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Add RMSE for contrib.workflow.record_temp and unit tests

This commit is contained in:
D-X-Y
2021-03-16 22:55:28 +08:00
parent d4aa681652
commit 88b0871c12
2 changed files with 7 additions and 2 deletions

View File

@@ -19,6 +19,7 @@ from qlib.contrib.evaluate import (
backtest as normal_backtest,
risk_analysis,
)
from qlib.contrib.workflow.record_temp import SignalMseRecord
from qlib.utils import exists_qlib_data, init_instance_by_config, flatten_dict
from qlib.workflow import R
from qlib.workflow.record_temp import SignalRecord, SigAnaRecord, PortAnaRecord
@@ -164,6 +165,9 @@ def train_with_sigana():
ic = sar.load(sar.get_path("ic.pkl"))
ric = sar.load(sar.get_path("ric.pkl"))
pred_score = sar.load("pred.pkl")
smr = SignalMseRecord(recorder)
smr.generate()
uri_path = R.get_uri()
return pred_score, {"ic": ic, "ric": ric}, uri_path