liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-12 15:26:54 +08:00
Code Activity

Add the HIST and IGMTF model on Alpha360 (#1040)

Browse Source 
* Commit the code of HIST and IGMTF on Alpha360

* add stock index

* Update README.md

* delete useless code

* fix the bug of code format with black

* fix pylint bugs

* fix the bugs of pylint

* fix pylint bugs

* fix flake8
This commit is contained in:
Wentao Xu
2022-04-14 01:45:49 +08:00
committed by GitHub
parent 7bfc7e1797
commit 87926513cb
11 changed files with 1149 additions and 0 deletions
Download Patch File Download Diff File Expand all files Collapse all files

3
README.md
View File

@@ -11,6 +11,7 @@
Recent released features
| Feature | Status |
| -- | ------ |
| HIST and IGMTF models | :chart_with_upwards_trend: [Released](https://github.com/microsoft/qlib/pull/1040) on Apr 10, 2022 |
| Qlib notebook tutorial | 📖 [Released](https://github.com/microsoft/qlib/pull/1037) on Apr 7, 2022 |
| Ibovespa index data | :rice: [Released](https://github.com/microsoft/qlib/pull/990) on Apr 6, 2022 |
| Point-in-Time database | :hammer: [Released](https://github.com/microsoft/qlib/pull/343) on Mar 10, 2022 |
@@ -339,6 +340,8 @@ Here is a list of models built on `Qlib`.
- [TCN based on pytorch (Shaojie Bai, et al. 2018)](examples/benchmarks/TCN/)
- [ADARNN based on pytorch (YunTao Du, et al. 2021)](examples/benchmarks/ADARNN/)
- [ADD based on pytorch (Hongshun Tang, et al.2020)](examples/benchmarks/ADD/)
- [IGMTF based on pytorch (Wentao Xu, et al.2021)](examples/benchmarks/IGMTF/)
- [HIST based on pytorch (Wentao Xu, et al.2021)](examples/benchmarks/HIST/)
Your PR of new Quant models is highly welcomed.