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mirror of https://github.com/microsoft/qlib.git synced 2026-07-07 13:00:58 +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

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@@ -5,11 +5,12 @@ This is the framework of periodically Rolling Retrain (RR) forecasting models. R
## Run the Code
Users can try RR by running the following command:
```bash
python rolling_benchmark.py run_all
python rolling_benchmark.py run
```
The default forecasting models are `Linear`. Users can choose other forecasting models by changing the `model_type` parameter.
For example, users can try `LightGBM` forecasting models by running the following command:
```bash
python rolling_benchmark.py --model_type="gbdt" run_all
```
python rolling_benchmark.py --conf_path=workflow_config_lightgbm_Alpha158.yaml run
```