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mirror of https://github.com/microsoft/qlib.git synced 2026-07-13 07:46:53 +08:00

DDG-DA paper code (#743)

* Merge data selection to main

* Update trainer for reweighter

* Typos fixed.

* update data selection interface

* successfully run exp after refactor some interface

* data selection share handler &  trainer

* fix meta model time series bug

* fix online workflow set_uri bug

* fix set_uri bug

* updawte ds docs and delay trainer bug

* docs

* resume reweighter

* add reweighting result

* fix qlib model import

* make recorder more friendly

* fix experiment workflow bug

* commit for merging master incase of conflictions

* Successful run DDG-DA with a single command

* remove unused code

* asdd more docs

* Update README.md

* Update & fix some bugs.

* Update configuration & remove debug functions

* Update README.md

* Modfify horizon from code rather than yaml

* Update performance in README.md

* fix part comments

* Remove unfinished TCTS.

* Fix some details.

* Update meta docs

* Update README.md of the benchmarks_dynamic

* Update README.md files

* Add README.md to the rolling_benchmark baseline.

* Refine the docs and link

* Rename README.md in benchmarks_dynamic.

* Remove comments.

* auto download data

Co-authored-by: wendili-cs <wendili.academic@qq.com>
Co-authored-by: demon143 <785696300@qq.com>
This commit is contained in:
you-n-g
2022-01-10 16:52:37 +08:00
committed by GitHub
parent 184ce34a34
commit cf35562e84
52 changed files with 2441 additions and 456 deletions

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@@ -36,10 +36,11 @@ Document Structure
:caption: COMPONENTS:
Workflow: Workflow Management <component/workflow.rst>
Data Layer: Data Framework&Usage <component/data.rst>
Data Layer: Data Framework & Usage <component/data.rst>
Forecast Model: Model Training & Prediction <component/model.rst>
Portfolio Management and Backtest <component/strategy.rst>
Nested Decision Execution: High-Frequency Trading <component/highfreq.rst>
Meta Controller: Meta-Task & Meta-Dataset & Meta-Model <component/meta.rst>
Qlib Recorder: Experiment Management <component/recorder.rst>
Analysis: Evaluation & Results Analysis <component/report.rst>
Online Serving: Online Management & Strategy & Tool <component/online.rst>