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Update organize

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D-X-Y
2021-03-29 04:23:33 +00:00
parent 53cb5f1fdd
commit e637cddc39
3 changed files with 20 additions and 22 deletions
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4
exps/trading/organize_results.py
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@@ -131,9 +131,9 @@ def query_info(save_dir, verbose):
"ICIR": "ICIR",
"Rank IC": "Rank_IC",
"Rank ICIR": "Rank_ICIR",
"excess_return_with_cost.annualized_return": "Annualized_Return",
# "excess_return_with_cost.annualized_return": "Annualized_Return",
# "excess_return_with_cost.information_ratio": "Information_Ratio",
"excess_return_with_cost.max_drawdown": "Max_Drawdown",
# "excess_return_with_cost.max_drawdown": "Max_Drawdown",
}
all_keys = list(key_map.values())