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Add Conformer model on Alpha158 and Alpha360

Open yawnzh opened this issue 3 years ago • 3 comments
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Description

Adding Conformer model on Alpha158 and Alpha360.

I have run python qlib/workflow/cli.py examples/benchmarks/Conformer/workflow_config_lightgbm_Alpha360.yaml Here is the result

'The following are analysis results of benchmark return(1day).'
                       risk
mean               0.000477
std                0.012295
annualized_return  0.113561
information_ratio  0.598699
max_drawdown      -0.370479
'The following are analysis results of the excess return without cost(1day).'
                       risk
mean               0.000113
std                0.004346
annualized_return  0.026948
information_ratio  0.401897
max_drawdown      -0.074809
'The following are analysis results of the excess return with cost(1day).'
                       risk
mean              -0.000052
std                0.004348
annualized_return -0.012410
information_ratio -0.184996
max_drawdown      -0.131569

When I try to get summarized result, I got the following error

Creating Virtual Environment with path: /tmp/tmpv1uu7jey...
Running CMD: conda create --prefix /tmp/tmpv1uu7jey python=3.7 -y
ERROR: The install method you used for conda--probably either `pip install conda`
or `easy_install conda`--is not compatible with using conda as an application.
If your intention is to install conda as a standalone application, currently
supported install methods include the Anaconda installer and the miniconda
installer.  You can download the miniconda installer from
https://conda.io/miniconda.html.

Can someone help? I have conda installed already.

Motivation and Context

How Has This Been Tested?

  • [ ] Pass the test by running: pytest qlib/tests/test_all_pipeline.py under upper directory of qlib.
  • [ ] If you are adding a new feature, test on your own test scripts.

Screenshots of Test Results (if appropriate):

  1. Pipeline test:
  2. Your own tests:

Types of changes

  • [ ] Fix bugs
  • [ ] Add new feature
  • [ ] Update documentation

yawnzh avatar Jul 20 '22 02:07 yawnzh

CLA assistant check
All CLA requirements met.

The error means you need to use the binary installed as app, not the one installed from pip.

Maybe pip uninstall conda and then download the app from conda

chenditc avatar Jul 22 '22 03:07 chenditc

I think the error of CI has been fixed on the main branch. Please merge the main branch to check if it will be fixed.

you-n-g avatar Aug 05 '22 09:08 you-n-g

This PR is stale because it has been open for a year with no activity. Remove the stale label or comment on the PR otherwise this will be closed in 5 days

github-actions[bot] avatar Feb 08 '23 15:02 github-actions[bot]