liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-05 20:11:08 +08:00
Code Activity

fix comments & add VAStrategy & add trade indicator

Browse Source
This commit is contained in:
bxdd
2021-06-14 21:32:18 +08:00
parent 46d253b457 40416d8c30
commit f78e90171b
31 changed files with 1536 additions and 385 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
examples/nested_decision_execution/README.md
View File

@@ -1,6 +1,6 @@
# Nested Decision Execution
This worflow is an example for nested decision execution in backtesting. Qlib supports nested decision execution in backtesting. It means that users can use different strategies to make trade decision in different frequencies.
This workflow is an example for nested decision execution in backtesting. Qlib supports nested decision execution in backtesting. It means that users can use different strategies to make trade decision in different frequencies.
## Weekly Portfolio Generation and Daily Order Execution