205 Commits

Author	SHA1	Message	Date
bxdd	3bdd54308b	update some little code	2021-01-26 17:02:30 +00:00
bxdd	1b569d371d	simpson vwap	2021-01-26 14:32:08 +00:00
bxdd	e4ecea55e4	fix	2021-01-26 07:41:22 +00:00
bxdd	58616fced9	black format	2021-01-26 07:33:50 +00:00
bxdd	8e9ca22b07	del some print	2021-01-26 07:33:26 +00:00
bxdd	6a145df87c	fix bug	2021-01-26 07:32:06 +00:00
bxdd	06dbd02b99	black format	2021-01-25 17:59:48 +00:00
bxdd	ffedb6382f	add highfreq example	2021-01-25 17:58:45 +00:00
Young	fc81a39317	Add dataset standalone usage example	2021-01-20 21:14:27 +08:00
bxdd	0e0970f06e	update backtest	2021-01-19 09:14:17 +08:00
bxdd	917261dbf6	update backtest	2021-01-19 09:14:17 +08:00
bxdd	6a9105e065	add highfreq_backtest	2021-01-19 09:14:17 +08:00
you-n-g	328cdeda4a	Update README.md	2021-01-07 11:12:49 +08:00
Wendi Li	18e040f506	Update workflow_config_gru_Alpha158.yaml ... Delete a redundant parameter.	2021-01-04 17:05:21 +08:00
Wendi Li	aefc98b1d7	Update workflow_config_lstm_Alpha158.yaml ... Delete a redundant parameter.	2021-01-04 17:05:13 +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
you-n-g	7d40ba753a	Update README.md	2020-12-17 00:35:35 +08:00
G_will	3f85af05e5	Refactor to Python3 style	2020-12-15 20:37:43 +08:00
Jactus	8f6ab0af54	Format	2020-12-14 19:23:43 +08:00
Jactus	cb0b6fcdaa	Update CI and script	2020-12-14 19:23:43 +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
Wendi Li	89ec87e45b	Add files via upload	2020-12-09 17:20:36 +08:00
Wendi Li	15cdfeb121	Add files via upload	2020-12-09 17:20:36 +08:00
Wendi Li	1bbd026195	Add files via upload	2020-12-09 17:20:36 +08:00
Jactus	a5c098de92	Update tft results	2020-12-09 17:20:36 +08:00
bxdd	56e579e20f	add arg weight_decay	2020-12-09 17:20:36 +08:00
bxdd	2873813562	update mlp model	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
lwwang1995	4596a7e000	Delete the setting of SFM on the Alpha158.	2020-12-09 17:20:36 +08:00
lwwang1995	ec40845513	Update settings.	2020-12-09 17:20:36 +08:00
lwwang1995	666e1ffcbd	Update settings.	2020-12-09 17:20:36 +08:00
lwwang1995	4a748525bc	Fix bugs of model.	2020-12-09 17:20:36 +08:00
lwwang1995	ec0d7838ac	Update models.	2020-12-09 17:20:36 +08:00
lwwang1995	8d42092a7e	Fix models.	2020-12-09 17:20:36 +08:00
lwwang1995	412c9eee2e	Update models.	2020-12-09 17:20:36 +08:00
Jactus	2fb7774927	Update config names	2020-12-04 13:02:09 +08:00
Jactus	86b0b63771	Update table generator	2020-12-04 12:55:22 +08:00
Jactus	99adc514a5	Update CI	2020-12-04 11:51:45 +08:00
Jactus	07fb9031c6	Update setup	2020-12-04 10:47:20 +08:00
Jactus	f237a344c3	Update	2020-12-04 10:31:50 +08:00
Jactus	ab762b3cd7	Update lightgbm lr	2020-12-02 20:04:00 +08:00
Jactus	703ae5d4aa	Update tft and readme	2020-12-02 18:00:26 +08:00