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
2026-07-05 12:00:58 +08:00 · 2023-07-14 12:16:12 +08:00
parent 8d3adf34ac
commit be4646b4b7
148 changed files with 1035 additions and 1028 deletions
--- a/examples/benchmarks/ADARNN/workflow_config_adarnn_Alpha360.yaml
+++ b/examples/benchmarks/ADARNN/workflow_config_adarnn_Alpha360.yaml
@@ -28,8 +28,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/ADD/workflow_config_add_Alpha360.yaml
+++ b/examples/benchmarks/ADD/workflow_config_add_Alpha360.yaml
@@ -28,9 +28,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL>
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/ALSTM/workflow_config_alstm_Alpha158.yaml
+++ b/examples/benchmarks/ALSTM/workflow_config_alstm_Alpha158.yaml
@@ -36,9 +36,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/ALSTM/workflow_config_alstm_Alpha360.yaml
+++ b/examples/benchmarks/ALSTM/workflow_config_alstm_Alpha360.yaml
@@ -28,9 +28,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/CatBoost/workflow_config_catboost_Alpha158.yaml
+++ b/examples/benchmarks/CatBoost/workflow_config_catboost_Alpha158.yaml
@@ -14,9 +14,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/CatBoost/workflow_config_catboost_Alpha158_csi500.yaml
+++ b/examples/benchmarks/CatBoost/workflow_config_catboost_Alpha158_csi500.yaml
@@ -14,9 +14,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/CatBoost/workflow_config_catboost_Alpha360.yaml
+++ b/examples/benchmarks/CatBoost/workflow_config_catboost_Alpha360.yaml
@@ -21,9 +21,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/CatBoost/workflow_config_catboost_Alpha360_csi500.yaml
+++ b/examples/benchmarks/CatBoost/workflow_config_catboost_Alpha360_csi500.yaml
@@ -21,9 +21,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/DoubleEnsemble/workflow_config_doubleensemble_Alpha158.yaml
+++ b/examples/benchmarks/DoubleEnsemble/workflow_config_doubleensemble_Alpha158.yaml
@@ -14,9 +14,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/DoubleEnsemble/workflow_config_doubleensemble_Alpha158_csi500.yaml
+++ b/examples/benchmarks/DoubleEnsemble/workflow_config_doubleensemble_Alpha158_csi500.yaml
@@ -14,9 +14,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/DoubleEnsemble/workflow_config_doubleensemble_Alpha360.yaml
+++ b/examples/benchmarks/DoubleEnsemble/workflow_config_doubleensemble_Alpha360.yaml
@@ -21,9 +21,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/DoubleEnsemble/workflow_config_doubleensemble_Alpha360_csi500.yaml
+++ b/examples/benchmarks/DoubleEnsemble/workflow_config_doubleensemble_Alpha360_csi500.yaml
@@ -21,9 +21,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/DoubleEnsemble/workflow_config_doubleensemble_early_stop_Alpha158.yaml
+++ b/examples/benchmarks/DoubleEnsemble/workflow_config_doubleensemble_early_stop_Alpha158.yaml
@@ -14,9 +14,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/GATs/workflow_config_gats_Alpha158.yaml
+++ b/examples/benchmarks/GATs/workflow_config_gats_Alpha158.yaml
@@ -35,9 +35,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/GATs/workflow_config_gats_Alpha360.yaml
+++ b/examples/benchmarks/GATs/workflow_config_gats_Alpha360.yaml
@@ -28,9 +28,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/GRU/workflow_config_gru_Alpha158.yaml
+++ b/examples/benchmarks/GRU/workflow_config_gru_Alpha158.yaml
@@ -36,9 +36,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/GRU/workflow_config_gru_Alpha360.yaml
+++ b/examples/benchmarks/GRU/workflow_config_gru_Alpha360.yaml
@@ -28,9 +28,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/HIST/workflow_config_hist_Alpha360.yaml
+++ b/examples/benchmarks/HIST/workflow_config_hist_Alpha360.yaml
@@ -28,9 +28,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
@@ -89,4 +87,4 @@ task:
        - class: PortAnaRecord
          module_path: qlib.workflow.record_temp
          kwargs: 
-            config: *port_analysis_config
+            config: *port_analysis_config
--- a/examples/benchmarks/IGMTF/workflow_config_igmtf_Alpha360.yaml
+++ b/examples/benchmarks/IGMTF/workflow_config_igmtf_Alpha360.yaml
@@ -28,8 +28,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/KRNN/workflow_config_krnn_Alpha360.yaml
+++ b/examples/benchmarks/KRNN/workflow_config_krnn_Alpha360.yaml
@@ -28,9 +28,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/LSTM/workflow_config_lstm_Alpha158.yaml
+++ b/examples/benchmarks/LSTM/workflow_config_lstm_Alpha158.yaml
@@ -36,9 +36,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/LSTM/workflow_config_lstm_Alpha360.yaml
+++ b/examples/benchmarks/LSTM/workflow_config_lstm_Alpha360.yaml
@@ -28,9 +28,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/LightGBM/multi_freq_handler.py
+++ b/examples/benchmarks/LightGBM/multi_freq_handler.py
@@ -48,7 +48,6 @@ class Avg15minHandler(DataHandlerLP):
        )

