From 49606a84a99c4844a99ac7ed2ac610db0355ceca Mon Sep 17 00:00:00 2001 From: D-X-Y <280835372@qq.com> Date: Tue, 16 Mar 2021 22:56:02 +0800 Subject: [PATCH] Updates --- .latent-data/qlib | 2 +- configs/qlib/workflow_config_TabNet_Alpha360.yaml | 3 +++ configs/qlib/workflow_config_alstm_Alpha360.yaml | 3 +++ configs/qlib/workflow_config_doubleensemble_Alpha360.yaml | 3 +++ configs/qlib/workflow_config_gru_Alpha360.yaml | 3 +++ configs/qlib/workflow_config_lightgbm_Alpha360.yaml | 3 +++ configs/qlib/workflow_config_lstm_Alpha360.yaml | 3 +++ configs/qlib/workflow_config_mlp_Alpha360.yaml | 3 +++ configs/qlib/workflow_config_sfm_Alpha360.yaml | 3 +++ configs/qlib/workflow_config_xgboost_Alpha360.yaml | 3 +++ scripts/trade/baseline.sh | 2 +- 11 files changed, 29 insertions(+), 2 deletions(-) diff --git a/.latent-data/qlib b/.latent-data/qlib index d4aa681..88b0871 160000 --- a/.latent-data/qlib +++ b/.latent-data/qlib @@ -1 +1 @@ -Subproject commit d4aa6816520d306503a1f80c1834b37a9df83c3d +Subproject commit 88b0871c12d0b139da489c53e02444606f6ca634 diff --git a/configs/qlib/workflow_config_TabNet_Alpha360.yaml b/configs/qlib/workflow_config_TabNet_Alpha360.yaml index 16c72ac..3e63892 100644 --- a/configs/qlib/workflow_config_TabNet_Alpha360.yaml +++ b/configs/qlib/workflow_config_TabNet_Alpha360.yaml @@ -64,6 +64,9 @@ task: - class: SignalRecord module_path: qlib.workflow.record_temp kwargs: {} + - class: SignalMseRecord + module_path: qlib.contrib.workflow.record_temp + kwargs: {} - class: SigAnaRecord module_path: qlib.workflow.record_temp kwargs: diff --git a/configs/qlib/workflow_config_alstm_Alpha360.yaml b/configs/qlib/workflow_config_alstm_Alpha360.yaml index 4620d44..58e8163 100644 --- a/configs/qlib/workflow_config_alstm_Alpha360.yaml +++ b/configs/qlib/workflow_config_alstm_Alpha360.yaml @@ -72,6 +72,9 @@ task: - class: SignalRecord module_path: qlib.workflow.record_temp kwargs: {} + - class: SignalMseRecord + module_path: qlib.contrib.workflow.record_temp + kwargs: {} - class: SigAnaRecord module_path: qlib.workflow.record_temp kwargs: diff --git a/configs/qlib/workflow_config_doubleensemble_Alpha360.yaml b/configs/qlib/workflow_config_doubleensemble_Alpha360.yaml index 8885a3d..a28f7bc 100644 --- a/configs/qlib/workflow_config_doubleensemble_Alpha360.yaml +++ b/configs/qlib/workflow_config_doubleensemble_Alpha360.yaml @@ -86,6 +86,9 @@ task: - class: SignalRecord module_path: qlib.workflow.record_temp kwargs: {} + - class: SignalMseRecord + module_path: qlib.contrib.workflow.record_temp + kwargs: {} - class: SigAnaRecord module_path: qlib.workflow.record_temp kwargs: diff --git a/configs/qlib/workflow_config_gru_Alpha360.yaml b/configs/qlib/workflow_config_gru_Alpha360.yaml index a28601f..d6a7d25 100644 --- a/configs/qlib/workflow_config_gru_Alpha360.yaml +++ b/configs/qlib/workflow_config_gru_Alpha360.yaml @@ -71,6 +71,9 @@ task: - class: SignalRecord module_path: qlib.workflow.record_temp kwargs: {} + - class: SignalMseRecord + module_path: