simplify signal parameter

you-n-g · you-n-g · commit 052aad798278 · 2021-10-15T14:48:31.000Z
diff --git a/docs/component/workflow.rst b/docs/component/workflow.rst
@@ -53,6 +53,9 @@ Below is a typical config file of ``qrun``.
             kwargs:
                 topk: 50
                 n_drop: 5
+                signal:
+                    - <MODEL> 
+                    - <DATASET>
         backtest:
             limit_threshold: 0.095
             account: 100000000
@@ -240,6 +243,9 @@ The following script is the configuration of `backtest` and the `strategy` used
             kwargs:
                 topk: 50
                 n_drop: 5
+                signal:
+                    - <MODEL> 
+                    - <DATASET>
         backtest:
             limit_threshold: 0.095
             account: 100000000
diff --git a/examples/benchmarks/ALSTM/workflow_config_alstm_Alpha158.yaml b/examples/benchmarks/ALSTM/workflow_config_alstm_Alpha158.yaml
@@ -36,8 +36,9 @@ port_analysis_config: &port_analysis_config
         class: TopkDropoutStrategy
         module_path: qlib.contrib.strategy
         kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal:
+                - <MODEL> 
+                - <DATASET>
             topk: 50
             n_drop: 5
     backtest:
diff --git a/examples/benchmarks/ALSTM/workflow_config_alstm_Alpha360.yaml b/examples/benchmarks/ALSTM/workflow_config_alstm_Alpha360.yaml
@@ -28,8 +28,9 @@ port_analysis_config: &port_analysis_config
         class: TopkDropoutStrategy
         module_path: qlib.contrib.strategy
         kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal:
+                - <MODEL> 
+                - <DATASET>
             topk: 50
             n_drop: 5
     backtest:
@@ -86,4 +87,4 @@ task:
         - class: PortAnaRecord
           module_path: qlib.workflow.record_temp
           kwargs: 
-            config: *port_analysis_config
+            config: *port_analysis_config
diff --git a/examples/benchmarks/CatBoost/workflow_config_catboost_Alpha158.yaml b/examples/benchmarks/CatBoost/workflow_config_catboost_Alpha158.yaml
@@ -14,8 +14,9 @@ port_analysis_config: &port_analysis_config
         class: TopkDropoutStrategy
         module_path: qlib.contrib.strategy
         kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal:
+                - <MODEL> 
+                - <DATASET>
             topk: 50
             n_drop: 5
     backtest:
diff --git a/examples/benchmarks/CatBoost/workflow_config_catboost_Alpha360.yaml b/examples/benchmarks/CatBoost/workflow_config_catboost_Alpha360.yaml
@@ -21,8 +21,9 @@ port_analysis_config: &port_analysis_config
         class: TopkDropoutStrategy
         module_path: qlib.contrib.strategy
         kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal:
+                - <MODEL> 
+                - <DATASET>
             topk: 50
             n_drop: 5
     backtest:
diff --git a/examples/benchmarks/DoubleEnsemble/workflow_config_doubleensemble_Alpha158.yaml b/examples/benchmarks/DoubleEnsemble/workflow_config_doubleensemble_Alpha158.yaml
@@ -14,8 +14,9 @@ port_analysis_config: &port_analysis_config
         class: TopkDropoutStrategy
         module_path: qlib.contrib.strategy
         kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal:
+                - <MODEL> 
+                - <DATASET>
             topk: 50
             n_drop: 5
     backtest:
diff --git a/examples/benchmarks/DoubleEnsemble/workflow_config_doubleensemble_Alpha360.yaml b/examples/benchmarks/DoubleEnsemble/workflow_config_doubleensemble_Alpha360.yaml
@@ -21,8 +21,9 @@ port_analysis_config: &port_analysis_config
         class: TopkDropoutStrategy
         module_path: qlib.contrib.strategy
         kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal:
+                - <MODEL> 
+                - <DATASET>
             topk: 50
             n_drop: 5
     backtest:
@@ -100,4 +101,4 @@ task:
         - class: PortAnaRecord
           module_path: qlib.workflow.record_temp
           kwargs: 
-            config: *port_analysis_config
+            config: *port_analysis_config
