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Add int search space

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This commit is contained in:
D-X-Y
2021-03-18 16:02:55 +08:00
parent ece6ac5f41
commit 63c8bb9bc8
67 changed files with 5150 additions and 1474 deletions
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42
exps/trading/workflow_tt.py
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@@ -39,7 +39,10 @@ def main(xargs):
"fit_end_time": "2014-12-31",
"instruments": xargs.market,
"infer_processors": [
{"class": "RobustZScoreNorm", "kwargs": {"fields_group": "feature", "clip_outlier": True}},
{
"class": "RobustZScoreNorm",
"kwargs": {"fields_group": "feature", "clip_outlier": True},
},
{"class": "Fillna", "kwargs": {"fields_group": "feature"}},
],
"learn_processors": [
@@ -90,7 +93,11 @@ def main(xargs):
}
record_config = [
{"class": "SignalRecord", "module_path": "qlib.workflow.record_temp", "kwargs": dict()},
{
"class": "SignalRecord",
"module_path": "qlib.workflow.record_temp",
"kwargs": dict(),
},
{
"class": "SigAnaRecord",
"module_path": "qlib.workflow.record_temp",
@@ -111,18 +118,37 @@ def main(xargs):
for irun in range(xargs.times):
xmodel_config = model_config.copy()
xmodel_config = update_gpu(xmodel_config, xargs.gpu)
task_config = dict(model=xmodel_config, dataset=dataset_config, record=record_config)
task_config = dict(
model=xmodel_config, dataset=dataset_config, record=record_config
)
run_exp(task_config, dataset, xargs.name, "recorder-{:02d}-{:02d}".format(irun, xargs.times), save_dir)
run_exp(
task_config,
dataset,
xargs.name,
"recorder-{:02d}-{:02d}".format(irun, xargs.times),
save_dir,
)
if __name__ == "__main__":
parser = argparse.ArgumentParser("Vanilla Transformable Transformer")
parser.add_argument("--save_dir", type=str, default="./outputs/vtt-runs", help="The checkpoint directory.")
parser.add_argument("--name", type=str, default="Transformer", help="The experiment name.")
parser.add_argument(
"--save_dir",
type=str,
default="./outputs/vtt-runs",
help="The checkpoint directory.",
)
parser.add_argument(
"--name", type=str, default="Transformer", help="The experiment name."
)
parser.add_argument("--times", type=int, default=10, help="The repeated run times.")
parser.add_argument("--gpu", type=int, default=0, help="The GPU ID used for train / test.")
parser.add_argument("--market", type=str, default="all", help="The market indicator.")
parser.add_argument(
"--gpu", type=int, default=0, help="The GPU ID used for train / test."
)
parser.add_argument(
"--market", type=str, default="all", help="The market indicator."
)
args = parser.parse_args()
main(args)