Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

add more doc to PortAnaRecord #138

Merged
merged 1 commit into from
Dec 20, 2020
Merged

add more doc to PortAnaRecord #138

Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
5 changes: 5 additions & 0 deletions qlib/workflow/record_temp.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -213,6 +213,11 @@ def list(self):
class PortAnaRecord(SignalRecord):
"""
This is the Portfolio Analysis Record class that generates the analysis results such as those of backtest. This class inherits the ``RecordTemp`` class.

The following files will be stored in recorder
- report_normal.pkl & positions_normal.pkl:
- The return report and detailed positions of the backtest, returned by `qlib/contrib/evaluate.py:backtest`
- port_analysis.pkl : The risk analysis of your portfolio, returned by `qlib/contrib/evaluate.py:risk_analysis`
"""

artifact_path = "portfolio_analysis"
Expand Down