microsoft / microsoft/qlib

port_analysis_config中strategy下kwarg的signal问题

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Description

在benchmark文件夹下面,模型对应的yaml配置文件中,一般使用signal
port_analysis_config: &port_analysis_config
strategy:
class: TopkDropoutStrategy
module_path: qlib.contrib.strategy
kwargs:
signal: “PRED”
topk: 50
n_drop: 5
在workflow__by_code.py中,使用signal": (model, dataset)。
port_analysis_config = {.....
"strategy": {
"class": "TopkDropoutStrategy",
"module_path": "qlib.contrib.strategy.signal_strategy",
"kwargs": {
"signal": (model, dataset),
"topk": 50,
"n_drop": 5,
},
},

问题是"PRED"(应该是《PRED》)中的pred是什么定义,没有看到相关说明?然后就是这两种方式有什么区别,谢谢大佬们。

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Research direction

Start with the benchmark YAML configuration and workflow__by_code.py, then inspect TopkDropoutStrategy to trace how each signal value is consumed. Document what “PRED” refers to, how it differs from (model, dataset), and the configuration context in which each form is used.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
documentation, machine-learning
Issue type
Documentation
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
30/100

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