From f6cbac706f21cb5d2da8aaa3b9bb62f7f68e683b Mon Sep 17 00:00:00 2001
From: D-X-Y <280835372@qq.com>
Date: Tue, 16 Mar 2021 23:48:01 +0000
Subject: [PATCH] Update configs
---
configs/qlib/workflow_config_lightgbm_Alpha360.yaml | 9 ++++++++-
configs/qlib/workflow_config_xgboost_Alpha360.yaml | 9 ++++++++-
scripts/trade/baseline.sh | 2 +-
3 files changed, 17 insertions(+), 3 deletions(-)
diff --git a/configs/qlib/workflow_config_lightgbm_Alpha360.yaml b/configs/qlib/workflow_config_lightgbm_Alpha360.yaml
index 4acf153..04e9d1d 100644
--- a/configs/qlib/workflow_config_lightgbm_Alpha360.yaml
+++ b/configs/qlib/workflow_config_lightgbm_Alpha360.yaml
@@ -9,7 +9,14 @@ data_handler_config: &data_handler_config
fit_start_time: 2008-01-01
fit_end_time: 2014-12-31
instruments: *market
- infer_processors: []
+ infer_processors:
+ - class: RobustZScoreNorm
+ kwargs:
+ fields_group: feature
+ clip_outlier: true
+ - class: Fillna
+ kwargs:
+ fields_group: feature
learn_processors:
- class: DropnaLabel
- class: CSRankNorm
diff --git a/configs/qlib/workflow_config_xgboost_Alpha360.yaml b/configs/qlib/workflow_config_xgboost_Alpha360.yaml
index 30e50fd..9e5ef7b 100644
--- a/configs/qlib/workflow_config_xgboost_Alpha360.yaml
+++ b/configs/qlib/workflow_config_xgboost_Alpha360.yaml
@@ -9,7 +9,14 @@ data_handler_config: &data_handler_config
fit_start_time: 2008-01-01
fit_end_time: 2014-12-31
instruments: *market
- infer_processors: []
+ infer_processors:
+ - class: RobustZScoreNorm
+ kwargs:
+ fields_group: feature
+ clip_outlier: true
+ - class: Fillna
+ kwargs:
+ fields_group: feature
learn_processors:
- class: DropnaLabel
- class: CSRankNorm
diff --git a/scripts/trade/baseline.sh b/scripts/trade/baseline.sh
index 4fbae6c..8b48326 100644
--- a/scripts/trade/baseline.sh
+++ b/scripts/trade/baseline.sh
@@ -16,7 +16,7 @@ fi
gpu=$1
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}
do