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Update benchmark based on new backtest (#634)

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* free random seed

* update model baselines

* more robust for parameters
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you-n-g
2021-10-07 22:57:19 +08:00
committed by GitHub
parent 8c8d1336de
commit e99224e5c2
12 changed files with 229 additions and 199 deletions
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README.md
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@@ -306,7 +306,7 @@ All the models listed above are runnable with ``Qlib``. Users can find the confi
- Users can use the tool `qrun` mentioned above to run a model's workflow based from a config file.
- Users can create a `workflow_by_code` python script based on the [one](examples/workflow_by_code.py) listed in the `examples` folder.
- Users can use the script [`run_all_model.py`](examples/run_all_model.py) listed in the `examples` folder to run a model. Here is an example of the specific shell command to be used: `python run_all_model.py --models=lightgbm`, where the `--models` arguments can take any number of models listed above(the available models can be found in [benchmarks](examples/benchmarks/)). For more use cases, please refer to the file's [docstrings](examples/run_all_model.py).
- Users can use the script [`run_all_model.py`](examples/run_all_model.py) listed in the `examples` folder to run a model. Here is an example of the specific shell command to be used: `python run_all_model.py run --models=lightgbm`, where the `--models` arguments can take any number of models listed above(the available models can be found in [benchmarks](examples/benchmarks/)). For more use cases, please refer to the file's [docstrings](examples/run_all_model.py).
- **NOTE**: Each baseline has different environment dependencies, please make sure that your python version aligns with the requirements(e.g. TFT only supports Python 3.6~3.7 due to the limitation of `tensorflow==1.15.0`)
## Run multiple models
@@ -316,7 +316,7 @@ The script will create a unique virtual environment for each model, and delete t
Here is an example of running all the models for 10 iterations:
```python
python run_all_model.py 10
python run_all_model.py run 10
```
It also provides the API to run specific models at once. For more use cases, please refer to the file's [docstrings](examples/run_all_model.py).