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https://github.com/NicolasBohn/NexQuant.git
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fix(security): add nosec for all B301 pickle load warnings
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/opt/conda/bin/qrun conf.yaml
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DatasetH
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Alpha158
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2020-08-01
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2014-12-31
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2008-01-01
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csi300
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2008-01-01
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qlib.contrib.data.handler
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[datetime.date(2017, 1, 1), datetime.date(2020, 8, 1)]
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[datetime.date(2008, 1, 1), datetime.date(2014, 12, 31)]
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[datetime.date(2015, 1, 1), datetime.date(2016, 12, 31)]
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qlib.data.dataset
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qlib.contrib.model.gbdt
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[{'class': 'SignalRecord', 'module_path': 'qlib.workflow.record_temp', 'kwargs': {'model': '<MODEL>', 'dataset': '<DATASET>'}}, {'class': 'SigAnaRecord', 'module_path': 'qlib.workflow.record_temp', 'kwargs': {'ana_long_short': False, 'ann_scaler': 252}}, {'class': 'PortAnaRecord', 'module_path': 'qlib.workflow.record_temp', 'kwargs': {'config': {'strategy': {'class': 'TopkDropoutStrategy', 'module_path': 'qlib.contrib.strategy', 'kwargs': {'signal': '<PRED>', 'topk': 50, 'n_drop': 5}}, 'backtest': {'start_time': datetime.date(2017, 1, 1), 'end_time': datetime.date(2020, 8, 1), 'account': 100000000, 'benchmark': 'SH000300', 'exchange_kwargs': {'limit_threshold': 0.095, 'deal_price': 'close', 'open_cost': 0.0005, 'close_cost': 0.0015, 'min_cost': 5}}}}}]
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76ade5035578
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mlflow_recorder
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/opt/conda/bin/qrun
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LOCAL
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root
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artifact_location: file:///workspace/qlib_workspace/mlruns/936224307216224421
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creation_time: 1777476655662
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experiment_id: '936224307216224421'
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