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* init commit * change the version number * rich the docs&fix cache docs * update index readme * Modify cache class name * Modify sharpe to information_ratio * Modify Group- to Group * add the description of graphical results & fix the backtest docs * fix docs in details * update docs * Update introduction.rst * Update README.md * Update introduction.rst * Update introduction.rst * Update introduction.rst * Update installation.rst * Update installation.rst * Update initialization.rst * Update getdata.rst * Update integration.rst * Update initialization.rst * Update getdata.rst * Update estimator.rst Modify some typos. * Update README.md Modify the typos. * Update initialization.rst * Update data.rst * Update report.rst * Update estimator.rst * Update cumulative_return.py * Update model.rst * Update rank_label.py * Update cumulative_return.py * Update strategy.rst * Update getdata.rst * Update backtest.rst * Update integration.rst * Update getdata.rst * Update introduction.rst * Update introduction.rst * Update README.md * Update report.rst * Update integration.rst Fix typos * Update installation.rst Fix typos * Update getdata.rst * Update initialization.rst Fix typos. * add quick start docs&fix detials * fix estimator docs & fix strategy docs * fix the cahce in data.rst * update documents * Fix Corr && Rsquare * fix data retrival example to csi300 & fix a data bug * fix filter bug * Fix data collector * Modift model args * add the log & fix README.md\quick.rst * add enviroment depend & add intoduction of qlib-server online mode * fix image center fomat & set log_only of docs is True * fix README.md format * update data preparation & readme logo image * get_data support version * Modify analysis names * Modify analysis graph * update report.rst & data.rst * commmit estimator for merge * minimal requirements * Update README.md * Update README.md * Update README.md * Update README.md * Update README.md * Update README.md * Update README.md * Update READEME.md * Update READEME.md * update estimator * Fix doc urls * fix get_data.py docstring * update test_get_data.py * Upate docs * Upate docs * Upate docs Co-authored-by: bxdd <bxddream@gmail.com> Co-authored-by: zhupr <zhu.pengrong@foxmail.com> Co-authored-by: Wendi Li <wendili.academic@qq.com> Co-authored-by: Dingsu Wang <dingsu.wang@gmail.com> Co-authored-by: bxdd <45119470+bxdd@users.noreply.github.com> Co-authored-by: cslwqxx <cslwqxx@users.noreply.github.com>
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: QLibDataHandlerClose
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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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