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