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Fix bugs

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This commit is contained in:
D-X-Y
2021-05-26 01:53:44 -07:00
parent 30fb8fad67
commit 299c8a085b
12 changed files with 137 additions and 115 deletions
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49
notebooks/spaces/test.py
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@@ -24,38 +24,38 @@ from qlib.model.base import Model
from qlib.data.dataset import DatasetH
from qlib.data.dataset.handler import DataHandlerLP
qlib.init(provider_uri='~/.qlib/qlib_data/cn_data', region=qconfig.REG_CN)
qlib.init(provider_uri="~/.qlib/qlib_data/cn_data", region=qconfig.REG_CN)
dataset_config = {
"class": "DatasetH",
"module_path": "qlib.data.dataset",
"class": "DatasetH",
"module_path": "qlib.data.dataset",
"kwargs": {
"handler": {
"class": "Alpha360",
"module_path": "qlib.contrib.data.handler",
"kwargs": {
"handler": {
"class": "Alpha360",
"module_path": "qlib.contrib.data.handler",
"kwargs": {
"start_time": "2008-01-01",
"end_time": "2020-08-01",
"fit_start_time": "2008-01-01",
"fit_end_time": "2014-12-31",
"instruments": "csi100",
},
},
"segments": {
"train": ("2008-01-01", "2014-12-31"),
"valid": ("2015-01-01", "2016-12-31"),
"test": ("2017-01-01", "2020-08-01"),
},
"start_time": "2008-01-01",
"end_time": "2020-08-01",
"fit_start_time": "2008-01-01",
"fit_end_time": "2014-12-31",
"instruments": "csi100",
},
}
},
"segments": {
"train": ("2008-01-01", "2014-12-31"),
"valid": ("2015-01-01", "2016-12-31"),
"test": ("2017-01-01", "2020-08-01"),
},
},
}
pprint.pprint(dataset_config)
dataset = init_instance_by_config(dataset_config)
df_train, df_valid, df_test = dataset.prepare(
["train", "valid", "test"],
col_set=["feature", "label"],
data_key=DataHandlerLP.DK_L,
)
["train", "valid", "test"],
col_set=["feature", "label"],
data_key=DataHandlerLP.DK_L,
)
model = get_transformer(None)
print(model)
@@ -72,4 +72,5 @@ label = labels[batch][mask]
loss = torch.nn.functional.mse_loss(pred, label)
from sklearn.metrics import mean_squared_error
mse_loss = mean_squared_error(pred.numpy(), label.numpy())