mirror of
https://github.com/microsoft/qlib.git
synced 2026-06-06 05:51:17 +08:00
63 lines
1.3 KiB
YAML
63 lines
1.3 KiB
YAML
qlib_init:
|
|
provider_uri: "~/.qlib/qlib_data/cn_data"
|
|
region: cn
|
|
|
|
data_loader_config: &data_loader_config
|
|
class: StaticDataLoader
|
|
module_path: qlib.data.dataset.loader
|
|
kwargs:
|
|
config:
|
|
feature: data/feature.pkl
|
|
label: data/label.pkl
|
|
|
|
model_config: &model_config
|
|
input_size: 16
|
|
hidden_size: 64
|
|
num_layers: 2
|
|
num_heads: 4
|
|
use_attn: False
|
|
dropout: 0.1
|
|
|
|
num_states: &num_states 1
|
|
|
|
tra_config: &tra_config
|
|
num_states: *num_states
|
|
hidden_size: 16
|
|
tau: 1.0
|
|
src_info: LR_TPE
|
|
|
|
task:
|
|
model:
|
|
class: TRAModel
|
|
module_path: src/model.py
|
|
kwargs:
|
|
lr: 0.0002
|
|
n_epochs: 500
|
|
max_steps_per_epoch: 100
|
|
early_stop: 20
|
|
seed: 1000
|
|
logdir: output/test/transformer
|
|
model_type: Transformer
|
|
model_config: *model_config
|
|
tra_config: *tra_config
|
|
lamb: 1.0
|
|
rho: 0.99
|
|
freeze_model: False
|
|
model_init_state:
|
|
dataset:
|
|
class: MTSDatasetH
|
|
module_path: src/dataset.py
|
|
kwargs:
|
|
handler:
|
|
class: DataHandler
|
|
module_path: qlib.data.dataset.handler
|
|
kwargs:
|
|
data_loader: *data_loader_config
|
|
segments:
|
|
train: [2007-10-30, 2016-05-27]
|
|
valid: [2016-09-26, 2018-05-29]
|
|
test: [2018-09-21, 2020-06-30]
|
|
seq_len: 60
|
|
horizon: 21
|
|
num_states: *num_states
|
|
batch_size: 1024 |