liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-06 20:41:09 +08:00
Code Activity

Update part of the docs

Browse Source
This commit is contained in:
Jactus
2020-11-24 23:56:16 +08:00
parent 5059bba51e
commit b4671746c2
30 changed files with 902 additions and 113 deletions
Download Patch File Download Diff File Expand all files Collapse all files

14
qlib/workflow/record_temp.py
View File

@@ -56,7 +56,12 @@ class RecordTemp:
def load(self, name):
"""
Load the stored records.
Load the stored records. Due to the fact that some problems occured when we tried to balancing a clean API
with the Python's inheritance. This method has to be used in a rather ugly way, and we will try to fix them
in the future::
sar = SigAnaRecord(recorder)
ic = sar.load(sar.get_path("ic.pkl"))
Parameters
----------
@@ -102,7 +107,7 @@ class RecordTemp:
class SignalRecord(RecordTemp):
"""
This is the Signal Record class that generates the signal prediction.
This is the Signal Record class that generates the signal prediction. This class inherits the ``RecordTemp`` class.
"""
def __init__(self, model=None, dataset=None, recorder=None, **kwargs):
@@ -145,6 +150,9 @@ class SignalRecord(RecordTemp):
class SigAnaRecord(SignalRecord):
"""
This is the Signal Analysis Record class that generates the analysis results such as IC and IR. This class inherits the ``RecordTemp`` class.
"""
artifact_path = "sig_analysis"
@@ -196,7 +204,7 @@ class SigAnaRecord(SignalRecord):
class PortAnaRecord(SignalRecord):
"""
This is the Portfolio Analysis Record class that generates the results such as those of backtest.
This is the Portfolio Analysis Record class that generates the analysis results such as those of backtest. This class inherits the ``RecordTemp`` class.
"""
artifact_path = "portfolio_analysis"