From d1b8ed96134e859ca67f98c02201a170277850a7 Mon Sep 17 00:00:00 2001 From: xixi <920435730@qq.com> Date: Tue, 22 Jun 2021 10:04:38 +0800 Subject: [PATCH] fix qrun --- qlib/model/trainer.py | 3 +- test.yaml | 72 ------------------------------------------- 2 files changed, 2 insertions(+), 73 deletions(-) delete mode 100644 test.yaml diff --git a/qlib/model/trainer.py b/qlib/model/trainer.py index 44a7e56d2..8ba7c13c3 100644 --- a/qlib/model/trainer.py +++ b/qlib/model/trainer.py @@ -103,7 +103,8 @@ def end_task_train(rec: Recorder, experiment_name: str) -> Recorder: for record in records: cls, kwargs = get_cls_kwargs(record, default_module="qlib.workflow.record_temp") kwargs = fill_placeholder(kwargs, model, dataset) - r = cls(**kwargs, **{"record", record}) + kwargs["recorder"] = rec + r = cls(**kwargs) r.generate() return rec diff --git a/test.yaml b/test.yaml deleted file mode 100644 index c8287cf36..000000000 --- a/test.yaml +++ /dev/null @@ -1,72 +0,0 @@ -qlib_init: - provider_uri: "~/.qlib/qlib_data/cn_data" - region: cn -market: &market csi300 -benchmark: &benchmark SH000300 -data_handler_config: &data_handler_config - start_time: 2008-01-01 - end_time: 2020-08-01 - fit_start_time: 2008-01-01 - fit_end_time: 2014-12-31 - instruments: *market -port_analysis_config: &port_analysis_config - strategy: - class: TopkDropoutStrategy - module_path: qlib.contrib.strategy.strategy - kwargs: - model: - dataset: - topk: 50 - n_drop: 5 - backtest: - verbose: False - limit_threshold: 0.095 - account: 100000000 - benchmark: *benchmark - deal_price: close - open_cost: 0.0005 - close_cost: 0.0015 - min_cost: 5 -task: - model: - class: LGBModel - module_path: qlib.contrib.model.gbdt - kwargs: - loss: mse - colsample_bytree: 0.8879 - learning_rate: 0.2 - subsample: 0.8789 - lambda_l1: 205.6999 - lambda_l2: 580.9768 - max_depth: 8 - num_leaves: 210 - num_threads: 20 - dataset: - class: DatasetH - module_path: qlib.data.dataset - kwargs: - handler: - class: Alpha158 - module_path: qlib.contrib.data.handler - kwargs: *data_handler_config - segments: - train: [2008-01-01, 2014-12-31] - valid: [2015-01-01, 2016-12-31] - test: [2017-01-01, 2020-08-01] - record: - - class: SignalRecord - module_path: qlib.workflow.record_temp - kwargs: - model: - dataset: - - class: SigAnaRecord - module_path: qlib.workflow.record_temp - kwargs: - model: - dataset: - ana_long_short: False - ann_scaler: 252 - - class: PortAnaRecord - module_path: qlib.workflow.record_temp - kwargs: - config: *port_analysis_config \ No newline at end of file