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Code Activity

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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9
qlib/contrib/model/pytorch_alstm_ts.py
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@@ -156,7 +156,6 @@ class ALSTM(Model):
raise ValueError("unknown loss `%s`" % self.loss)
def metric_fn(self, pred, label):
mask = torch.isfinite(label)
if self.metric in ("", "loss"):
@@ -165,10 +164,9 @@ class ALSTM(Model):
raise ValueError("unknown metric `%s`" % self.metric)
def train_epoch(self, data_loader):
self.ALSTM_model.train()
for (data, weight) in data_loader:
for data, weight in data_loader:
feature = data[:, :, 0:-1].to(self.device)
label = data[:, -1, -1].to(self.device)
@@ -181,14 +179,12 @@ class ALSTM(Model):
self.train_optimizer.step()
def test_epoch(self, data_loader):
self.ALSTM_model.eval()
scores = []
losses = []
for (data, weight) in data_loader:
for data, weight in data_loader:
feature = data[:, :, 0:-1].to(self.device)
# feature[torch.isnan(feature)] = 0
label = data[:, -1, -1].to(self.device)
@@ -295,7 +291,6 @@ class ALSTM(Model):
preds = []
for data in test_loader:
feature = data[:, :, 0:-1].to(self.device)
with torch.no_grad():