Fix bugs
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@ -1 +1 @@
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Subproject commit e626264d5aebfb28295abd00d44827621bec33a5
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Subproject commit db59713d362f6c3091914fb1d0ebbe484899573b
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@ -55,7 +55,7 @@ task:
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kwargs: *data_handler_config
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segments:
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pretrain: [2008-01-01, 2014-12-31]
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pretrain_validation: [2015-01-01, 2020-08-01]
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pretrain_validation: [2015-01-01, 2016-12-31]
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train: [2008-01-01, 2014-12-31]
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valid: [2015-01-01, 2016-12-31]
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test: [2017-01-01, 2020-08-01]
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@ -10,6 +10,7 @@
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# python exps/trading/baselines.py --alg XGBoost #
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# python exps/trading/baselines.py --alg LightGBM #
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# python exps/trading/baselines.py --alg DoubleE #
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# python exps/trading/baselines.py --alg TabNet #
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#####################################################
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import sys
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import argparse
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@ -66,6 +67,7 @@ def retrieve_configs():
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def main(xargs, exp_yaml):
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assert Path(exp_yaml).exists(), "{:} does not exist.".format(exp_yaml)
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pprint('Run {:}'.format(xargs.alg))
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with open(exp_yaml) as fp:
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config = yaml.safe_load(fp)
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config = update_market(config, xargs.market)
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@ -1,5 +1,6 @@
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#!/bin/bash
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# bash scripts/trade/baseline.sh 0 csi300
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# bash scripts/trade/baseline.sh 1 csi100
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set -e
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echo script name: $0
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echo $# arguments
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@ -12,7 +13,8 @@ fi
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gpu=$1
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market=$2
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algorithms="MLP GRU LSTM ALSTM XGBoost LightGBM"
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# algorithms="MLP GRU LSTM ALSTM XGBoost LightGBM SFM"
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algorithms="SFM"
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for alg in ${algorithms}
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do
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