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qlib/examples/benchmarks/TRA/example.py
you-n-g be4646b4b7 Adjust rolling api (#1594)
* Intermediate version

* Fix yaml template & Successfully run rolling

* Be compatible with benchmark

* Get same results with previous linear model

* Black formatting

* Update black

* Update the placeholder mechanism

* Update CI

* Update CI

* Upgrade Black

* Fix CI and simplify code

* Fix CI

* Move the data processing caching mechanism into utils.

* Adjusting DDG-DA

* Organize import
2023-07-14 12:16:12 +08:00

38 lines
1.1 KiB
Python

import argparse
import qlib
import ruamel.yaml as yaml
from qlib.utils import init_instance_by_config
def main(seed, config_file="configs/config_alstm.yaml"):
# set random seed
with open(config_file) as f:
config = yaml.safe_load(f)
# seed_suffix = "/seed1000" if "init" in config_file else f"/seed{seed}"
seed_suffix = ""
config["task"]["model"]["kwargs"].update(
{"seed": seed, "logdir": config["task"]["model"]["kwargs"]["logdir"] + seed_suffix}
)
# initialize workflow
qlib.init(
provider_uri=config["qlib_init"]["provider_uri"],
region=config["qlib_init"]["region"],
)
dataset = init_instance_by_config(config["task"]["dataset"])
model = init_instance_by_config(config["task"]["model"])
# train model
model.fit(dataset)
if __name__ == "__main__":
# set params from cmd
parser = argparse.ArgumentParser(allow_abbrev=False)
parser.add_argument("--seed", type=int, default=1000, help="random seed")
parser.add_argument("--config_file", type=str, default="configs/config_alstm.yaml", help="config file")
args = parser.parse_args()
main(**vars(args))