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f2361f1 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 | # Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
import qlib
from qlib.constant import REG_CN
from qlib.utils import init_instance_by_config
from qlib.tests.data import GetData
from qlib.tests.config import CSI300_GBDT_TASK
if __name__ == "__main__":
# use default data
provider_uri = "~/.qlib/qlib_data/cn_data" # target_dir
GetData().qlib_data(target_dir=provider_uri, region=REG_CN, exists_skip=True)
qlib.init(provider_uri=provider_uri, region=REG_CN)
###################################
# train model
###################################
# model initialization
model = init_instance_by_config(CSI300_GBDT_TASK["model"])
dataset = init_instance_by_config(CSI300_GBDT_TASK["dataset"])
model.fit(dataset)
# get model feature importance
feature_importance = model.get_feature_importance()
print("feature importance:")
print(feature_importance)
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