mirror of
https://github.com/microsoft/qlib.git
synced 2026-06-06 05:51:17 +08:00
Adjust rolling api (#1594)
* Intermediate version * Fix yaml template & Successfully run rolling * Be compatible with benchmark * Get same results with previous linear model * Black formatting * Update black * Update the placeholder mechanism * Update CI * Update CI * Upgrade Black * Fix CI and simplify code * Fix CI * Move the data processing caching mechanism into utils. * Adjusting DDG-DA * Organize import
This commit is contained in:
@@ -53,9 +53,7 @@ Below is a typical config file of ``qrun``.
|
||||
kwargs:
|
||||
topk: 50
|
||||
n_drop: 5
|
||||
signal:
|
||||
- <MODEL>
|
||||
- <DATASET>
|
||||
signal: <PRED>
|
||||
backtest:
|
||||
limit_threshold: 0.095
|
||||
account: 100000000
|
||||
@@ -281,9 +279,7 @@ The following script is the configuration of `backtest` and the `strategy` used
|
||||
kwargs:
|
||||
topk: 50
|
||||
n_drop: 5
|
||||
signal:
|
||||
- <MODEL>
|
||||
- <DATASET>
|
||||
signal: <PRED>
|
||||
backtest:
|
||||
limit_threshold: 0.095
|
||||
account: 100000000
|
||||
|
||||
Reference in New Issue
Block a user