qlib.contrib.workflow.record_temp + kwargs: {} - class: SigAnaRecord module_path: qlib.workflow.record_temp kwargs: diff --git a/configs/qlib/workflow_config_lightgbm_Alpha360.yaml b/configs/qlib/workflow_config_lightgbm_Alpha360.yaml index 876931f..4acf153 100644 --- a/configs/qlib/workflow_config_lightgbm_Alpha360.yaml +++ b/configs/qlib/workflow_config_lightgbm_Alpha360.yaml @@ -62,6 +62,9 @@ task: - class: SignalRecord module_path: qlib.workflow.record_temp kwargs: {} + - class: SignalMseRecord + module_path: qlib.contrib.workflow.record_temp + kwargs: {} - class: SigAnaRecord module_path: qlib.workflow.record_temp kwargs: diff --git a/configs/qlib/workflow_config_lstm_Alpha360.yaml b/configs/qlib/workflow_config_lstm_Alpha360.yaml index 95659c5..fb37fb4 100644 --- a/configs/qlib/workflow_config_lstm_Alpha360.yaml +++ b/configs/qlib/workflow_config_lstm_Alpha360.yaml @@ -71,6 +71,9 @@ task: - class: SignalRecord module_path: qlib.workflow.record_temp kwargs: {} + - class: SignalMseRecord + module_path: qlib.contrib.workflow.record_temp + kwargs: {} - class: SigAnaRecord module_path: qlib.workflow.record_temp kwargs: diff --git a/configs/qlib/workflow_config_mlp_Alpha360.yaml b/configs/qlib/workflow_config_mlp_Alpha360.yaml index 36582cf..9d505d0 100644 --- a/configs/qlib/workflow_config_mlp_Alpha360.yaml +++ b/configs/qlib/workflow_config_mlp_Alpha360.yaml @@ -71,6 +71,9 @@ task: - class: SignalRecord module_path: qlib.workflow.record_temp kwargs: {} + - class: SignalMseRecord + module_path: qlib.contrib.workflow.record_temp + kwargs: {} - class: SigAnaRecord module_path: qlib.workflow.record_temp kwargs: diff --git a/configs/qlib/workflow_config_sfm_Alpha360.yaml b/configs/qlib/workflow_config_sfm_Alpha360.yaml index 8017e13..41abc06 100644 --- a/configs/qlib/workflow_config_sfm_Alpha360.yaml +++ b/configs/qlib/workflow_config_sfm_Alpha360.yaml @@ -74,6 +74,9 @@ task: - class: SignalRecord module_path: qlib.workflow.record_temp kwargs: {} + - class: SignalMseRecord + module_path: qlib.contrib.workflow.record_temp + kwargs: {} - class: SigAnaRecord module_path: qlib.workflow.record_temp kwargs: diff --git a/configs/qlib/workflow_config_xgboost_Alpha360.yaml b/configs/qlib/workflow_config_xgboost_Alpha360.yaml index 13c9cc7..30e50fd 100644 --- a/configs/qlib/workflow_config_xgboost_Alpha360.yaml +++ b/configs/qlib/workflow_config_xgboost_Alpha360.yaml @@ -60,6 +60,9 @@ task: - class: SignalRecord module_path: qlib.workflow.record_temp kwargs: {} + - class: SignalMseRecord + module_path: qlib.contrib.workflow.record_temp + kwargs: {} - class: SigAnaRecord module_path: qlib.workflow.record_temp kwargs: diff --git a/scripts/trade/baseline.sh b/scripts/trade/baseline.sh index 967534d..4fbae6c 100644 --- a/scripts/trade/baseline.sh +++ b/scripts/trade/baseline.sh @@ -16,7 +16,7 @@ fi gpu=$1 market=$2 -algorithms="MLP GRU LSTM ALSTM XGBoost LightGBM SFM TabNet DoubleE" +algorithms="MLP GRU LSTM ALSTM XGBoost LightGBM SFM TabNet DoubleE NAIVE" for alg in ${algorithms} do