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To re-org Q-results

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This commit is contained in:
D-X-Y
2021-03-06 06:13:22 -08:00
parent cc28e1589e
commit 511e2443d0
7 changed files with 172 additions and 40 deletions
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9
exps/trading/workflow_tt.py
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@@ -4,7 +4,7 @@
# Refer to:
# - https://github.com/microsoft/qlib/blob/main/examples/workflow_by_code.ipynb
# - https://github.com/microsoft/qlib/blob/main/examples/workflow_by_code.py
# python exps/trading/workflow_tt.py
# python exps/trading/workflow_tt.py --market all
#####################################################
import sys, argparse
from pathlib import Path
@@ -102,10 +102,9 @@ def main(xargs):
task = dict(model=model_config, dataset=dataset_config, record=record_config)
# start exp to train model
with R.start(experiment_name="tt_model", uri=xargs.save_dir):
set_log_basic_config(R.get_recorder().root_uri / 'log.log')
with R.start(experiment_name="tt_model", uri=xargs.save_dir + "-" + xargs.market):
set_log_basic_config(R.get_recorder().root_uri / "log.log")
model = init_instance_by_config(model_config)
dataset = init_instance_by_config(dataset_config)
@@ -138,7 +137,7 @@ if __name__ == "__main__":
parser.add_argument("--market", type=str, default="csi300", help="The market indicator.")
args = parser.parse_args()
provider_uri = "~/.qlib/qlib_data/cn_data" # target_dir
provider_uri = "~/.qlib/qlib_data/cn_data"
qlib.init(provider_uri=provider_uri, region=REG_CN)
main(args)