From 2bf66cd7f25ab69b4edc61f77c29eae6183f9e06 Mon Sep 17 00:00:00 2001 From: you-n-g Date: Mon, 22 Nov 2021 20:21:53 +0800 Subject: [PATCH 1/2] Update workflow_by_code.py --- examples/workflow_by_code.py | 6 +++++- 1 file changed, 5 insertions(+), 1 deletion(-) diff --git a/examples/workflow_by_code.py b/examples/workflow_by_code.py index 7fd299338f..2e0a9c19f7 100644 --- a/examples/workflow_by_code.py +++ b/examples/workflow_by_code.py @@ -5,7 +5,7 @@ from qlib.config import REG_CN from qlib.utils import init_instance_by_config, flatten_dict from qlib.workflow import R -from qlib.workflow.record_temp import SignalRecord, PortAnaRecord +from qlib.workflow.record_temp import SignalRecord, PortAnaRecord, SigAnaRecord from qlib.tests.data import GetData from qlib.tests.config import CSI300_BENCH, CSI300_GBDT_TASK @@ -69,6 +69,10 @@ recorder = R.get_recorder() sr = SignalRecord(model, dataset, recorder) sr.generate() + + # Signal Analysis + sar = SigAnaRecord(recorder) + sar.generate() # backtest. If users want to use backtest based on their own prediction, # please refer to https://qlib.readthedocs.io/en/latest/component/recorder.html#record-template. From 843b0e0aed67bf54664c2411841524ff14a42712 Mon Sep 17 00:00:00 2001 From: you-n-g Date: Mon, 22 Nov 2021 20:32:29 +0800 Subject: [PATCH 2/2] Update workflow_by_code.py --- examples/workflow_by_code.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/examples/workflow_by_code.py b/examples/workflow_by_code.py index 2e0a9c19f7..67b2d26cfe 100644 --- a/examples/workflow_by_code.py +++ b/examples/workflow_by_code.py @@ -69,7 +69,7 @@ recorder = R.get_recorder() sr = SignalRecord(model, dataset, recorder) sr.generate() - + # Signal Analysis sar = SigAnaRecord(recorder) sar.generate()