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refactor ptimizing_parameterso
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cedricporter committed Apr 5, 2017
1 parent d9c54f7 commit 95de526
Showing 1 changed file with 40 additions and 40 deletions.
80 changes: 40 additions & 40 deletions docs/source/intro/optimizing_parameters.rst
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通过 RQAlpha 进行参数调优
==================

通过命令行传递参数
====================================

.. code-block:: python
import os
import json
import concurrent.futures
import multiprocessing
tasks = []
for short_period in range(3, 10, 2):
for long_period in range(30, 90, 5):
extra_vars = {
"SHORTPERIOD": short_period,
"LONGPERIOD": long_period,
}
vars_params = json.dumps(extra_vars).encode("utf-8").decode("utf-8")
cmd = ("rqalpha run -fq 1d -f rqalpha/examples/golden_cross.py --start-date 2015-01-01 --end-date 2016-01-01 "
"-o results/out-{short_period}-{long_period}.pkl -sc 100000 --progress -bm 000001.XSHE --extra-vars '{params}' ").format(
short_period=short_period,
long_period=long_period,
params=vars_params)
tasks.append(cmd)
def run_bt(cmd):
print(cmd)
os.system(cmd)
with concurrent.futures.ProcessPoolExecutor(max_workers=multiprocessing.cpu_count()) as executor:
for task in tasks:
executor.submit(run_bt, task)

通过函数调用传递参数
====================================

TBD

.. code-block:: python
import concurrent.futures
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通过命令行传递参数
====================================

.. code-block:: python
import os
import json
import concurrent.futures
import multiprocessing
tasks = []
for short_period in range(3, 10, 2):
for long_period in range(30, 90, 5):
extra_vars = {
"SHORTPERIOD": short_period,
"LONGPERIOD": long_period,
}
vars_params = json.dumps(extra_vars).encode("utf-8").decode("utf-8")
cmd = ("rqalpha run -fq 1d -f rqalpha/examples/golden_cross.py --start-date 2015-01-01 --end-date 2016-01-01 "
"-o results/out-{short_period}-{long_period}.pkl -sc 100000 --progress -bm 000001.XSHE --extra-vars '{params}' ").format(
short_period=short_period,
long_period=long_period,
params=vars_params)
tasks.append(cmd)
def run_bt(cmd):
print(cmd)
os.system(cmd)
with concurrent.futures.ProcessPoolExecutor(max_workers=multiprocessing.cpu_count()) as executor:
for task in tasks:
executor.submit(run_bt, task)
分析批量回测结果
====================================

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