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Add SigAnaRecord in to workflow_by_code.py #707

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Merged
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Nov 23, 2021
Merged

Add SigAnaRecord in to workflow_by_code.py #707

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2bf66cd
Update workflow_by_code.py
you-n-g Nov 22, 2021
843b0e0
Update workflow_by_code.py
you-n-g Nov 22, 2021
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6 changes: 5 additions & 1 deletion examples/workflow_by_code.py
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Original file line number Diff line number Diff line change
Expand Up @@ -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

Expand Down Expand Up @@ -70,6 +70,10 @@
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.
par = PortAnaRecord(recorder, port_analysis_config, "day")
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