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Update to alstm

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This commit is contained in:
meng-ustc
2020-11-26 15:22:34 +08:00
parent 667f69ef8f
commit a108f753d5
2 changed files with 8 additions and 34 deletions
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9
examples/workflow_by_code_alstm.py
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@@ -7,20 +7,14 @@ from pathlib import Path
import qlib
import pandas as pd
from qlib.config import REG_CN
from qlib.contrib.model.pytorch_alstm import ALSTM
from qlib.contrib.data.handler import ALPHA360_Denoise
from qlib.contrib.strategy.strategy import TopkDropoutStrategy
from qlib.contrib.evaluate import (
backtest as normal_backtest,
risk_analysis,
)
from qlib.utils import exists_qlib_data
# from qlib.model.learner import train_model
from qlib.utils import init_instance_by_config
import pickle
if __name__ == "__main__":
# use default data
@@ -73,7 +67,7 @@ if __name__ == "__main__":
"metric": "IC",
"loss": "mse",
"seed": 0,
"GPU": 0,
"GPU": "0",
"rnn_type": "GRU",
},
},
@@ -97,7 +91,6 @@ if __name__ == "__main__":
# "record": ['SignalRecord', 'SigAnaRecord', 'PortAnaRecord'],
}
# model = train_model(task)
model = init_instance_by_config(task["model"])
dataset = init_instance_by_config(task["dataset"])
model.fit(dataset)