refactor TRA #531
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refactor TRA #531
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added 2 commits
July 21, 2021 13:19
evanzd
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Jul 21, 2021
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evanzd
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Jul 22, 2021
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@you-n-g Please help review this PR at your convenience. Thanks :) |
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In the predict function,it called the test_epoch method which used the label col.In the truth, when predict, the label is None |
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Refactor TRA to support using Qlib dataset.
Motivation and Context
The current implementation cannot support Qlib dataset like
Alpha158andAlpha360. In this PR, we have improvedMTSDatasetHthat is compatible to these datasets. Besides, we also support transport samples as daily groups and supportoracle transportthat discovers the optimal assignment for model diversity.How Has This Been Tested?
Has been tested by running the accompanied config files:
workflow_config_tra_Alpha360.yaml,workflow_config_tra_Alpha158.yamlandworkflow_config_tra_Alpha158_full.yaml.Screenshots of Test Results (if appropriate):
Running
workflow_config_tra_Alpha360.yamlwithseed = 6000:Types of changes