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format code and add example

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This commit is contained in:
lzh222333
2021-03-12 08:24:21 +00:00
parent 6d8aa215d6
commit 9d84d389ab
8 changed files with 310 additions and 216 deletions
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26
examples/taskmanager/task_manager_rolling.py
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@@ -16,7 +16,11 @@ dataset_config = {
"class": "DatasetH",
"module_path": "qlib.data.dataset",
"kwargs": {
"handler": {"class": "Alpha158", "module_path": "qlib.contrib.data.handler", "kwargs": data_handler_config,},
"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"),
@@ -26,20 +30,32 @@ dataset_config = {
}
record_config = [
{"class": "SignalRecord", "module_path": "qlib.workflow.record_temp",},
{"class": "SigAnaRecord", "module_path": "qlib.workflow.record_temp",},
{
"class": "SignalRecord",
"module_path": "qlib.workflow.record_temp",
},
{
"class": "SigAnaRecord",
"module_path": "qlib.workflow.record_temp",
},
]
# use lgb
task_lgb_config = {
"model": {"class": "LGBModel", "module_path": "qlib.contrib.model.gbdt",},
"model": {
"class": "LGBModel",
"module_path": "qlib.contrib.model.gbdt",
},
"dataset": dataset_config,
"record": record_config,
}
# use xgboost
task_xgboost_config = {
"model": {"class": "XGBModel", "module_path": "qlib.contrib.model.xgboost",},
"model": {
"class": "XGBModel",
"module_path": "qlib.contrib.model.xgboost",
},
"dataset": dataset_config,
"record": record_config,
}