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Restore examples

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This commit is contained in:
v-mingzhehan
2021-07-27 14:52:29 +00:00
parent 0b607da690
commit e817413769
4 changed files with 2 additions and 597 deletions
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11
examples/nested_decision_execution/workflow.py
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@@ -1,7 +1,6 @@
# Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
from typing import Optional
import qlib
import fire
@@ -171,17 +170,11 @@ class NestedDecisionExecutionWorkflow:
sr = SignalRecord(model, dataset, recorder)
sr.generate()
def _load_model(self, load):
return R.get_recorder(load, experiment_name="train").load_object("params.pkl")
def backtest(self, load_model: Optional[str] = None):
def backtest(self):
self._init_qlib()
model = init_instance_by_config(self.task["model"])
dataset = init_instance_by_config(self.task["dataset"])
if load_model is None:
self._train_model(model, dataset)
else:
model = self._load_model(load_model)
self._train_model(model, dataset)
strategy_config = {
"class": "TopkDropoutStrategy",
"module_path": "qlib.contrib.strategy.model_strategy",