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remove unneeded code from workflow_by_code.ipynb && fix analysis_model_performance (#740)

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Pengrong Zhu
2021-12-11 13:23:00 +08:00
committed by GitHub
parent 7cb1f7cee0
commit c10c349b20
2 changed files with 1 additions and 7 deletions
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6
examples/workflow_by_code.ipynb
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@@ -62,12 +62,6 @@
"import qlib\n", "import qlib\n",
"import pandas as pd\n", "import pandas as pd\n",
"from qlib.config import REG_CN\n", "from qlib.config import REG_CN\n",
"from qlib.contrib.model.gbdt import LGBModel\n",
"from qlib.contrib.data.handler import Alpha158\n",
"from qlib.contrib.evaluate import (\n",
" backtest as normal_backtest,\n",
" risk_analysis,\n",
")\n",
"from qlib.utils import exists_qlib_data, init_instance_by_config\n", "from qlib.utils import exists_qlib_data, init_instance_by_config\n",
"from qlib.workflow import R\n", "from qlib.workflow import R\n",
"from qlib.workflow.record_temp import SignalRecord, PortAnaRecord\n", "from qlib.workflow.record_temp import SignalRecord, PortAnaRecord\n",

2
qlib/contrib/report/analysis_model/analysis_model_performance.py
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@@ -57,7 +57,7 @@ def _group_return(pred_label: pd.DataFrame = None, reverse: bool = False, N: int
).figure ).figure
t_df = t_df.loc[:, ["long-short", "long-average"]] t_df = t_df.loc[:, ["long-short", "long-average"]]
_bin_size = ((t_df.max() - t_df.min()) / 20).min() _bin_size = float(((t_df.max() - t_df.min()) / 20).min())
group_hist_figure = SubplotsGraph( group_hist_figure = SubplotsGraph(
t_df, t_df,
kind_map=dict(kind="DistplotGraph", kwargs=dict(bin_size=_bin_size)), kind_map=dict(kind="DistplotGraph", kwargs=dict(bin_size=_bin_size)),