From 995fa98fc6b7ca5eed0ca487bdc3727743a979b6 Mon Sep 17 00:00:00 2001 From: Young Date: Sun, 20 Dec 2020 05:50:31 +0000 Subject: [PATCH] add more doc to PortAnaRecord --- qlib/workflow/record_temp.py | 5 +++++ 1 file changed, 5 insertions(+) diff --git a/qlib/workflow/record_temp.py b/qlib/workflow/record_temp.py index a617f5d1f..bcbcd3cb4 100644 --- a/qlib/workflow/record_temp.py +++ b/qlib/workflow/record_temp.py @@ -213,6 +213,11 @@ class SigAnaRecord(SignalRecord): class PortAnaRecord(SignalRecord): """ This is the Portfolio Analysis Record class that generates the analysis results such as those of backtest. This class inherits the ``RecordTemp`` class. + + The following files will be stored in recorder + - report_normal.pkl & positions_normal.pkl: + - The return report and detailed positions of the backtest, returned by `qlib/contrib/evaluate.py:backtest` + - port_analysis.pkl : The risk analysis of your portfolio, returned by `qlib/contrib/evaluate.py:risk_analysis` """ artifact_path = "portfolio_analysis"