diff --git a/examples/benchmarks/GATs/workflow_config_gats_Alpha158.yaml b/examples/benchmarks/GATs/workflow_config_gats_Alpha158.yaml
@@ -35,8 +35,9 @@ port_analysis_config: &port_analysis_config
         class: TopkDropoutStrategy
         module_path: qlib.contrib.strategy
         kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal:
+                - <MODEL> 
+                - <DATASET>
             topk: 50
             n_drop: 5
     backtest:
@@ -94,4 +95,4 @@ task:
         - class: PortAnaRecord
           module_path: qlib.workflow.record_temp
           kwargs: 
-            config: *port_analysis_config
+            config: *port_analysis_config
diff --git a/examples/benchmarks/GATs/workflow_config_gats_Alpha360.yaml b/examples/benchmarks/GATs/workflow_config_gats_Alpha360.yaml
@@ -28,8 +28,9 @@ port_analysis_config: &port_analysis_config
         class: TopkDropoutStrategy
         module_path: qlib.contrib.strategy
         kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal:
+                - <MODEL> 
+                - <DATASET>
             topk: 50
             n_drop: 5
     backtest:
diff --git a/examples/benchmarks/GRU/workflow_config_gru_Alpha158.yaml b/examples/benchmarks/GRU/workflow_config_gru_Alpha158.yaml
@@ -36,8 +36,9 @@ port_analysis_config: &port_analysis_config
         class: TopkDropoutStrategy
         module_path: qlib.contrib.strategy
         kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal:
+                - <MODEL> 
+                - <DATASET>
             topk: 50
             n_drop: 5
     backtest:
diff --git a/examples/benchmarks/GRU/workflow_config_gru_Alpha360.yaml b/examples/benchmarks/GRU/workflow_config_gru_Alpha360.yaml
@@ -28,8 +28,9 @@ port_analysis_config: &port_analysis_config
         class: TopkDropoutStrategy
         module_path: qlib.contrib.strategy
         kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal:
+                - <MODEL> 
+                - <DATASET>
             topk: 50
             n_drop: 5
     backtest:
@@ -85,4 +86,4 @@ task:
         - class: PortAnaRecord
           module_path: qlib.workflow.record_temp
           kwargs: 
-            config: *port_analysis_config
+            config: *port_analysis_config
diff --git a/examples/benchmarks/LSTM/workflow_config_lstm_Alpha158.yaml b/examples/benchmarks/LSTM/workflow_config_lstm_Alpha158.yaml
@@ -36,8 +36,9 @@ port_analysis_config: &port_analysis_config
         class: TopkDropoutStrategy
         module_path: qlib.contrib.strategy
         kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal:
+                - <MODEL> 
+                - <DATASET>
             topk: 50
             n_drop: 5
     backtest:
diff --git a/examples/benchmarks/LSTM/workflow_config_lstm_Alpha360.yaml b/examples/benchmarks/LSTM/workflow_config_lstm_Alpha360.yaml
@@ -28,8 +28,9 @@ port_analysis_config: &port_analysis_config
         class: TopkDropoutStrategy
         module_path: qlib.contrib.strategy
         kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal:
+                - <MODEL> 
+                - <DATASET>
             topk: 50
             n_drop: 5
     backtest:
@@ -85,4 +86,4 @@ task:
         - class: PortAnaRecord
           module_path: qlib.workflow.record_temp
           kwargs: 
-            config: *port_analysis_config
+            config: *port_analysis_config
diff --git a/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml b/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml
@@ -14,8 +14,9 @@ port_analysis_config: &port_analysis_config
         class: TopkDropoutStrategy
         module_path: qlib.contrib.strategy
         kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal:
+                - <MODEL> 
+                - <DATASET>
             topk: 50
             n_drop: 5
     backtest:
diff --git a/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158_multi_freq.yaml b/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158_multi_freq.yaml
@@ -33,6 +33,9 @@ port_analysis_config: &port_analysis_config
         kwargs:
             topk: 50
             n_drop: 5
+            signal:
+                - <MODEL> 
+                - <DATASET>
     backtest:
