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ValueError: can't find a freq from [Freq(30min)] that can resample to 1min!
code:
################################### # prediction, backtest & analysis ################################### port_analysis_config = { "executor": { "class": "SimulatorExecutor", "module_path": "qlib.backtest.executor", "kwargs": { "time_per_step": "30min", "generate_portfolio_metrics": True, }, }, "strategy": { "class": "TopkDropoutStrategy", "module_path": "qlib.contrib.strategy.signal_strategy", "kwargs": { "model": model, "dataset": dataset, "topk": 10, "n_drop": 5, }, }, "backtest": { "start_time": "2024-08-01 00:00:00", "end_time": "2024-10-30 23:59:59", "account": 10000, "benchmark": benchmark, "exchange_kwargs": { "freq": "30min", "limit_threshold": 0.095, "deal_price": "close", "open_cost": 0.0005, "close_cost": 0.0015, "min_cost": 5, }, }, } # backtest and analysis with R.start(experiment_name="backtest_analysis"): recorder = R.get_recorder(recorder_id=rid, experiment_name="train_model") model = recorder.load_object("trained_model") # prediction recorder = R.get_recorder() ba_rid = recorder.id sr = SignalRecord(model, dataset, recorder) sr.generate() # backtest & analysis par = PortAnaRecord(recorder, port_analysis_config, "day") par.generate()
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ValueError: can't find a freq from [Freq(30min)] that can resample to 1min!
code:
The text was updated successfully, but these errors were encountered: