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54 lines
1.1 KiB
YAML
54 lines
1.1 KiB
YAML
experiment:
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name: estimator_example
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observer_type: file_storage
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mode: train
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model:
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class: LGBModel
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module_path: qlib.contrib.model.gbdt
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args:
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loss: mse
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colsample_bytree: 0.8879
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learning_rate: 0.0421
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subsample: 0.8789
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lambda_l1: 205.6999
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lambda_l2: 580.9768
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max_depth: 8
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num_leaves: 210
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num_threads: 20
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data:
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class: Alpha158
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args:
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dropna_label: True
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filter:
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market: csi300
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trainer:
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class: StaticTrainer
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args:
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train_start_date: 2008-01-01
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train_end_date: 2014-12-31
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validate_start_date: 2015-01-01
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validate_end_date: 2016-12-31
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test_start_date: 2017-01-01
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test_end_date: 2020-08-01
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strategy:
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class: TopkDropoutStrategy
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args:
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topk: 50
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n_drop: 5
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backtest:
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normal_backtest_args:
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verbose: False
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limit_threshold: 0.095
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account: 100000000
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benchmark: SH000300
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deal_price: close
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open_cost: 0.0005
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close_cost: 0.0015
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min_cost: 5
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qlib_data:
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# when testing, please modify the following parameters according to the specific environment
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provider_uri: "~/.qlib/qlib_data/cn_data"
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region: "cn"
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