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mirror of https://github.com/microsoft/qlib.git synced 2026-07-06 12:30:57 +08:00

Add run_all_model script

This commit is contained in:
Jactus
2020-11-20 16:09:40 +08:00
parent 38e76a6e40
commit 5aa48524d6
13 changed files with 340 additions and 71 deletions

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@@ -1,4 +1,5 @@
provider_uri: "~/.qlib/qlib_data/cn_data"
region: cn
market: &market csi300
benchmark: &benchmark SH000300
data_handler_config: &data_handler_config

View File

@@ -1,4 +1,5 @@
provider_uri: "~/.qlib/qlib_data/cn_data"
region: cn
market: &market csi300
benchmark: &benchmark SH000300
data_handler_config: &data_handler_config
@@ -28,18 +29,16 @@ task:
class: DNNModelPytorch
module_path: qlib.contrib.model.pytorch_nn
kwargs:
loss: mse
input_dim: 360
output_dim: 1
layers: [256, 512, 1024, 512, 256, 128, 64]
lr: 0.001
max_steps: 300
batch_size: 2000
early_stop_rounds: 50
eval_steps: 20
lr: 0.002
lr_decay: 0.96
lr_decay_steps: 100
optimizer: gd
loss: mse
optimizer: adam
max_steps: 8000
batch_size: 4096
GPU: 0
dataset:
class: DatasetH
module_path: qlib.data.dataset

View File

@@ -1,4 +1,5 @@
provider_uri: "~/.qlib/qlib_data/cn_data"
region: cn
market: &market csi300
benchmark: &benchmark SH000300
data_handler_config: &data_handler_config

View File

@@ -1,4 +1,5 @@
provider_uri: "~/.qlib/qlib_data/cn_data"
region: cn
market: &market csi300
benchmark: &benchmark SH000300
data_handler_config: &data_handler_config

View File

@@ -1,4 +1,5 @@
provider_uri: "~/.qlib/qlib_data/cn_data"
region: cn
market: &market csi300
benchmark: &benchmark SH000300
data_handler_config: &data_handler_config

View File

@@ -1,4 +1,5 @@
provider_uri: "~/.qlib/qlib_data/cn_data"
region: cn
market: &market csi300
benchmark: &benchmark SH000300
data_handler_config: &data_handler_config

View File

@@ -1,4 +1,5 @@
provider_uri: "~/.qlib/qlib_data/cn_data"
region: cn
market: &market csi300
benchmark: &benchmark SH000300
data_handler_config: &data_handler_config