38 Commits

Author	SHA1	Message	Date
you-n-g	58540f76ee	Csi500 example (#1126) ... * Stage code * Update results and scripts	2022-06-15 10:18:13 +08:00
you-n-g	9e381493c2	Add instructions to add models (#1088)	2022-05-05 21:27:24 +08:00
Wentao Xu	87926513cb	Add the HIST and IGMTF model on Alpha360 (#1040) ... * Commit the code of HIST and IGMTF on Alpha360 * add stock index * Update README.md * delete useless code * fix the bug of code format with black * fix pylint bugs * fix the bugs of pylint * fix pylint bugs * fix flake8	2022-04-14 01:45:49 +08:00
you-n-g	d482726f28	Update README.md (#920)	2022-02-19 00:46:32 +08:00
you-n-g	aed5b8ebc0	Update Benchmark Docs (#899) ... * Update README.md * Update README.md * Update README.md	2022-01-27 11:16:24 +08:00
Chao Ning	6bafd0a09b	Reformat example data names: use {region}_data for 1-day data, and {region}_data_1min for 1-min data (#781) ... * Fix high-freq data name from `yahoo_cn_1min` to `cn_data_1min` * re-format example data names using `qlib_{region}_{feq}`, e.g. qlib_cn_1d * re-format example data names using `{region}_{feq}`, e.g. us_1d and cn_1min * keep using for 1day data, and change 1min data to	2021-12-28 23:58:49 +08:00
fengcunguang	654033733d	Add A New Baseline: ADD (#704)	2021-11-22 18:16:50 +08:00
Lewen Wang	007082a112	Add AdaRNN baseline. (#689) ... * Update TCTS. * Update TCTS README. * Update TCTS README. * Update TCTS. * Add ADARNN. * Update README. * Reformat ADARNN. * Add README for adarnn. Co-authored-by: lewwang <lwwang@microsoft.com>	2021-11-16 11:24:43 +08:00
you-n-g	7800dd4ec9	Merge pull request #650 from microsoft/backtest_improve ... Improve the backtest design and APIs	2021-11-08 09:10:33 +08:00
fengcunguang	f0b9a807ea	Add A New Baseline: TCN (#668)	2021-11-04 20:30:52 +08:00
you-n-g	df36839a7f	Update README.md	2021-10-30 21:36:15 +08:00
Young	22ff8fdc44	simple change log	2021-10-16 17:14:37 +00:00
Lewen Wang	17ea44e0cf	Update TCTS. (#643) ... * Update TCTS. * Update TCTS README. * Update TCTS README. * Update TCTS. Co-authored-by: lewwang <lwwang@microsoft.com>	2021-10-12 10:08:48 +08:00
you-n-g	706727988c	Update README.md	2021-10-09 23:37:07 +08:00
you-n-g	e99224e5c2	Update benchmark based on new backtest (#634) ... * free random seed * update model baselines * more robust for parameters	2021-10-07 22:57:19 +08:00
Dong Zhou	f35254c288	update README	2021-09-10 07:38:22 +00:00
Dong Zhou	da1f4db968	update README	2021-07-30 16:05:07 +08:00
Ying-Tao Luo	698e59ac72	Add performance of two new models ... Add the performance of transformer and localformer.	2021-07-22 11:05:39 +08:00
you-n-g	6d91f28474	Update README.md	2021-07-14 10:07:02 +08:00
Lewen Wang	ace7484304	Update TCTS. (#495) ... * Update TCTS Model. Co-authored-by: lewwang <lwwang@microsoft.com>	2021-07-04 16:45:05 +08:00
zhupr	bab50e8837	fix YahooNormalize1min && update docs	2021-06-23 16:13:26 +08:00
Alex Wang	941c980d06	update tabnet	2021-04-14 17:35:19 +08:00
D-X-Y	67fbdafe76	Fix many bugs in TabNet and use_gpu	2021-03-12 02:42:25 +00:00
meng-ustc	6e2ce6f1dc	Add the results of DoubleEnsemble	2021-03-02 12:17:05 +09:00
Alex Wang	5da5ad4b9f	tabnet	2021-01-22 19:16:57 +08:00
you-n-g	328cdeda4a	Update README.md	2021-01-07 11:12:49 +08:00
Dingsu Wang	7372a3a598	Merge branch 'main' into main	2020-12-17 14:43:21 +08:00
Jactus	4b4cd38ca6	Update benchmark results	2020-12-17 14:41:12 +08:00
Jactus	bba94d72dc	Add author names	2020-12-11 17:19:12 +08:00
Jactus	d6dd423dc2	Update benchmark performance	2020-12-11 17:19:12 +08:00
Jactus	c10955d026	Update tft	2020-12-11 14:33:16 +08:00
Jactus	d642c7b6ea	Update benchmark performance	2020-12-11 09:55:37 +08:00
Jactus	a5c098de92	Update tft results	2020-12-09 17:20:36 +08:00
Jactus	6ef339b1ec	Update mlp results and add doc	2020-12-09 17:20:36 +08:00
Jactus	579caa757c	Update readme	2020-12-09 17:20:36 +08:00
Jactus	a1e579ff39	Update readme	2020-12-09 17:20:36 +08:00
Jactus	217019a640	Update benchmark readme	2020-12-09 17:20:36 +08:00
Jactus	c14404afe1	Add benchmark results	2020-12-09 17:20:36 +08:00