测试滚动模型效果

hugo2046 · Jul 19, 2023 · 87edf81 · 87edf81
1 parent fdc3d30
commit 87edf81
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diff --git a/B-因子构建类/个股动量效应的识别及球队硬币因子/requirements.txt b/B-因子构建类/个股动量效应的识别及球队硬币因子/requirements.txt
@@ -7,12 +7,11 @@ loguru==0.6.0
 matplotlib==3.7.1
 numpy==1.23.5
 pandas==1.5.3
-pyqlib==0.9.1
+pyqlib==0.9.3
 python_dateutil==2.8.2
-qlib==0.0.2.dev20
 rich==13.4.2
 scipy==1.10.1
 seaborn==0.12.2
-SQLAlchemy==2.0.17
+SQLAlchemy==1.4.49
 statsmodels==0.13.5
 tqdm==4.65.0
diff --git a/B-因子构建类/个股动量效应的识别及球队硬币因子/src/__pycache__/rolling.cpython-38.pyc b/B-因子构建类/个股动量效应的识别及球队硬币因子/src/__pycache__/rolling.cpython-38.pyc
diff --git a/B-因子构建类/个股动量效应的识别及球队硬币因子/src/rolling.py b/B-因子构建类/个股动量效应的识别及球队硬币因子/src/rolling.py
@@ -117,10 +117,8 @@ def get_pred(
         experiment_id: str = None,
         experiment_name: str = "predict",
     ) -> pd.DataFrame:
-        if self.R is None:
-            self.R = R
 
-        recorder = self.R.get_recorder(
+        recorder = R.get_recorder(
             recorder_name=recorder_name,
             recorder_id=recorder_id,
             experiment_id=experiment_id,