Updates

2021-03-16 22:56:02 +08:00 · 2021-03-16 22:56:02 +08:00 · 49606a84a9
commit 49606a84a9
parent 8b14b4c84a
11 changed files with 29 additions and 2 deletions
--- a/.latent-data/qlib
+++ b/.latent-data/qlib
@ -1 +1 @@
-Subproject commit d4aa6816520d306503a1f80c1834b37a9df83c3d
+Subproject commit 88b0871c12d0b139da489c53e02444606f6ca634
--- 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: 
--- 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: 
--- 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:
--- 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: 
--- 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: 
--- 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: 
--- 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: 
--- 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: 
--- 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: 
--- 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