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mirror of https://github.com/microsoft/qlib.git synced 2026-07-10 14:26:56 +08:00

DDG-DA paper code (#743)

* Merge data selection to main

* Update trainer for reweighter

* Typos fixed.

* update data selection interface

* successfully run exp after refactor some interface

* data selection share handler &  trainer

* fix meta model time series bug

* fix online workflow set_uri bug

* fix set_uri bug

* updawte ds docs and delay trainer bug

* docs

* resume reweighter

* add reweighting result

* fix qlib model import

* make recorder more friendly

* fix experiment workflow bug

* commit for merging master incase of conflictions

* Successful run DDG-DA with a single command

* remove unused code

* asdd more docs

* Update README.md

* Update & fix some bugs.

* Update configuration & remove debug functions

* Update README.md

* Modfify horizon from code rather than yaml

* Update performance in README.md

* fix part comments

* Remove unfinished TCTS.

* Fix some details.

* Update meta docs

* Update README.md of the benchmarks_dynamic

* Update README.md files

* Add README.md to the rolling_benchmark baseline.

* Refine the docs and link

* Rename README.md in benchmarks_dynamic.

* Remove comments.

* auto download data

Co-authored-by: wendili-cs <wendili.academic@qq.com>
Co-authored-by: demon143 <785696300@qq.com>
This commit is contained in:
you-n-g
2022-01-10 16:52:37 +08:00
committed by GitHub
parent 184ce34a34
commit cf35562e84
52 changed files with 2441 additions and 456 deletions

View File

@@ -31,6 +31,12 @@ GBDT_MODEL = {
}
SA_RC = {
"class": "SigAnaRecord",
"module_path": "qlib.workflow.record_temp",
}
RECORD_CONFIG = [
{
"class": "SignalRecord",
@@ -40,10 +46,7 @@ RECORD_CONFIG = [
"model": "<MODEL>",
},
},
{
"class": "SigAnaRecord",
"module_path": "qlib.workflow.record_temp",
},
SA_RC,
]