mirror of
https://github.com/microsoft/qlib.git
synced 2026-07-10 22:36:55 +08:00
Black format
This commit is contained in:
@@ -78,7 +78,10 @@ port_analysis_config = {
|
||||
"strategy": {
|
||||
"class": "TopkDropoutStrategy",
|
||||
"module_path": "qlib.contrib.strategy.strategy",
|
||||
"kwargs": {"topk": 50, "n_drop": 5,},
|
||||
"kwargs": {
|
||||
"topk": 50,
|
||||
"n_drop": 5,
|
||||
},
|
||||
},
|
||||
"backtest": {
|
||||
"verbose": False,
|
||||
@@ -173,7 +176,9 @@ class TestAllFlow(TestAutoData):
|
||||
def test_1_backtest(self):
|
||||
analyze_df = backtest_analysis(TestAllFlow.PRED_SCORE, TestAllFlow.RID)
|
||||
self.assertGreaterEqual(
|
||||
analyze_df.loc(axis=0)["excess_return_with_cost", "annualized_return"].values[0], 0.10, "backtest failed",
|
||||
analyze_df.loc(axis=0)["excess_return_with_cost", "annualized_return"].values[0],
|
||||
0.10,
|
||||
"backtest failed",
|
||||
)
|
||||
|
||||
|
||||
|
||||
@@ -40,7 +40,9 @@ class TestDumpData(unittest.TestCase):
|
||||
TestDumpData.STOCK_NAMES = list(map(lambda x: x.name[:-4].upper(), SOURCE_DIR.glob("*.csv")))
|
||||
provider_uri = str(QLIB_DIR.resolve())
|
||||
qlib.init(
|
||||
provider_uri=provider_uri, expression_cache=None, dataset_cache=None,
|
||||
provider_uri=provider_uri,
|
||||
expression_cache=None,
|
||||
dataset_cache=None,
|
||||
)
|
||||
|
||||
@classmethod
|
||||
@@ -52,7 +54,10 @@ class TestDumpData(unittest.TestCase):
|
||||
|
||||
def test_1_dump_calendars(self):
|
||||
ori_calendars = set(
|
||||
map(pd.Timestamp, pd.read_csv(QLIB_DIR.joinpath("calendars", "day.txt"), header=None).loc[:, 0].values,)
|
||||
map(
|
||||
pd.Timestamp,
|
||||
pd.read_csv(QLIB_DIR.joinpath("calendars", "day.txt"), header=None).loc[:, 0].values,
|
||||
)
|
||||
)
|
||||
res_calendars = set(D.calendar())
|
||||
assert len(ori_calendars - res_calendars) == len(res_calendars - ori_calendars) == 0, "dump calendars failed"
|
||||
|
||||
@@ -26,7 +26,9 @@ class TestGetData(unittest.TestCase):
|
||||
def setUpClass(cls) -> None:
|
||||
provider_uri = str(QLIB_DIR.resolve())
|
||||
qlib.init(
|
||||
provider_uri=provider_uri, expression_cache=None, dataset_cache=None,
|
||||
provider_uri=provider_uri,
|
||||
expression_cache=None,
|
||||
dataset_cache=None,
|
||||
)
|
||||
|
||||
@classmethod
|
||||
|
||||
Reference in New Issue
Block a user