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Update configs

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This commit is contained in:
D-X-Y 2021-03-16 23:48:01 +00:00
parent 49606a84a9
commit f6cbac706f
3 changed files with 17 additions and 3 deletions
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9
configs/qlib/workflow_config_lightgbm_Alpha360.yaml
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@ -9,7 +9,14 @@ data_handler_config: &data_handler_config
fit_start_time: 2008-01-01 fit_start_time: 2008-01-01
fit_end_time: 2014-12-31 fit_end_time: 2014-12-31
instruments: *market instruments: *market
infer_processors: [] infer_processors:
- class: RobustZScoreNorm
kwargs:
fields_group: feature
clip_outlier: true
- class: Fillna
kwargs:
fields_group: feature
learn_processors: learn_processors:
- class: DropnaLabel - class: DropnaLabel
- class: CSRankNorm - class: CSRankNorm

9
configs/qlib/workflow_config_xgboost_Alpha360.yaml
View File

@ -9,7 +9,14 @@ data_handler_config: &data_handler_config
fit_start_time: 2008-01-01 fit_start_time: 2008-01-01
fit_end_time: 2014-12-31 fit_end_time: 2014-12-31
instruments: *market instruments: *market
infer_processors: [] infer_processors:
- class: RobustZScoreNorm
kwargs:
fields_group: feature
clip_outlier: true
- class: Fillna
kwargs:
fields_group: feature
learn_processors: learn_processors:
- class: DropnaLabel - class: DropnaLabel
- class: CSRankNorm - class: CSRankNorm

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 NAIVE" algorithms="NAIVE MLP GRU LSTM ALSTM XGBoost LightGBM SFM TabNet DoubleE"
for alg in ${algorithms} for alg in ${algorithms}
do do