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D-X-Y 2021-03-14 13:44:51 +00:00
parent f715f5be20
commit 1c947f26c7
1 changed files with 9 additions and 6 deletions
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exps/trading/organize_results.py
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@ -1,7 +1,7 @@
#####################################################
# Copyright (c) Xuanyi Dong [GitHub D-X-Y], 2021.02 #
#####################################################
# python exps/trading/organize_results.py
# python exps/trading/organize_results.py #
#####################################################
import sys, argparse
import numpy as np
@ -52,7 +52,7 @@ class QResult:
new_dict[xkey] = values
return new_dict
def info(self, keys: List[Text], separate: Text = "", space: int = 25, verbose: bool = True):
def info(self, keys: List[Text], separate: Text = "& ", space: int = 25, verbose: bool = True):
avaliable_keys = []
for key in keys:
if key not in self.result:
@ -62,10 +62,12 @@ class QResult:
head_str = separate.join([self.full_str(x, space) for x in avaliable_keys])
values = []
for key in avaliable_keys:
current_values = self._result[key]
# current_values = self._result[key]
current_values = [x * 100 for x in self._result[key]]
mean = np.mean(current_values)
std = np.std(current_values)
values.append("{:.4f} $\pm$ {:.4f}".format(mean, std))
# values.append("{:.4f} $\pm$ {:.4f}".format(mean, std))
values.append("{:.2f} $\pm$ {:.2f}".format(mean, std))
value_str = separate.join([self.full_str(x, space) for x in values])
if verbose:
print(head_str)
@ -114,7 +116,7 @@ def query_info(save_dir, verbose):
"Rank IC": "Rank_IC",
"Rank ICIR": "Rank_ICIR",
"excess_return_with_cost.annualized_return": "Annualized_Return",
"excess_return_with_cost.information_ratio": "Information_Ratio",
# "excess_return_with_cost.information_ratio": "Information_Ratio",
"excess_return_with_cost.max_drawdown": "Max_Drawdown",
}
all_keys = list(key_map.values())
@ -162,7 +164,7 @@ if __name__ == "__main__":
parser.add_argument(
"--save_dir", type=str, nargs="+", default=["./outputs/qlib-baselines"], help="The checkpoint directory."
)
parser.add_argument("--verbose", type=str2bool, default=False, help="Print detailed log information or not")
parser.add_argument("--verbose", type=str2bool, default=False, help="Print detailed log information or not.")
args = parser.parse_args()
print("Show results of {:}".format(args.save_dir))
@ -176,3 +178,4 @@ if __name__ == "__main__":
all_info_dict.append(info_dict)
info_dict = QResult.merge_dict(all_info_dict)
compare_results(info_dict["heads"], info_dict["values"], info_dict["names"], space=15, verbose=True, sort_key=True)