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

Run Pipeline 如果沒有想要看 Pipeline最後篩選結果，是否可忽略def choose_loader直接跑後面的回測? #2

Closed

tej87681088 opened this issue Sep 6, 2023 · 0 comments

Labels

Pipeline question

Contributor

tej87681088 commented Sep 6, 2023 •

edited

範例：https://github.com/tejtw/TQuant-Lab/blob/main/example/TQ_%E6%9C%88%E7%87%9F%E6%94%B6%E6%88%90%E9%95%B7%E7%8E%87%E7%AD%96%E7%95%A5.ipynb
可忽略Pipeline最後篩選結果，照以下步驟執行

先執行1.匯入套件 (Import Packages) ~ 3.3 檢視資料
接下來執行4. 因子研究 (Factor Research)的"data.mdate = pd.to_datetime(data.mdate, utc =True)"
接下來執行5.1 Define CustomDataset ~ 5.3 Create Signal，其中5.3僅須執行compute_signals()，不須執行choose_loader）
最後執行6.回測 (Backtest) ~ 7.2 Performance Visualization

https://github.com/tejtw/TQuant-Lab/blob/main/lecture/Pipeline%20example%20(%E8%AB%8B%E4%B8%8B%E8%BC%89%E9%96%B1%E8%AE%80).ipynb
就是示範忽略choose loader直接進行回測

tej87681088 added question beta test and removed beta test labels

tej87681088 changed the title ~~【TQuant】常見Q&A~~ Run Pipeline 如果沒有想要看 Pipeline最後篩選結果，是否可忽略def choose_loader直接跑後面的回測?

tej87681088 closed this as completed

tej87681088 added the Pipeline label

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment