Update scripts

exps/trading/baselines.py

@@ -210,5 +210,23 @@ if __name__ == "__main__":
             args.save_dir,
             args.gpu,
         )
-    else:
-        print("-")
+    elif len(args.alg) > 1:
+        assert args.shared_dataset, "Must allow share dataset"
+        configs = [
+            update_gpu(update_market(alg2configs[name], args.market), args.gpu)
+            for name in args.alg
+        ]
+        qlib.init(**configs[0].get("qlib_init"))
+        dataset_config = configs[0].get("task").get("dataset")
+        dataset = init_instance_by_config(dataset_config)
+        pprint(dataset_config)
+        pprint(dataset)
+        for alg_name, config in zip(args.alg, configs):
+            for irun in range(args.times):
+                run_exp(
+                    config.get("task"),
+                    dataset,
+                    alg_name,
+                    "recorder-{:02d}-{:02d}".format(irun, args.times),
+                    "{:}-{:}".format(args.save_dir, args.market),
+                )

scripts/trade/tsf-all.sh

@@ -22,8 +22,11 @@ depths="1 2 3 4 5 6"
 
 for channel in ${channels}
 do
-  for depth in ${depths}
-  do
-    python exps/trading/baselines.py --alg TSF-${depth}x${channel}-drop${drop} --gpu ${gpu} --market ${market}
-  done
+    python exps/trading/baselines.py --alg TSF-1x${channel}-drop${drop} \
+	    				   TSF-2x${channel}-drop${drop} \
+					   TSF-3x${channel}-drop${drop} \
+					   TSF-4x${channel}-drop${drop} \
+					   TSF-5x${channel}-drop${drop} \
+					   TSF-6x${channel}-drop${drop} \
+		                     --gpu ${gpu} --market ${market} --shared_dataset True
 done