    def loader_config(self):
-
        # Results for dataset: df: pd.DataFrame
        #   len(df.columns) == 6 + 6 * 16, len(df.index.get_level_values(level="datetime").unique()) == T
        #   df.columns: close0, close1, ..., close16, open0, ..., open16, ..., vwap16
--- a/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml
+++ b/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml
@@ -14,8 +14,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            model: <MODEL> 
-            dataset: <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158_csi500.yaml
+++ b/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158_csi500.yaml
@@ -14,8 +14,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            model: <MODEL> 
-            dataset: <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158_multi_freq.yaml
+++ b/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158_multi_freq.yaml
@@ -33,9 +33,7 @@ port_analysis_config: &port_analysis_config
        kwargs:
            topk: 50
            n_drop: 5
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
    backtest:
        verbose: False
        limit_threshold: 0.095
--- a/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha360.yaml
+++ b/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha360.yaml
@@ -21,9 +21,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha360_csi500.yaml
+++ b/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha360_csi500.yaml
@@ -21,9 +21,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/LightGBM/workflow_config_lightgbm_configurable_dataset.yaml
+++ b/examples/benchmarks/LightGBM/workflow_config_lightgbm_configurable_dataset.yaml
@@ -29,9 +29,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/LightGBM/workflow_config_lightgbm_multi_freq.yaml
+++ b/examples/benchmarks/LightGBM/workflow_config_lightgbm_multi_freq.yaml
@@ -31,9 +31,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/Linear/workflow_config_linear_Alpha158.yaml
+++ b/examples/benchmarks/Linear/workflow_config_linear_Alpha158.yaml
@@ -27,9 +27,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/Linear/workflow_config_linear_Alpha158_csi500.yaml
+++ b/examples/benchmarks/Linear/workflow_config_linear_Alpha158_csi500.yaml
@@ -27,9 +27,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/Localformer/workflow_config_localformer_Alpha158.yaml
+++ b/examples/benchmarks/Localformer/workflow_config_localformer_Alpha158.yaml
@@ -36,9 +36,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/Localformer/workflow_config_localformer_Alpha360.yaml
+++ b/examples/benchmarks/Localformer/workflow_config_localformer_Alpha360.yaml
@@ -28,9 +28,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/MLP/workflow_config_mlp_Alpha158.yaml
+++ b/examples/benchmarks/MLP/workflow_config_mlp_Alpha158.yaml
@@ -41,9 +41,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/MLP/workflow_config_mlp_Alpha158_csi500.yaml
+++ b/examples/benchmarks/MLP/workflow_config_mlp_Alpha158_csi500.yaml
@@ -41,9 +41,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/MLP/workflow_config_mlp_Alpha360.yaml
+++ b/examples/benchmarks/MLP/workflow_config_mlp_Alpha360.yaml
@@ -29,9 +29,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/MLP/workflow_config_mlp_Alpha360_csi500.yaml
+++ b/examples/benchmarks/MLP/workflow_config_mlp_Alpha360_csi500.yaml
@@ -29,9 +29,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/SFM/workflow_config_sfm_Alpha360.yaml
+++ b/examples/benchmarks/SFM/workflow_config_sfm_Alpha360.yaml
@@ -28,9 +28,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/Sandwich/workflow_config_sandwich_Alpha360.yaml
+++ b/examples/benchmarks/Sandwich/workflow_config_sandwich_Alpha360.yaml
@@ -28,9 +28,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/TCN/workflow_config_tcn_Alpha158.yaml
+++ b/examples/benchmarks/TCN/workflow_config_tcn_Alpha158.yaml
@@ -36,8 +36,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/TCN/workflow_config_tcn_Alpha360.yaml
+++ b/examples/benchmarks/TCN/workflow_config_tcn_Alpha360.yaml
@@ -28,8 +28,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/TCTS/workflow_config_tcts_Alpha360.yaml
+++ b/examples/benchmarks/TCTS/workflow_config_tcts_Alpha360.yaml
@@ -30,9 +30,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
@@ -95,4 +93,4 @@ task:
        - class: PortAnaRecord
          module_path: qlib.workflow.record_temp
          kwargs: 
-            config: *port_analysis_config
+            config: *port_analysis_config
--- a/examples/benchmarks/TFT/data_formatters/base.py
+++ b/examples/benchmarks/TFT/data_formatters/base.py
@@ -139,7 +139,6 @@ class GenericDataFormatter(abc.ABC):
        # Sanity checks first.
        # Ensure only one ID and time column exist
        def _check_single_column(input_type):
-
            length = len([tup for tup in column_definition if tup[2] == input_type])

