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Fix script

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Jactus
2020-11-27 22:26:53 +08:00
parent 0824e0e65c
commit 7952d79932
1 changed files with 1 additions and 1 deletions
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examples/run_all_model.py
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@@ -153,7 +153,7 @@ def get_all_results(folders) -> dict:
result["information_ratio_with_cost"] = list() result["information_ratio_with_cost"] = list()
result["max_drawdown_with_cost"] = list() result["max_drawdown_with_cost"] = list()
for recorder_id in recorders: for recorder_id in recorders:
if recorders[recorder_id]["status"] == "FINISHED": if recorders[recorder_id].status == "FINISHED":
recorder = R.get_recorder(recorder_id=recorder_id, experiment_name=fn) recorder = R.get_recorder(recorder_id=recorder_id, experiment_name=fn)
metrics = recorder.list_metrics() metrics = recorder.list_metrics()
result["annualized_return_with_cost"].append(metrics["excess_return_with_cost.annualized_return"]) result["annualized_return_with_cost"].append(metrics["excess_return_with_cost.annualized_return"])