mirror of
https://github.com/microsoft/qlib.git
synced 2026-06-06 05:51:17 +08:00
be4646b4b7
* 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
17 lines
606 B
Markdown
17 lines
606 B
Markdown
# Introduction
|
|
|
|
This is the framework of periodically Rolling Retrain (RR) forecasting models. RR adapts to market dynamics by utilizing the up-to-date data periodically.
|
|
|
|
## Run the Code
|
|
Users can try RR by running the following command:
|
|
```bash
|
|
python rolling_benchmark.py run
|
|
```
|
|
|
|
The default forecasting models are `Linear`. Users can choose other forecasting models by changing the `model_type` parameter.
|
|
For example, users can try `LightGBM` forecasting models by running the following command:
|
|
```bash
|
|
python rolling_benchmark.py --conf_path=workflow_config_lightgbm_Alpha158.yaml run
|
|
|
|
```
|