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Add TabNet config
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@@ -25,7 +25,9 @@ class BaseStrategy:
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return 0.95
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def generate_order_list(self, score_series, current, trade_exchange, pred_date, trade_date):
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"""Parameter
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"""
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Parameters:
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-----------
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score_series : pd.Seires
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stock_id , score
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current : Position()
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@@ -44,8 +46,8 @@ class BaseStrategy:
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def update(self, score_series, pred_date, trade_date):
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"""User can use this method to update strategy state each trade date.
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Parameter
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---------
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Parameters:
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-----------
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score_series : pd.Series
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stock_id , score
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pred_date : pd.Timestamp
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@@ -97,7 +99,7 @@ class AdjustTimer:
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Responsible for timing of position adjusting
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This is designed as multiple inheritance mechanism due to
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- the is_adjust may need access to the internel state of a strategyw
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- the is_adjust may need access to the internel state of a strategy
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- it can be reguard as a enhancement to the existing strategy
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"""
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@@ -139,7 +141,7 @@ class WeightStrategyBase(BaseStrategy, AdjustTimer):
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def generate_target_weight_position(self, score, current, trade_date):
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"""
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Parameters:
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---------
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-----------
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score : pred score for this trade date, pd.Series, index is stock_id, contain 'score' column
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current : current position, use Position() class
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trade_exchange : Exchange()
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@@ -228,7 +230,7 @@ class TopkDropoutStrategy(BaseStrategy, ListAdjustTimer):
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Gnererate order list according to score_series at trade_date, will not change current.
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Parameters:
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----------
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-----------
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score_series : pd.Series
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stock_id , score
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current : Position()
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