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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>
This commit is contained in:
Linlang
2024-03-07 14:41:21 +08:00
committed by GitHub
parent 98f569eed2
commit 39f88daaa7
14 changed files with 30 additions and 34 deletions

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@@ -3,6 +3,7 @@ Here is a batch of evaluation functions.
The interface should be redesigned carefully in the future.
"""
import pandas as pd
from typing import Tuple
from qlib import get_module_logger

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@@ -511,7 +511,6 @@ class TRAModel(Model):
class RNN(nn.Module):
"""RNN Model
Args:
@@ -601,7 +600,6 @@ class PositionalEncoding(nn.Module):
class Transformer(nn.Module):
"""Transformer Model
Args:
@@ -649,7 +647,6 @@ class Transformer(nn.Module):
class TRA(nn.Module):
"""Temporal Routing Adaptor (TRA)
TRA takes historical prediction errors & latent representation as inputs,

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@@ -373,7 +373,6 @@ class WeightStrategyBase(BaseSignalStrategy):
class EnhancedIndexingStrategy(WeightStrategyBase):
"""Enhanced Indexing Strategy
Enhanced indexing combines the arts of active management and passive management,