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support optimization based strategy (#754)

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* support optimization based strategy

* fix riskdata not found & update doc

* refactor signal_strategy

* add portfolio example

* Update examples/portfolio/prepare_riskdata.py

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* fix typo

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* fix typo

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* update doc

* fix riskmodel doc

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
This commit is contained in:
Dong Zhou
2021-12-28 18:44:20 +08:00
committed by GitHub
parent 4709909782
commit 1b8f0b4575
14 changed files with 668 additions and 262 deletions
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1
qlib/contrib/strategy/__init__.py
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@@ -5,6 +5,7 @@
from .signal_strategy import (
TopkDropoutStrategy,
WeightStrategyBase,
EnhancedIndexingStrategy,
)
from .rule_strategy import (