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D-X-Y
2021-06-01 20:19:48 +08:00
parent b8b94cc791
commit d3d950d310
3 changed files with 13 additions and 4 deletions
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4
exps/trading/organize_results.py
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@@ -151,7 +151,9 @@ if __name__ == "__main__":
key_map = dict()
for xset in ("train", "valid", "test"):
key_map["{:}-mean-IC".format(xset)] = "IC ({:})".format(xset)
key_map["{:}-mean-ICIR".format(xset)] = "ICIR ({:})".format(xset)
# key_map["{:}-mean-ICIR".format(xset)] = "ICIR ({:})".format(xset)
key_map["{:}-mean-Rank-IC".format(xset)] = "Rank IC ({:})".format(xset)
# key_map["{:}-mean-Rank-ICIR".format(xset)] = "Rank ICIR ({:})".format(xset)
all_qresults = []
for save_dir in args.save_dir: