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Adjust rolling api (#1594)

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* 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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2
examples/rolling_process_data/workflow.py
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@@ -13,7 +13,6 @@ from qlib.tests.data import GetData
class RollingDataWorkflow:
MARKET = "csi300"
start_time = "2010-01-01"
end_time = "2019-12-31"
@@ -93,7 +92,6 @@ class RollingDataWorkflow:
dataset = init_instance_by_config(dataset_config)
for rolling_offset in range(self.rolling_cnt):
print(f"===========rolling{rolling_offset} start===========")
if rolling_offset:
dataset.config(