init commit

qlib/contrib/tuner/space.py

@@ -0,0 +1,17 @@
+# Copyright (c) Microsoft Corporation.
+# Licensed under the MIT License.
+
+from hyperopt import hp
+
+
+TopkAmountStrategySpace = {
+    "topk": hp.choice("topk", [30, 35, 40]),
+    "buffer_margin": hp.choice("buffer_margin", [200, 250, 300]),
+}
+
+QLibDataLabelSpace = {
+    "labels": hp.choice(
+        "labels",
+        [["Ref($vwap, -2)/Ref($vwap, -1) - 1"], ["Ref($close, -5)/$close - 1"]],
+    )
+}