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mirror of https://github.com/microsoft/qlib.git synced 2026-07-12 15:26:54 +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

View File

@@ -153,7 +153,6 @@ class IGMTF(Model):
raise ValueError("unknown loss `%s`" % self.loss)
def metric_fn(self, pred, label):
mask = torch.isfinite(label)
if self.metric == "ic":
@@ -201,7 +200,6 @@ class IGMTF(Model):
return train_hidden, train_hidden_day
def train_epoch(self, x_train, y_train, train_hidden, train_hidden_day):
x_train_values = x_train.values
y_train_values = np.squeeze(y_train.values)
@@ -222,7 +220,6 @@ class IGMTF(Model):
self.train_optimizer.step()
def test_epoch(self, data_x, data_y, train_hidden, train_hidden_day):
# prepare training data
x_values = data_x.values
y_values = np.squeeze(data_y.values)
@@ -254,7 +251,6 @@ class IGMTF(Model):
evals_result=dict(),
save_path=None,
):
df_train, df_valid = dataset.prepare(
["train", "valid"],
col_set=["feature", "label"],