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Linlang 39f88daaa7 download orderbook data (#1754) 
* download orderbook data

* fix CI error

* fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

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* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* optimize get_data code

* optimize get_data code

* optimize get_data code

* optimize README

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Co-authored-by: Linlang <v-linlanglv@microsoft.com>
2024-03-07 14:41:21 +08:00
..
benchmarks
download orderbook data (#1754)
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benchmarks_dynamic
Adjust rolling api (#1594)
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data_demo
add ops_warning_log to config (#685)
2021-11-12 22:23:29 +08:00
highfreq
Adjust rolling api (#1594)
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hyperparameter/LightGBM
Adjust rolling api (#1594)
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model_interpreter
Adjust rolling api (#1594)
2023-07-14 12:16:12 +08:00
model_rolling
[807] Move the REG_CONSTANT/EPS to constant.py. (#811)
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nested_decision_execution
pylint code refine & Fix nested example (#848)
2022-01-14 09:09:21 +08:00
online_srv
Add backtest example to online simulation (#984)
2022-03-19 01:53:14 +08:00
orderbook_data
download orderbook data (#1754)
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portfolio
Adjust rolling api (#1594)
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rl
Remove (#1464)
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rl_order_execution
Resolve RL FIXMES (#1503)
2023-05-17 16:57:08 +08:00
rolling_process_data
Adjust rolling api (#1594)
2023-07-14 12:16:12 +08:00
tutorial
Add ipynb format check (#1439)
2023-02-21 09:23:22 +08:00
README.md
Update README.md
2020-12-17 00:35:35 +08:00
run_all_model.py
Correct errors and typos in doc strings (#1338)
2022-11-07 23:37:18 +08:00
workflow_by_code.ipynb
Add ipynb format check (#1439)
2023-02-21 09:23:22 +08:00
workflow_by_code.py
Adjust rolling api (#1594)
2023-07-14 12:16:12 +08:00

README.md

Requirements

Here is the minimal hardware requirements to run the workflow_by_code example.

  • Memory: 16G
  • Free Disk: 5G

NOTE

The results will slightly vary on different OSs(the variance of annualized return will be less than 2%). The evaluation results in the README.md page are from Linux OS.