            if length != 1:
--- a/examples/benchmarks/TFT/expt_settings/configs.py
+++ b/examples/benchmarks/TFT/expt_settings/configs.py
@@ -78,7 +78,6 @@ class ExperimentConfig:

    @property
    def hyperparam_iterations(self):
-
        return 240 if self.experiment == "volatility" else 60

    def make_data_formatter(self):
--- a/examples/benchmarks/TFT/libs/hyperparam_opt.py
+++ b/examples/benchmarks/TFT/libs/hyperparam_opt.py
@@ -88,7 +88,6 @@ class HyperparamOptManager:
        params_file = os.path.join(self.hyperparam_folder, "params.csv")

        if os.path.exists(results_file) and os.path.exists(params_file):
-
            self.results = pd.read_csv(results_file, index_col=0)
            self.saved_params = pd.read_csv(params_file, index_col=0)

@@ -178,7 +177,6 @@ class HyperparamOptManager:
            return parameters

        for _ in range(self._max_tries):
-
            parameters = _get_next()
            name = self._get_name(parameters)

--- a/examples/benchmarks/TFT/libs/tft_model.py
+++ b/examples/benchmarks/TFT/libs/tft_model.py
@@ -475,7 +475,6 @@ class TemporalFusionTransformer:

        embeddings = []
        for i in range(num_categorical_variables):
-
            embedding = tf.keras.Sequential(
                [
                    tf.keras.layers.InputLayer([time_steps]),
@@ -680,7 +679,6 @@ class TemporalFusionTransformer:

        data_map = {}
        for _, sliced in data.groupby(id_col):
-
            col_mappings = {"identifier": [id_col], "time": [time_col], "outputs": [target_col], "inputs": input_cols}

            for k in col_mappings:
@@ -954,7 +952,6 @@ class TemporalFusionTransformer:
        """

        with tf.variable_scope(self.name):
-
            transformer_layer, all_inputs, attention_components = self._build_base_graph()

            outputs = tf.keras.layers.TimeDistributed(tf.keras.layers.Dense(self.output_size * len(self.quantiles)))(
--- a/examples/benchmarks/TFT/workflow_config_tft_Alpha158.yaml
+++ b/examples/benchmarks/TFT/workflow_config_tft_Alpha158.yaml
@@ -16,9 +16,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/TRA/example.py
+++ b/examples/benchmarks/TRA/example.py
@@ -6,7 +6,6 @@ from qlib.utils import init_instance_by_config


 def main(seed, config_file="configs/config_alstm.yaml"):
-
    # set random seed
    with open(config_file) as f:
        config = yaml.safe_load(f)
@@ -30,7 +29,6 @@ def main(seed, config_file="configs/config_alstm.yaml"):


 if __name__ == "__main__":
-
    # set params from cmd
    parser = argparse.ArgumentParser(allow_abbrev=False)
    parser.add_argument("--seed", type=int, default=1000, help="random seed")
--- a/examples/benchmarks/TRA/src/dataset.py
+++ b/examples/benchmarks/TRA/src/dataset.py
@@ -96,7 +96,6 @@ class MTSDatasetH(DatasetH):
        drop_last=False,
        **kwargs,
    ):
-
        assert horizon > 0, "please specify `horizon` to avoid data leakage"

        self.seq_len = seq_len
@@ -111,7 +110,6 @@ class MTSDatasetH(DatasetH):
        super().__init__(handler, segments, **kwargs)

    def setup_data(self, handler_kwargs: dict = None, **kwargs):
-
        super().setup_data()

