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mirror of https://github.com/microsoft/qlib.git synced 2026-07-15 00:36:55 +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

@@ -142,7 +142,6 @@ class LSTM(Model):
raise ValueError("unknown loss `%s`" % self.loss)
def metric_fn(self, pred, label):
mask = torch.isfinite(label)
if self.metric in ("", "loss"):
@@ -151,7 +150,6 @@ class LSTM(Model):
raise ValueError("unknown metric `%s`" % self.metric)
def train_epoch(self, x_train, y_train):
x_train_values = x_train.values
y_train_values = np.squeeze(y_train.values)
@@ -161,7 +159,6 @@ class LSTM(Model):
np.random.shuffle(indices)
for i in range(len(indices))[:: self.batch_size]:
if len(indices) - i < self.batch_size:
break
@@ -177,7 +174,6 @@ class LSTM(Model):
self.train_optimizer.step()
def test_epoch(self, data_x, data_y):
# prepare training data
x_values = data_x.values
y_values = np.squeeze(data_y.values)
@@ -190,7 +186,6 @@ class LSTM(Model):
indices = np.arange(len(x_values))
for i in range(len(indices))[:: self.batch_size]:
if len(indices) - i < self.batch_size:
break
@@ -212,7 +207,6 @@ class LSTM(Model):
evals_result=dict(),
save_path=None,
):
df_train, df_valid, df_test = dataset.prepare(
["train", "valid", "test"],
col_set=["feature", "label"],