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add more doc to PortAnaRecord

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Young
2020-12-20 05:50:31 +00:00
committed by you-n-g
parent 824de921d1
commit 995fa98fc6
1 changed files with 5 additions and 0 deletions
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qlib/workflow/record_temp.py
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@@ -213,6 +213,11 @@ class SigAnaRecord(SignalRecord):
class PortAnaRecord(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. 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" artifact_path = "portfolio_analysis"