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examples/benchmarks/Localformer/workflow_config_localformer_Alpha158.yaml

@@ -50,7 +50,7 @@ port_analysis_config: &port_analysis_config
 task:
     model:
         class: LocalformerModel
-        module_path: qlib.contrib.model.pytorch_localformer
+        module_path: qlib.contrib.model.pytorch_localformer_ts
         kwargs:
             seed: 0
             n_jobs: 20

examples/benchmarks/Localformer/workflow_config_localformer_Alpha360.yaml

@@ -10,13 +10,6 @@ data_handler_config: &data_handler_config
     fit_end_time: 2014-12-31
     instruments: *market
     infer_processors:
-        - class: FilterCol
-          kwargs:
-              fields_group: feature
-              col_list: ["RESI5", "WVMA5", "RSQR5", "KLEN", "RSQR10", "CORR5", "CORD5", "CORR10", 
-                            "ROC60", "RESI10", "VSTD5", "RSQR60", "CORR60", "WVMA60", "STD5", 
-                            "RSQR20", "CORD60", "CORD10", "CORR20", "KLOW"
-                        ]
         - class: RobustZScoreNorm
           kwargs:
               fields_group: feature
@@ -29,8 +22,7 @@ data_handler_config: &data_handler_config
         - class: CSRankNorm
           kwargs:
               fields_group: label
-    label: ["Ref($close, -2) / Ref($close, -1) - 1"] 
+    label: ["Ref($close, -2) / Ref($close, -1) - 1"]
-
 port_analysis_config: &port_analysis_config
     strategy:
         class: TopkDropoutStrategy
@@ -52,10 +44,10 @@ task:
         class: LocalformerModel
         module_path: qlib.contrib.model.pytorch_localformer
         kwargs:
+            d_feat: 6
             seed: 0
-            n_jobs: 20
     dataset:
-        class: TSDatasetH
+        class: DatasetH
         module_path: qlib.data.dataset
         kwargs:
             handler:
@@ -66,7 +58,6 @@ task:
                 train: [2008-01-01, 2014-12-31]
                 valid: [2015-01-01, 2016-12-31]
                 test: [2017-01-01, 2020-08-01]
-            step_len: 20
     record: 
         - class: SignalRecord
           module_path: qlib.workflow.record_temp
@@ -79,4 +70,4 @@ task:
         - class: PortAnaRecord
           module_path: qlib.workflow.record_temp
           kwargs: 
-            config: *port_analysis_config
+            config: *port_analysis_config