -22,10 +22,6 @@ for the main experiments used in the publication.
import os import os
import data_formatters.electricity
import data_formatters.favorita
import data_formatters.traffic
import data_formatters.volatility
import data_formatters.qlib_Alpha158 import data_formatters.qlib_Alpha158
@@ -43,7 +39,7 @@ class ExperimentConfig(object):
experiment. experiment.
""" """
default_experiments = ["volatility", "electricity", "traffic", "favorita", "Alpha158"] default_experiments = ["Alpha158"]
def __init__(self, experiment="volatility", root_folder=None): def __init__(self, experiment="volatility", root_folder=None):
"""Creates configs based on default experiment chosen. """Creates configs based on default experiment chosen.
@@ -75,10 +71,6 @@ class ExperimentConfig(object):
@property @property
def data_csv_path(self): def data_csv_path(self):
csv_map = { csv_map = {
"volatility": "formatted_omi_vol.csv",
"electricity": "hourly_electricity.csv",
"traffic": "hourly_data.csv",
"favorita": "favorita_consolidated.csv",
"Alpha158": "Alpha158.csv", "Alpha158": "Alpha158.csv",
} }
@@ -97,10 +89,6 @@ class ExperimentConfig(object):
""" """
data_formatter_class = { data_formatter_class = {
"volatility": data_formatters.volatility.VolatilityFormatter,
"electricity": data_formatters.electricity.ElectricityFormatter,
"traffic": data_formatters.traffic.TrafficFormatter,
"favorita": data_formatters.favorita.FavoritaFormatter,
"Alpha158": data_formatters.qlib_Alpha158.Alpha158Formatter, "Alpha158": data_formatters.qlib_Alpha158.Alpha158Formatter,
} }