         verbose: False
         limit_threshold: 0.095
@@ -80,4 +83,4 @@ task:
         - class: PortAnaRecord
           module_path: qlib.workflow.record_temp
           kwargs: 
-            config: *port_analysis_config
+            config: *port_analysis_config
diff --git a/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha360.yaml b/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha360.yaml
@@ -21,8 +21,9 @@ port_analysis_config: &port_analysis_config
         class: TopkDropoutStrategy
         module_path: qlib.contrib.strategy
         kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal:
+                - <MODEL> 
+                - <DATASET>
             topk: 50
             n_drop: 5
     backtest:
@@ -76,4 +77,4 @@ task:
         - class: PortAnaRecord
           module_path: qlib.workflow.record_temp
           kwargs: 
-            config: *port_analysis_config
+            config: *port_analysis_config
diff --git a/examples/benchmarks/LightGBM/workflow_config_lightgbm_configurable_dataset.yaml b/examples/benchmarks/LightGBM/workflow_config_lightgbm_configurable_dataset.yaml
@@ -29,8 +29,9 @@ port_analysis_config: &port_analysis_config
         class: TopkDropoutStrategy
         module_path: qlib.contrib.strategy
         kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal:
+                - <MODEL> 
+                - <DATASET>
             topk: 50
             n_drop: 5
     backtest:
diff --git a/examples/benchmarks/LightGBM/workflow_config_lightgbm_multi_freq.yaml b/examples/benchmarks/LightGBM/workflow_config_lightgbm_multi_freq.yaml
@@ -31,8 +31,9 @@ port_analysis_config: &port_analysis_config
         class: TopkDropoutStrategy
         module_path: qlib.contrib.strategy
         kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal:
+                - <MODEL> 
+                - <DATASET>
             topk: 50
             n_drop: 5
     backtest:
diff --git a/examples/benchmarks/Linear/workflow_config_linear_Alpha158.yaml b/examples/benchmarks/Linear/workflow_config_linear_Alpha158.yaml
@@ -28,8 +28,9 @@ port_analysis_config: &port_analysis_config
         class: TopkDropoutStrategy
         module_path: qlib.contrib.strategy
         kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal:
+                - <MODEL> 
+                - <DATASET>
             topk: 50
             n_drop: 5
     backtest:
diff --git a/examples/benchmarks/Localformer/workflow_config_localformer_Alpha158.yaml b/examples/benchmarks/Localformer/workflow_config_localformer_Alpha158.yaml
@@ -36,8 +36,9 @@ port_analysis_config: &port_analysis_config
         class: TopkDropoutStrategy
         module_path: qlib.contrib.strategy
         kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal:
+                - <MODEL> 
+                - <DATASET>
             topk: 50
             n_drop: 5
     backtest:
diff --git a/examples/benchmarks/Localformer/workflow_config_localformer_Alpha360.yaml b/examples/benchmarks/Localformer/workflow_config_localformer_Alpha360.yaml
@@ -28,8 +28,9 @@ port_analysis_config: &port_analysis_config
         class: TopkDropoutStrategy
         module_path: qlib.contrib.strategy
         kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal:
+                - <MODEL> 
+                - <DATASET>
             topk: 50
             n_drop: 5
     backtest:
diff --git a/examples/benchmarks/MLP/workflow_config_mlp_Alpha158.yaml b/examples/benchmarks/MLP/workflow_config_mlp_Alpha158.yaml
@@ -41,8 +41,9 @@ port_analysis_config: &port_analysis_config
         class: TopkDropoutStrategy
         module_path: qlib.contrib.strategy
         kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal:
+                - <MODEL> 
+                - <DATASET>
             topk: 50
             n_drop: 5
     backtest:
@@ -98,4 +99,4 @@ task:
         - class: PortAnaRecord
           module_path: qlib.workflow.record_temp
           kwargs: 
-            config: *port_analysis_config
+            config: *port_analysis_config
diff --git a/examples/benchmarks/MLP/workflow_config_mlp_Alpha360.yaml b/examples/benchmarks/MLP/workflow_config_mlp_Alpha360.yaml
