liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-10 14:26:56 +08:00
Code Activity

black format

Browse Source
This commit is contained in:
Young
2020-11-21 15:34:15 +00:00
parent e5923333f5
commit 89977320e3
5 changed files with 20 additions and 18 deletions
Download Patch File Download Diff File Expand all files Collapse all files

4
qlib/workflow/record_temp.py
View File

@@ -119,7 +119,7 @@ class SignalRecord(RecordTemp):
raw_label = DatasetH.prepare(**params)
except TypeError:
# The argument number is not right
del params['data_key']
del params["data_key"]
# The backend handler should be DataHandler
raw_label = DatasetH.prepare(**params)
self.recorder.save_objects(**{"label.pkl": raw_label})
@@ -147,7 +147,7 @@ class SigAnaRecord(SignalRecord):
"IC": ic.mean(),
"ICIR": ic.mean() / ic.std(),
"Rank IC": ric.mean(),
"Rank ICIR": ric.mean() / ric.std()
"Rank ICIR": ric.mean() / ric.std(),
}
self.recorder.log_metrics(**metrics)
self.recorder.save_objects(**{"ic.pkl": ic, "ric.pkl": ric}, artifact_path=self.artifact_path_sig)