mirror of
https://github.com/microsoft/qlib.git
synced 2026-07-11 23:06:58 +08:00
Add RMSE for contrib.workflow.record_temp and unit tests
This commit is contained in:
@@ -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
|
||||
|
||||
|
||||
Reference in New Issue
Block a user