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fix YahooNormalize1min && update docs

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zhupr
2021-06-23 16:13:26 +08:00
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examples/benchmarks/README.md
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@@ -4,6 +4,10 @@ Here are the results of each benchmark model running on Qlib's `Alpha360` and `A
The numbers shown below demonstrate the performance of the entire `workflow` of each model. We will update the `workflow` as well as models in the near future for better results.
> If you need to reproduce the results below, please use the **v1** dataset: `python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/qlib_cn_1d --region cn --version v1`
>
> In the new version of qlib, the default dataset is **v2**. Since the data is collected from the YahooFinance API (which is not very stable), the results of *v2* and *v1* may differ
## Alpha360 dataset
| Model Name | Dataset | IC | ICIR | Rank IC | Rank ICIR | Annualized Return | Information Ratio | Max Drawdown |
|---|---|---|---|---|---|---|---|---|