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qlib/examples
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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
..
benchmarks
Add AdaRNN baseline. (#689)
2021-11-16 11:24:43 +08:00
data_demo
add ops_warning_log to config (#685)
2021-11-12 22:23:29 +08:00
highfreq
bugfix: Fix the problem that caused highfreq's yaml to be unusable (#678)
2021-11-10 22:32:58 +08:00
hyperparameter/LightGBM
modify the default value of exists_skip in the GetData.qlib_data parameter to False
2021-05-28 14:57:06 +08:00
model_interpreter
modify the default value of exists_skip in the GetData.qlib_data parameter to False
2021-05-28 14:57:06 +08:00
model_rolling
Merge nested main (#597)
2021-10-01 02:15:30 +08:00
nested_decision_execution
simplify signal parameter
2021-10-15 14:48:31 +00:00
online_srv
update & fix
2021-06-02 08:56:15 +00:00
rolling_process_data
solve conflict
2021-06-01 17:46:47 +08:00
README.md
Update README.md
2020-12-17 00:35:35 +08:00
run_all_model.py
Update benchmark based on new backtest (#634)
2021-10-07 22:57:19 +08:00
workflow_by_code.ipynb
Merge nested main (#597)
2021-10-01 02:15:30 +08:00
workflow_by_code.py
simplify signal parameter
2021-10-15 14:48:31 +00:00

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.