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Fix bugs

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This commit is contained in:
D-X-Y 2021-03-12 02:46:39 +00:00
parent 9f7eca0e58
commit 91a9e1553d
4 changed files with 7 additions and 3 deletions
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2
.latent-data/qlib

@ -1 +1 @@
Subproject commit e626264d5aebfb28295abd00d44827621bec33a5 Subproject commit db59713d362f6c3091914fb1d0ebbe484899573b

2
configs/qlib/workflow_config_TabNet_Alpha360.yaml
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@ -55,7 +55,7 @@ task:
kwargs: *data_handler_config kwargs: *data_handler_config
segments: segments:
pretrain: [2008-01-01, 2014-12-31] pretrain: [2008-01-01, 2014-12-31]
pretrain_validation: [2015-01-01, 2020-08-01] pretrain_validation: [2015-01-01, 2016-12-31]
train: [2008-01-01, 2014-12-31] train: [2008-01-01, 2014-12-31]
valid: [2015-01-01, 2016-12-31] valid: [2015-01-01, 2016-12-31]
test: [2017-01-01, 2020-08-01] test: [2017-01-01, 2020-08-01]

2
exps/trading/baselines.py
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@ -10,6 +10,7 @@
# python exps/trading/baselines.py --alg XGBoost # # python exps/trading/baselines.py --alg XGBoost #
# python exps/trading/baselines.py --alg LightGBM # # python exps/trading/baselines.py --alg LightGBM #
# python exps/trading/baselines.py --alg DoubleE # # python exps/trading/baselines.py --alg DoubleE #
# python exps/trading/baselines.py --alg TabNet #
##################################################### #####################################################
import sys import sys
import argparse import argparse
@ -66,6 +67,7 @@ def retrieve_configs():
def main(xargs, exp_yaml): def main(xargs, exp_yaml):
assert Path(exp_yaml).exists(), "{:} does not exist.".format(exp_yaml) assert Path(exp_yaml).exists(), "{:} does not exist.".format(exp_yaml)
pprint('Run {:}'.format(xargs.alg))
with open(exp_yaml) as fp: with open(exp_yaml) as fp:
config = yaml.safe_load(fp) config = yaml.safe_load(fp)
config = update_market(config, xargs.market) config = update_market(config, xargs.market)

4
scripts/trade/baseline.sh
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@ -1,5 +1,6 @@
#!/bin/bash #!/bin/bash
# bash scripts/trade/baseline.sh 0 csi300 # bash scripts/trade/baseline.sh 0 csi300
# bash scripts/trade/baseline.sh 1 csi100
set -e set -e
echo script name: $0 echo script name: $0
echo $# arguments echo $# arguments
@ -12,7 +13,8 @@ fi
gpu=$1 gpu=$1
market=$2 market=$2
algorithms="MLP GRU LSTM ALSTM XGBoost LightGBM" # algorithms="MLP GRU LSTM ALSTM XGBoost LightGBM SFM"
algorithms="SFM"
for alg in ${algorithms} for alg in ${algorithms}
do do