liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-15 08:46:56 +08:00
Code Activity

Online serving V11

Browse Source
This commit is contained in:
lzh222333
2021-05-13 09:43:42 +00:00
parent 370b6aad74
commit d71a666904
13 changed files with 130 additions and 100 deletions
Download Patch File Download Diff File Expand all files Collapse all files

4
examples/online_srv/rolling_online_management.py
View File

@@ -14,7 +14,7 @@ import pickle
import fire
import qlib
from qlib.workflow import R
from qlib.workflow.online.strategy import RollingAverageStrategy
from qlib.workflow.online.strategy import RollingStrategy
from qlib.workflow.task.gen import RollingGen
from qlib.workflow.task.manage import TaskManager
from qlib.workflow.online.manager import OnlineManager
@@ -97,7 +97,7 @@ class RollingOnlineExample:
for task in tasks:
name_id = task["model"]["class"] # NOTE: Assumption: The model class can specify only one strategy
strategy.append(
RollingAverageStrategy(
RollingStrategy(
name_id,
task,
RollingGen(step=rolling_step, rtype=RollingGen.ROLL_SD),