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Update ensemble.py #560

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Aug 14, 2021
Merged

Update ensemble.py #560

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14 changes: 14 additions & 0 deletions qlib/model/ens/ensemble.py
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Original file line number Diff line number Diff line change
Expand Up @@ -105,6 +105,20 @@ class AverageEnsemble(Ensemble):
"""

def __call__(self, ensemble_dict: dict) -> pd.DataFrame:
"""using sample:
from qlib.model.ens.ensemble import AverageEnsemble
pred_res['new_key_name'] = AverageEnsemble()(predict_dict)

Parameters
----------
ensemble_dict : dict
Dictionary you want to ensemble

Returns
-------
pd.DataFrame
The dictionary including ensenbling result
"""
# need to flatten the nested dict
ensemble_dict = flatten_dict(ensemble_dict, sep=FLATTEN_TUPLE)
values = list(ensemble_dict.values())
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