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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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qlib/contrib/meta/data_selection/dataset.py
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@@ -49,6 +49,8 @@ class InternalData:
# 1) prepare the prediction of proxy models
perf_task_tpl = deepcopy(self.task_tpl) # this task is supposed to contains no complicated objects
# The only thing we want to save is the prediction
perf_task_tpl["record"] = ["qlib.workflow.record_temp.SignalRecord"]
trainer = auto_filter_kwargs(trainer)(experiment_name=self.exp_name, **trainer_kwargs)
# NOTE: