liuyu/qlib

mirror of https://github.com/microsoft/qlib.git synced 2026-06-30 01:21:18 +08:00

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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

benchmarks

Update TCTS. (#643 )

2021-10-12 10:08:48 +08:00

highfreq

Merge nested main (#597 )

2021-10-01 02:15:30 +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

Merge nested main (#597 )

2021-10-01 02:15:30 +08:00

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

Merge nested main (#597 )

2021-10-01 02:15:30 +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.