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hats5

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This commit is contained in:
Hong Zhang
2020-11-25 20:55:10 +08:00
parent 515c627659 a371bf757b
commit cb6370ba9b
4 changed files with 13 additions and 12 deletions
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4
examples/benchmarks/CatBoost/workflow_config_catboost.yaml
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@@ -32,7 +32,11 @@ task:
loss: RMSE loss: RMSE
learning_rate: 0.0421 learning_rate: 0.0421
subsample: 0.8789 subsample: 0.8789
max_depth: 6
num_leaves: 100
thread_count: 20 thread_count: 20
grow_policy: Lossguide
boostrap_type: Poisson
dataset: dataset:
class: DatasetH class: DatasetH
module_path: qlib.data.dataset module_path: qlib.data.dataset

2
examples/benchmarks/TFT/tft.py
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@@ -232,7 +232,7 @@ class TFTModel(ModelFT):
p90_forecast = self.data_formatter.format_predictions(output_map["p90"]) p90_forecast = self.data_formatter.format_predictions(output_map["p90"])
tf.keras.backend.set_session(default_keras_session) tf.keras.backend.set_session(default_keras_session)
predict = format_score(p90_forecast, "pred", 0) # self.label_shift predict = format_score(p90_forecast, "pred", 0) # self.label_shift
label = format_score(targets, "label", 0) label = format_score(targets, "label", 0)
# ===========================Predicting Process=========================== # ===========================Predicting Process===========================
return predict, label return predict, label

3
examples/run_all_model.py
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@@ -178,8 +178,7 @@ def get_all_folders() -> dict:
folders = dict() folders = dict()
for f in os.scandir("benchmarks"): for f in os.scandir("benchmarks"):
path = Path("benchmarks") / f.name path = Path("benchmarks") / f.name
if f.name != "TFT": folders[f.name] = str(path.resolve())
folders[f.name] = str(path.resolve())
return folders return folders

16
qlib/data/dataset/loader.py
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@@ -21,18 +21,16 @@ class DataLoader(abc.ABC):
@abc.abstractmethod @abc.abstractmethod
def load(self, instruments, start_time=None, end_time=None) -> pd.DataFrame: def load(self, instruments, start_time=None, end_time=None) -> pd.DataFrame:
""" """
load the data as pd.DataFrame load the data as pd.DataFrame.
Parameters Parameters
---------- ----------
self : [TODO:type] instruments : str or dict
[TODO:description] it can either be the market name or the config file of instruments generated by InstrumentProvider.
instruments : [TODO:type] start_time : str
[TODO:description] start of the time range.
start_time : [TODO:type] end_time : str
[TODO:description] end of the time range.
end_time : [TODO:type]
[TODO:description]
Returns Returns
------- -------