Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.
akazeakari
commented
3 months ago
在benchmark文件夹下面，模型对应的yaml配置文件中，一般使用signal
port_analysis_config: &port_analysis_config
strategy:
class: TopkDropoutStrategy
module_path: qlib.contrib.strategy
kwargs:
signal: “PRED”
topk: 50
n_drop: 5
在workflow__by_code.py中，使用signal": (model, dataset)。
port_analysis_config = {.....
"strategy": {
"class": "TopkDropoutStrategy",
"module_path": "qlib.contrib.strategy.signal_strategy",
"kwargs": {
"signal": (model, dataset),
"topk": 50,
"n_drop": 5,
},
},
问题是"PRED"(应该是《PRED》）中的pred是什么定义，没有看到相关说明？然后就是这两种方式有什么区别，谢谢大佬们。