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QLibDataHandlerClose is renamed to Alpha158

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This commit is contained in:
zhupr
2020-09-28 15:29:04 +08:00
committed by you-n-g
parent 3c9f3acf79
commit 8d76a99ee0
11 changed files with 20 additions and 20 deletions
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2
examples/estimator/estimator_config.yaml
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@@ -17,7 +17,7 @@ model:
num_leaves: 210
num_threads: 20
data:
class: QLibDataHandlerClose
class: Alpha158
args:
dropna_label: True
filter:

2
examples/estimator/estimator_config_dnn.yaml
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@@ -18,7 +18,7 @@ model:
batch_size: 4096
GPU: '0'
data:
class: QLibDataHandlerClose
class: Alpha158
args:
dropna_label: True
dropna_feature: True

4
examples/train_and_backtest.py
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@@ -8,7 +8,7 @@ import qlib
import pandas as pd
from qlib.config import REG_CN
from qlib.contrib.model.gbdt import LGBModel
from qlib.contrib.estimator.handler import QLibDataHandlerClose
from qlib.contrib.estimator.handler import Alpha158
from qlib.contrib.strategy.strategy import TopkDropoutStrategy
from qlib.contrib.evaluate import (
backtest as normal_backtest,
@@ -54,7 +54,7 @@ if __name__ == "__main__":
# use default DataHandler
# custom DataHandler, refer to: TODO: DataHandler API url
x_train, y_train, x_validate, y_validate, x_test, y_test = QLibDataHandlerClose(
x_train, y_train, x_validate, y_validate, x_test, y_test = Alpha158(
**DATA_HANDLER_CONFIG
).get_split_data(**TRAINER_CONFIG)

4
examples/train_backtest_analyze.ipynb
View File

@@ -13,7 +13,7 @@
"import pandas as pd\n",
"from qlib.config import REG_CN\n",
"from qlib.contrib.model.gbdt import LGBModel\n",
"from qlib.contrib.estimator.handler import QLibDataHandlerClose\n",
"from qlib.contrib.estimator.handler import Alpha158\n",
"from qlib.contrib.strategy.strategy import TopkDropoutStrategy\n",
"from qlib.contrib.evaluate import (\n",
" backtest as normal_backtest,\n",
@@ -87,7 +87,7 @@
"\n",
"# use default DataHandler\n",
"# custom DataHandler, refer to: TODO: DataHandler api url\n",
"x_train, y_train, x_validate, y_validate, x_test, y_test = QLibDataHandlerClose(**DATA_HANDLER_CONFIG).get_split_data(**TRAINER_CONFIG)\n",
"x_train, y_train, x_validate, y_validate, x_test, y_test = Alpha158(**DATA_HANDLER_CONFIG).get_split_data(**TRAINER_CONFIG)\n",
"\n",
"\n",
"MODEL_CONFIG = {\n",