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successful run random order gen in day script

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Young
2021-06-25 20:12:39 +00:00
committed by you-n-g
parent b68294da93
commit b41267fa59
17 changed files with 505 additions and 354 deletions
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8
qlib/workflow/record_temp.py
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@@ -16,7 +16,7 @@ from ..backtest import backtest as normal_backtest
from ..utils import init_instance_by_config, get_module_by_module_path
from ..log import get_module_logger
from ..utils import flatten_dict
from ..utils.resam import parse_freq
from ..utils.time import Freq
from ..strategy.base import BaseStrategy
from ..contrib.eva.alpha import calc_ic, calc_long_short_return, calc_long_short_prec
@@ -344,17 +344,17 @@ class PortAnaRecord(RecordTemp):
indicator_analysis_freq = [indicator_analysis_freq]
self.risk_analysis_freq = [
"{0}{1}".format(*parse_freq(_analysis_freq)) for _analysis_freq in risk_analysis_freq
"{0}{1}".format(*Freq.parse(_analysis_freq)) for _analysis_freq in risk_analysis_freq
]
self.indicator_analysis_freq = [
"{0}{1}".format(*parse_freq(_analysis_freq)) for _analysis_freq in indicator_analysis_freq
"{0}{1}".format(*Freq.parse(_analysis_freq)) for _analysis_freq in indicator_analysis_freq
]
self.indicator_analysis_method = indicator_analysis_method
def _get_report_freq(self, executor_config):
ret_freq = []
if executor_config["kwargs"].get("generate_report", False):
_count, _freq = parse_freq(executor_config["kwargs"]["time_per_step"])
_count, _freq = Freq.parse(executor_config["kwargs"]["time_per_step"])
ret_freq.append(f"{_count}{_freq}")
if "sub_env" in executor_config["kwargs"]:
ret_freq.extend(self._get_report_freq(executor_config["kwargs"]["sub_env"]))