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Update TCTS. (#495)

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* Update TCTS Model.

Co-authored-by: lewwang <lwwang@microsoft.com>
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Lewen Wang
2021-07-04 16:45:05 +08:00
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parent 2d4f0e80f9
commit ace7484304
10 changed files with 117 additions and 156 deletions
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README.md
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@@ -17,6 +17,7 @@ Recent released features
| High-frequency trading example | [Part of code released](https://github.com/microsoft/qlib/pull/227) on Jan 28, 2021 |
| High-frequency data(1min) | [Released](https://github.com/microsoft/qlib/pull/221) on Jan 27, 2021 |
| Tabnet Model | [Released](https://github.com/microsoft/qlib/pull/205) on Jan 22, 2021 |
| TCTS Model | [Released](https://github.com/microsoft/qlib/pull/491) on July 1, 2021 |
Features released before 2021 are not listed here.
@@ -288,6 +289,7 @@ Here is a list of models built on `Qlib`.
- [TFT based on tensorflow (Bryan Lim, et al. 2019)](examples/benchmarks/TFT/tft.py)
- [TabNet based on pytorch (Sercan O. Arik, et al. 2019)](qlib/contrib/model/pytorch_tabnet.py)
- [DoubleEnsemble based on LightGBM (Chuheng Zhang, et al. 2020)](qlib/contrib/model/double_ensemble.py)
- [TCTS based on pytorch (Xueqing Wu, et al. 2021)](qlib/contrib/model/pytorch_tcts.py)
Your PR of new Quant models is highly welcomed.