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add test/config.py

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zhupr
2021-05-28 13:24:47 +08:00
parent 0a4e241608
commit 98eacf8f88
21 changed files with 246 additions and 637 deletions
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49
examples/online_srv/update_online_pred.py
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@@ -7,56 +7,19 @@ There are two parts including first_train and update_online_pred.
Firstly, we will finish the training and set the trained models to the `online` models.
Next, we will finish updating online predictions.
"""
import copy
import fire
import qlib
from qlib.config import REG_CN
from qlib.model.trainer import task_train
from qlib.workflow.online.utils import OnlineToolR
from qlib.tests.config import CSI300_GBDT_TASK
data_handler_config = {
"start_time": "2008-01-01",
"end_time": "2020-08-01",
"fit_start_time": "2008-01-01",
"fit_end_time": "2014-12-31",
"instruments": "csi100",
}
task = copy.deepcopy(CSI300_GBDT_TASK)
task = {
"model": {
"class": "LGBModel",
"module_path": "qlib.contrib.model.gbdt",
"kwargs": {
"loss": "mse",
"colsample_bytree": 0.8879,
"learning_rate": 0.0421,
"subsample": 0.8789,
"lambda_l1": 205.6999,
"lambda_l2": 580.9768,
"max_depth": 8,
"num_leaves": 210,
"num_threads": 20,
},
},
"dataset": {
"class": "DatasetH",
"module_path": "qlib.data.dataset",
"kwargs": {
"handler": {
"class": "Alpha158",
"module_path": "qlib.contrib.data.handler",
"kwargs": data_handler_config,
},
"segments": {
"train": ("2008-01-01", "2014-12-31"),
"valid": ("2015-01-01", "2016-12-31"),
"test": ("2017-01-01", "2020-08-01"),
},
},
},
"record": {
"class": "SignalRecord",
"module_path": "qlib.workflow.record_temp",
},
task["record"] = {
"class": "SignalRecord",
"module_path": "qlib.workflow.record_temp",
}