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This commit is contained in:
D-X-Y 2021-04-11 04:30:10 -07:00
parent 028bc88430
commit e5b6eb58db
2 changed files with 3 additions and 1 deletions
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2
exps/trading/baselines.py
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@ -85,7 +85,9 @@ def extend_train_data(alg2configs, name):
config = copy.deepcopy(alg2configs[name]) config = copy.deepcopy(alg2configs[name])
start_times = ( start_times = (
"2008-01-01", "2008-01-01",
"2008-07-01",
"2009-01-01", "2009-01-01",
"2009-07-01",
"2010-01-01", "2010-01-01",
"2011-01-01", "2011-01-01",
"2012-01-01", "2012-01-01",

2
scripts/trade/tsf-time.sh
View File

@ -16,7 +16,7 @@ fi
gpu=$1 gpu=$1
market=$2 market=$2
base=$3 base=$3
xtimes="2008-01-01 2009-01-01 2010-01-01 2011-01-01 2012-01-01 2013-01-01" xtimes="2008-01-01 2008-07-01 2009-01-01 2009-07-01 2010-01-01 2011-01-01 2012-01-01 2013-01-01"
for xtime in ${xtimes} for xtime in ${xtimes}
do do