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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:
you-n-g
2023-07-14 12:16:12 +08:00
committed by GitHub
parent 8d3adf34ac
commit be4646b4b7
148 changed files with 1035 additions and 1028 deletions

View File

@@ -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