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Supporting Arctic Backend Provider & Orderbook, Tick Data Example (#744)

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* change weight_decay & batchsize

* del weight_decay

* big weight_decay

* mid weight_decay

* small layer

* 2 layer

* full layer

* no weight decay

* divide into two data source

* change parse field

* delete some debug

* add Toperator

* new format of arctic

* fix cache bug to arctic read

* fix connection problem

* add some operator

* final version for arcitc

* clear HZ cache

* remove not used function

* add topswrappers

* successfully import data and run first test

* A simpler version to support arctic

* Successfully run all high-freq expressions

* Black format and fix add docs

* Add docs for download and test data

* update scripts and docs

* Add docs

* fix bug

* Refine docs

* fix test bug

* fix CI error

* clean code

Co-authored-by: bxdd <bxddream@gmail.com>
Co-authored-by: wangwenxi.handsome <wangwenxi.handsome@gmail.com>
Co-authored-by: Young <afe.young@gmail.com>
This commit is contained in:
luocy16
2022-01-18 09:13:11 +08:00
committed by GitHub
parent 7f274b1e4e
commit 2bb8a4ce0e
16 changed files with 923 additions and 90 deletions
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2
.github/workflows/test_macos.yml vendored
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@@ -60,7 +60,7 @@ jobs:
python -m pip install --upgrade cython
python -m pip install numpy jupyter jupyter_contrib_nbextensions
python -m pip install -U scipy scikit-learn # installing without this line will cause errors on GitHub Actions, while instsalling locally won't
python setup.py install
pip install -e .
- name: Install test dependencies
run: |
python -m pip install --upgrade pip