liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00
Code Activity

Update README.md

Browse Source
This commit is contained in:
you-n-g
2021-10-09 23:37:07 +08:00
committed by GitHub
parent e99224e5c2
commit 706727988c
1 changed files with 2 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files

4
examples/benchmarks/README.md
View File

@@ -3,10 +3,10 @@
Here are the results of each benchmark model running on Qlib's `Alpha360` and `Alpha158` dataset with China's A shared-stock & CSI300 data respectively. The values of each metric are the mean and std calculated based on 20 runs with different random seeds.
The numbers shown below demonstrate the performance of the entire `workflow` of each model. We will update the `workflow` as well as models in the near future for better results.
<!--
> If you need to reproduce the results below, please use the **v1** dataset: `python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/qlib_cn_1d --region cn --version v1`
>
> In the new version of qlib, the default dataset is **v2**. Since the data is collected from the YahooFinance API (which is not very stable), the results of *v2* and *v1* may differ
> In the new version of qlib, the default dataset is **v2**. Since the data is collected from the YahooFinance API (which is not very stable), the results of *v2* and *v1* may differ -->
## Alpha158 dataset