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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
This commit is contained in:
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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2
qlib/contrib/model/pytorch_tcts.py
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@@ -61,7 +61,7 @@ class TCTS(Model):
weight_lr=5e-7,
steps=3,
GPU=0,
seed=0,
seed=None,
target_label=0,
lowest_valid_performance=0.993,
**kwargs

7
qlib/contrib/model/pytorch_tra.py
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@@ -74,7 +74,7 @@ class TRAModel(Model):
lamb=0.0,
rho=0.99,
alpha=1.0,
seed=0,
seed=None,
logdir=None,
eval_train=False,
eval_test=False,
@@ -99,8 +99,9 @@ class TRAModel(Model):
if transport_method == "router" and not eval_train:
self.logger.warning("`eval_train` will be ignored when using TRA.router")
np.random.seed(seed)
torch.manual_seed(seed)
if seed is not None:
np.random.seed(seed)
torch.manual_seed(seed)
self.model_config = model_config
self.tra_config = tra_config