@@ -29,8 +29,9 @@ port_analysis_config: &port_analysis_config
         class: TopkDropoutStrategy
         module_path: qlib.contrib.strategy
         kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal:
+                - <MODEL> 
+                - <DATASET>
             topk: 50
             n_drop: 5
     backtest:
@@ -85,4 +86,4 @@ task:
         - class: PortAnaRecord
           module_path: qlib.workflow.record_temp
           kwargs: 
-            config: *port_analysis_config
+            config: *port_analysis_config
diff --git a/examples/benchmarks/SFM/workflow_config_sfm_Alpha360.yaml b/examples/benchmarks/SFM/workflow_config_sfm_Alpha360.yaml
@@ -28,8 +28,9 @@ port_analysis_config: &port_analysis_config
         class: TopkDropoutStrategy
         module_path: qlib.contrib.strategy
         kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal:
+                - <MODEL> 
+                - <DATASET>
             topk: 50
             n_drop: 5
     backtest:
diff --git a/examples/benchmarks/TCTS/workflow_config_tcts_Alpha360.yaml b/examples/benchmarks/TCTS/workflow_config_tcts_Alpha360.yaml
@@ -30,8 +30,9 @@ port_analysis_config: &port_analysis_config
         class: TopkDropoutStrategy
         module_path: qlib.contrib.strategy
         kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal:
+                - <MODEL> 
+                - <DATASET>
             topk: 50
             n_drop: 5
     backtest:
@@ -94,4 +95,4 @@ task:
         - class: PortAnaRecord
           module_path: qlib.workflow.record_temp
           kwargs: 
-            config: *port_analysis_config
+            config: *port_analysis_config
diff --git a/examples/benchmarks/TFT/workflow_config_tft_Alpha158.yaml b/examples/benchmarks/TFT/workflow_config_tft_Alpha158.yaml
@@ -16,8 +16,9 @@ port_analysis_config: &port_analysis_config
         class: TopkDropoutStrategy
         module_path: qlib.contrib.strategy
         kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal:
+                - <MODEL> 
+                - <DATASET>
             topk: 50
             n_drop: 5
     backtest:
diff --git a/examples/benchmarks/TRA/workflow_config_tra_Alpha158.yaml b/examples/benchmarks/TRA/workflow_config_tra_Alpha158.yaml
@@ -57,8 +57,9 @@ port_analysis_config: &port_analysis_config
         class: TopkDropoutStrategy
         module_path: qlib.contrib.strategy
         kwargs:
-            model: <MODEL>
-            dataset: <DATASET>
+            signal:
+                - <MODEL> 
+                - <DATASET>
             topk: 50
             n_drop: 5
     backtest:
diff --git a/examples/benchmarks/TRA/workflow_config_tra_Alpha158_full.yaml b/examples/benchmarks/TRA/workflow_config_tra_Alpha158_full.yaml
diff --git a/examples/benchmarks/TRA/workflow_config_tra_Alpha360.yaml b/examples/benchmarks/TRA/workflow_config_tra_Alpha360.yaml
diff --git a/examples/benchmarks/TabNet/workflow_config_TabNet_Alpha158.yaml b/examples/benchmarks/TabNet/workflow_config_TabNet_Alpha158.yaml
diff --git a/examples/benchmarks/TabNet/workflow_config_TabNet_Alpha360.yaml b/examples/benchmarks/TabNet/workflow_config_TabNet_Alpha360.yaml
diff --git a/examples/benchmarks/Transformer/workflow_config_transformer_Alpha158.yaml b/examples/benchmarks/Transformer/workflow_config_transformer_Alpha158.yaml
diff --git a/examples/benchmarks/Transformer/workflow_config_transformer_Alpha360.yaml b/examples/benchmarks/Transformer/workflow_config_transformer_Alpha360.yaml
diff --git a/examples/benchmarks/XGBoost/workflow_config_xgboost_Alpha158.yaml b/examples/benchmarks/XGBoost/workflow_config_xgboost_Alpha158.yaml
diff --git a/examples/benchmarks/XGBoost/workflow_config_xgboost_Alpha360.yaml b/examples/benchmarks/XGBoost/workflow_config_xgboost_Alpha360.yaml
diff --git a/examples/nested_decision_execution/workflow.py b/examples/nested_decision_execution/workflow.py
diff --git a/examples/workflow_by_code.py b/examples/workflow_by_code.py
diff --git a/qlib/backtest/signal.py b/qlib/backtest/signal.py
diff --git a/qlib/contrib/strategy/signal_strategy.py b/qlib/contrib/strategy/signal_strategy.py
diff --git a/tests/test_all_pipeline.py b/tests/test_all_pipeline.py
