liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-10 14:26:56 +08:00
Code Activity

update docs link & readme.md

Browse Source
This commit is contained in:
bxdd
2020-09-24 13:45:26 +08:00
parent 2572284d20
commit b2749d2e08
11 changed files with 81 additions and 81 deletions
Download Patch File Download Diff File Expand all files Collapse all files

12
docs/component/strategy.rst
View File

@@ -7,7 +7,7 @@ Interday Strategy: Portfolio Management
Introduction
===================
``Interday Strategy`` is designed to adopt different trading strategies, which means that users can adopt different algorithms to generate investment portfolios based on the prediction scores of the ``Interday Model``. Users can use the ``Interday Strategy`` in an automatic workflow by ``Estimator``, please refer to `Estimator <estimator.html>`_.
``Interday Strategy`` is designed to adopt different trading strategies, which means that users can adopt different algorithms to generate investment portfolios based on the prediction scores of the ``Interday Model``. Users can use the ``Interday Strategy`` in an automatic workflow by ``Estimator``, please refer to `Estimator: Workflow Management <estimator.html>`_.
Because the components in ``Qlib`` are designed in a loosely-coupled way, ``Interday Strategy`` can be used as an independent module also.
@@ -95,11 +95,13 @@ Usage & Example
"limit_threshold": 0.095,
"account": 100000000,
"benchmark": BENCHMARK,
"deal_price": "vwap",
"deal_price": "close",
"open_cost": 0.0005,
"close_cost": 0.0015,
"min_cost": 5,
}
# use default strategy
# custom Strategy, refer to: TODO: Strategy API url
strategy = TopkDropoutStrategy(**STRATEGY_CONFIG)
# pred_score is the `prediction score` output by Model
@@ -115,4 +117,4 @@ To know more about ``Intraday Trading``, please refer to `Intraday Trading: Mode
Reference
===================
To know more about ``Interday Strategy``, please refer to `Strategy API <../reference/api.html>`_.
To know more about ``Interday Strategy``, please refer to `Strategy API <../reference/api.html#module-qlib.contrib.strategy.strategy>`_.