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Jactus
2021-02-22 11:42:36 +08:00
parent 37871389b9
commit dc4aa67503
13 changed files with 147 additions and 33 deletions
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9
tests/test_all_pipeline.py
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@@ -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",
)