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bxdd
2021-05-06 21:34:31 +08:00
parent 7540ecde11
commit bc3eada02d
2 changed files with 5 additions and 8 deletions
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examples/highfreq/backtest/workflow.py
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@@ -112,7 +112,7 @@ if __name__ == "__main__":
"min_cost": 5,
},
}
with R.start(experiment_name="highfreq_backtest"):
R.log_params(**flatten_dict(task))
model.fit(dataset)
@@ -126,4 +126,4 @@ if __name__ == "__main__":
# backtest. If users want to use backtest based on their own prediction,
# please refer to https://qlib.readthedocs.io/en/latest/component/recorder.html#record-template.
par = PortAnaRecord(recorder, port_analysis_config, "day")
par.generate()
par.generate()