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download orderbook data (#1754)
* download orderbook data * fix CI error * fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * test fix CI error * optimize get_data code * optimize get_data code * optimize get_data code * optimize README --------- Co-authored-by: Linlang <v-linlanglv@microsoft.com>
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@@ -3,6 +3,7 @@ Here is a batch of evaluation functions.
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The interface should be redesigned carefully in the future.
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"""
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import pandas as pd
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from typing import Tuple
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from qlib import get_module_logger
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@@ -511,7 +511,6 @@ class TRAModel(Model):
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class RNN(nn.Module):
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"""RNN Model
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Args:
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@@ -601,7 +600,6 @@ class PositionalEncoding(nn.Module):
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class Transformer(nn.Module):
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"""Transformer Model
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Args:
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@@ -649,7 +647,6 @@ class Transformer(nn.Module):
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class TRA(nn.Module):
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"""Temporal Routing Adaptor (TRA)
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TRA takes historical prediction errors & latent representation as inputs,
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@@ -373,7 +373,6 @@ class WeightStrategyBase(BaseSignalStrategy):
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class EnhancedIndexingStrategy(WeightStrategyBase):
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"""Enhanced Indexing Strategy
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Enhanced indexing combines the arts of active management and passive management,
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