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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
scripts/data_collector/base.py
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@@ -18,7 +18,6 @@ from qlib.utils import code_to_fname
class BaseCollector(abc.ABC):
CACHE_FLAG = "CACHED"
NORMAL_FLAG = "NORMAL"
@@ -185,7 +184,6 @@ class BaseCollector(abc.ABC):
return self.NORMAL_FLAG
def _collector(self, instrument_list):
error_symbol = []
res = Parallel(n_jobs=self.max_workers)(
delayed(self._simple_collector)(_inst) for _inst in tqdm(instrument_list)