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
2026-06-06 05:51:17 +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/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: