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Add backtest example to online simulation (#984)

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you-n-g
2022-03-19 01:53:14 +08:00
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parent 8efc8b92ef
commit b7988e6428
3 changed files with 43 additions and 10 deletions
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qlib/contrib/model/gbdt.py
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@@ -71,6 +71,7 @@ class LGBModel(ModelFT, LightGBMFInt):
early_stopping_callback = lgb.early_stopping(
self.early_stopping_rounds if early_stopping_rounds is None else early_stopping_rounds
)
# NOTE: if you encounter error here. Please upgrade your lightgbm
verbose_eval_callback = lgb.log_evaluation(period=verbose_eval)
evals_result_callback = lgb.record_evaluation(evals_result)
self.model = lgb.train(