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Signed-off-by: unknown <lv.linlang@qq.com>
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SunsetWolf
2021-12-31 22:14:47 +08:00
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56 changed files with 92 additions and 92 deletions

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@@ -14,7 +14,7 @@ To get the join trading performance of daily and intraday trading, they must int
In order to support the joint backtest strategies in multiple levels, a corresponding framework is required. None of the publicly available high-frequency trading frameworks considers multi-level joint trading, which make the backtesting aforementioned inaccurate.
Besides backtesting, the optimization of strategies from different levels is not standalone and can be affected by each other.
For example, the best portfolio management strategy may change with the performance of order executions(e.g. a portfolio with higher turnover may becomes a better choice when we imporve the order execution strategies).
For example, the best portfolio management strategy may change with the performance of order executions(e.g. a portfolio with higher turnover may becomes a better choice when we improve the order execution strategies).
To achieve the overall good performance , it is necessary to consider the interaction of strategies in different level.
Therefore, building a new framework for trading in multiple levels becomes necessary to solve the various problems mentioned above, for which we designed a nested decision execution framework that consider the interaction of strategies.

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@@ -37,7 +37,7 @@ Here is a general view of the structure of the system:
This experiment management system defines a set of interface and provided a concrete implementation ``MLflowExpManager``, which is based on the machine learning platform: ``MLFlow`` (`link <https://mlflow.org/>`_).
If users set the implementation of ``ExpManager`` to be ``MLflowExpManager``, they can use the command `mlflow ui` to visualize and check the experiment results. For more information, pleaes refer to the related documents `here <https://www.mlflow.org/docs/latest/cli.html#mlflow-ui>`_.
If users set the implementation of ``ExpManager`` to be ``MLflowExpManager``, they can use the command `mlflow ui` to visualize and check the experiment results. For more information, please refer to the related documents `here <https://www.mlflow.org/docs/latest/cli.html#mlflow-ui>`_.
Qlib Recorder
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