mirror of
https://github.com/NicolasBohn/NexQuant.git
synced 2026-08-04 18:57:44 +00:00
Xu Yang
e0a24fb46f
* ignore result csv file * fix app scripts * rename taskgenerator to developer and generate to develop * fix a config bug in coder * fix a small bug in factor coder evaluators * remove a single logger in factor coder evaluators * fix a small bug in model coder main.py * rename Implementation to Workspace * move the prepare the inject_code into FBWorkspace to align all the behavior * fix a small bug in model feedback * remove debug lines for multi processing and simplify evaluators multi proc * add a copy function to workspace to freeze the workspace && add config prefix to speed up debugging * make hypothesisgen a abc class * use Qlib***Experiment * fix a small bug * rename Imp to Ws * rename sub_implementations to sub_workspace_list * fix a bug in feedback not presented as content in prompts * move proposal pys to proposal folder * reformat the folder * align factor and model qlib workspace and use template to handle the workspace * add a filter to evoagent to filter out false evo * align multi_proc_n into RDAGENT seeting * handle when runner gets empty experiment * fix logger merge remaining problems * fix black and isort automatically
74 lines
2.0 KiB
YAML
74 lines
2.0 KiB
YAML
qlib_init:
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provider_uri: "~/.qlib/qlib_data/cn_data"
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region: cn
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market: &market csi300
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benchmark: &benchmark SH000300
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data_handler_config: &data_handler_config
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start_time: 2008-01-01
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end_time: 2020-08-01
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fit_start_time: 2008-01-01
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fit_end_time: 2014-12-31
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instruments: *market
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port_analysis_config: &port_analysis_config
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strategy:
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class: TopkDropoutStrategy
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module_path: qlib.contrib.strategy
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kwargs:
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signal: <PRED>
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topk: 50
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n_drop: 5
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backtest:
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start_time: 2017-01-01
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end_time: 2020-08-01
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account: 100000000
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benchmark: *benchmark
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exchange_kwargs:
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limit_threshold: 0.095
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deal_price: close
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open_cost: 0.0005
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close_cost: 0.0015
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min_cost: 5
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task:
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model:
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class: LGBModel
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module_path: qlib.contrib.model.gbdt
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kwargs:
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loss: mse
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colsample_bytree: 0.8879
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learning_rate: 0.2
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subsample: 0.8789
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lambda_l1: 205.6999
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lambda_l2: 580.9768
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max_depth: 8
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num_leaves: 210
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num_threads: 20
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dataset:
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class: DatasetH
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module_path: qlib.data.dataset
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kwargs:
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handler:
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class: Alpha158
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module_path: qlib.contrib.data.handler
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kwargs: *data_handler_config
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segments:
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train: [2008-01-01, 2014-12-31]
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valid: [2015-01-01, 2016-12-31]
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test: [2017-01-01, 2020-08-01]
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record:
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- class: SignalRecord
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module_path: qlib.workflow.record_temp
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kwargs:
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model: <MODEL>
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dataset: <DATASET>
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- class: SigAnaRecord
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module_path: qlib.workflow.record_temp
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kwargs:
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ana_long_short: False
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ann_scaler: 252
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- class: PortAnaRecord
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module_path: qlib.workflow.record_temp
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kwargs:
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config: *port_analysis_config
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