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D-X-Y 2021-03-16 22:56:02 +08:00
parent 8b14b4c84a
commit 49606a84a9
11 changed files with 29 additions and 2 deletions
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2
.latent-data/qlib

@ -1 +1 @@
Subproject commit d4aa6816520d306503a1f80c1834b37a9df83c3d Subproject commit 88b0871c12d0b139da489c53e02444606f6ca634

3
configs/qlib/workflow_config_TabNet_Alpha360.yaml
View File

@ -64,6 +64,9 @@ task:
- class: SignalRecord - class: SignalRecord
module_path: qlib.workflow.record_temp module_path: qlib.workflow.record_temp
kwargs: {} kwargs: {}
- class: SignalMseRecord
module_path: qlib.contrib.workflow.record_temp
kwargs: {}
- class: SigAnaRecord - class: SigAnaRecord
module_path: qlib.workflow.record_temp module_path: qlib.workflow.record_temp
kwargs: kwargs:

3
configs/qlib/workflow_config_alstm_Alpha360.yaml
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@ -72,6 +72,9 @@ task:
- class: SignalRecord - class: SignalRecord
module_path: qlib.workflow.record_temp module_path: qlib.workflow.record_temp
kwargs: {} kwargs: {}
- class: SignalMseRecord
module_path: qlib.contrib.workflow.record_temp
kwargs: {}
- class: SigAnaRecord - class: SigAnaRecord
module_path: qlib.workflow.record_temp module_path: qlib.workflow.record_temp
kwargs: kwargs:

3
configs/qlib/workflow_config_doubleensemble_Alpha360.yaml
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@ -86,6 +86,9 @@ task:
- class: SignalRecord - class: SignalRecord
module_path: qlib.workflow.record_temp module_path: qlib.workflow.record_temp
kwargs: {} kwargs: {}
- class: SignalMseRecord
module_path: qlib.contrib.workflow.record_temp
kwargs: {}
- class: SigAnaRecord - class: SigAnaRecord
module_path: qlib.workflow.record_temp module_path: qlib.workflow.record_temp
kwargs: kwargs:

3
configs/qlib/workflow_config_gru_Alpha360.yaml
View File

@ -71,6 +71,9 @@ task:
- class: SignalRecord - class: SignalRecord
module_path: qlib.workflow.record_temp module_path: qlib.workflow.record_temp
kwargs: {} kwargs: {}
- class: SignalMseRecord
module_path: qlib.contrib.workflow.record_temp
kwargs: {}
- class: SigAnaRecord - class: SigAnaRecord
module_path: qlib.workflow.record_temp module_path: qlib.workflow.record_temp
kwargs: kwargs:

3
configs/qlib/workflow_config_lightgbm_Alpha360.yaml
View File

@ -62,6 +62,9 @@ task:
- class: SignalRecord - class: SignalRecord
module_path: qlib.workflow.record_temp module_path: qlib.workflow.record_temp
kwargs: {} kwargs: {}
- class: SignalMseRecord
module_path: qlib.contrib.workflow.record_temp
kwargs: {}
- class: SigAnaRecord - class: SigAnaRecord
module_path: qlib.workflow.record_temp module_path: qlib.workflow.record_temp
kwargs: kwargs:

3
configs/qlib/workflow_config_lstm_Alpha360.yaml
View File

@ -71,6 +71,9 @@ task:
- class: SignalRecord - class: SignalRecord
module_path: qlib.workflow.record_temp module_path: qlib.workflow.record_temp
kwargs: {} kwargs: {}
- class: SignalMseRecord
module_path: qlib.contrib.workflow.record_temp
kwargs: {}
- class: SigAnaRecord - class: SigAnaRecord
module_path: qlib.workflow.record_temp module_path: qlib.workflow.record_temp
kwargs: kwargs:

3
configs/qlib/workflow_config_mlp_Alpha360.yaml
View File

@ -71,6 +71,9 @@ task:
- class: SignalRecord - class: SignalRecord
module_path: qlib.workflow.record_temp module_path: qlib.workflow.record_temp
kwargs: {} kwargs: {}
- class: SignalMseRecord
module_path: qlib.contrib.workflow.record_temp
kwargs: {}
- class: SigAnaRecord - class: SigAnaRecord
module_path: qlib.workflow.record_temp module_path: qlib.workflow.record_temp
kwargs: kwargs:

3
configs/qlib/workflow_config_sfm_Alpha360.yaml
View File

@ -74,6 +74,9 @@ task:
- class: SignalRecord - class: SignalRecord
module_path: qlib.workflow.record_temp module_path: qlib.workflow.record_temp
kwargs: {} kwargs: {}
- class: SignalMseRecord
module_path: qlib.contrib.workflow.record_temp
kwargs: {}
- class: SigAnaRecord - class: SigAnaRecord
module_path: qlib.workflow.record_temp module_path: qlib.workflow.record_temp
kwargs: kwargs:

3
configs/qlib/workflow_config_xgboost_Alpha360.yaml
View File

@ -60,6 +60,9 @@ task:
- class: SignalRecord - class: SignalRecord
module_path: qlib.workflow.record_temp module_path: qlib.workflow.record_temp
kwargs: {} kwargs: {}
- class: SignalMseRecord
module_path: qlib.contrib.workflow.record_temp
kwargs: {}
- class: SigAnaRecord - class: SigAnaRecord
module_path: qlib.workflow.record_temp module_path: qlib.workflow.record_temp
kwargs: kwargs:

2
scripts/trade/baseline.sh
View File

@ -16,7 +16,7 @@ fi
gpu=$1 gpu=$1
market=$2 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} for alg in ${algorithms}
do do