        # change index to <code, date>
--- a/examples/benchmarks/TRA/src/model.py
+++ b/examples/benchmarks/TRA/src/model.py
@@ -45,7 +45,6 @@ class TRAModel(Model):
        avg_params=True,
        **kwargs,
    ):
-
        np.random.seed(seed)
        torch.manual_seed(seed)

@@ -93,7 +92,6 @@ class TRAModel(Model):
        self.global_step = -1

    def train_epoch(self, data_set):
-
        self.model.train()
        self.tra.train()

@@ -146,7 +144,6 @@ class TRAModel(Model):
        return total_loss

    def test_epoch(self, data_set, return_pred=False):
-
        self.model.eval()
        self.tra.eval()
        data_set.eval()
@@ -204,7 +201,6 @@ class TRAModel(Model):
        return metrics, preds

    def fit(self, dataset, evals_result=dict()):
-
        train_set, valid_set, test_set = dataset.prepare(["train", "valid", "test"])

        best_score = -1
@@ -380,7 +376,6 @@ class LSTM(nn.Module):
            self.output_size = hidden_size

    def forward(self, x):
-
        x = self.input_drop(x)

        if self.training and self.noise_level > 0:
@@ -464,7 +459,6 @@ class Transformer(nn.Module):
        self.output_size = hidden_size

    def forward(self, x):
-
        x = self.input_drop(x)

        if self.training and self.noise_level > 0:
@@ -514,7 +508,6 @@ class TRA(nn.Module):
        self.predictors = nn.Linear(input_size, num_states)

    def forward(self, hidden, hist_loss):
-
        preds = self.predictors(hidden)

        if self.num_states == 1:
--- a/examples/benchmarks/TRA/workflow_config_tra_Alpha158.yaml
+++ b/examples/benchmarks/TRA/workflow_config_tra_Alpha158.yaml
@@ -57,9 +57,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/TRA/workflow_config_tra_Alpha158_full.yaml
+++ b/examples/benchmarks/TRA/workflow_config_tra_Alpha158_full.yaml
@@ -51,9 +51,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/TRA/workflow_config_tra_Alpha360.yaml
+++ b/examples/benchmarks/TRA/workflow_config_tra_Alpha360.yaml
@@ -51,9 +51,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/TabNet/workflow_config_TabNet_Alpha158.yaml
+++ b/examples/benchmarks/TabNet/workflow_config_TabNet_Alpha158.yaml
@@ -28,9 +28,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/TabNet/workflow_config_TabNet_Alpha360.yaml
+++ b/examples/benchmarks/TabNet/workflow_config_TabNet_Alpha360.yaml
@@ -28,9 +28,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/Transformer/workflow_config_transformer_Alpha158.yaml
+++ b/examples/benchmarks/Transformer/workflow_config_transformer_Alpha158.yaml
@@ -36,9 +36,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/Transformer/workflow_config_transformer_Alpha360.yaml
+++ b/examples/benchmarks/Transformer/workflow_config_transformer_Alpha360.yaml
@@ -28,9 +28,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/XGBoost/workflow_config_xgboost_Alpha158.yaml
+++ b/examples/benchmarks/XGBoost/workflow_config_xgboost_Alpha158.yaml
@@ -14,9 +14,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest:
--- a/examples/benchmarks/XGBoost/workflow_config_xgboost_Alpha360.yaml
+++ b/examples/benchmarks/XGBoost/workflow_config_xgboost_Alpha360.yaml
@@ -21,9 +21,7 @@ port_analysis_config: &port_analysis_config
        class: TopkDropoutStrategy
        module_path: qlib.contrib.strategy
        kwargs:
-            signal:
-                - <MODEL> 
-                - <DATASET>
+            signal: <PRED>
            topk: 50
            n_drop: 5
    backtest: