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QLibDataHandlerClose is renamed to Alpha158

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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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4
examples/train_backtest_analyze.ipynb
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@@ -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",