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qlib/examples
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luocy16 2bb8a4ce0e Supporting Arctic Backend Provider & Orderbook, Tick Data Example (#744) 
* change weight_decay & batchsize

* del weight_decay

* big weight_decay

* mid weight_decay

* small layer

* 2 layer

* full layer

* no weight decay

* divide into two data source

* change parse field

* delete some debug

* add Toperator

* new format of arctic

* fix cache bug to arctic read

* fix connection problem

* add some operator

* final version for arcitc

* clear HZ cache

* remove not used function

* add topswrappers

* successfully import data and run first test

* A simpler version to support arctic

* Successfully run all high-freq expressions

* Black format and fix add docs

* Add docs for download and test data

* update scripts and docs

* Add docs

* fix bug

* Refine docs

* fix test bug

* fix CI error

* clean code

Co-authored-by: bxdd <bxddream@gmail.com>
Co-authored-by: wangwenxi.handsome <wangwenxi.handsome@gmail.com>
Co-authored-by: Young <afe.young@gmail.com>
2022-01-18 09:13:11 +08:00
..
benchmarks
DDG-DA paper code (#743)
2022-01-10 16:52:37 +08:00
benchmarks_dynamic
Fix code and docs for issues (#853)
2022-01-17 13:57:44 +08:00
data_demo
add ops_warning_log to config (#685)
2021-11-12 22:23:29 +08:00
highfreq
[807] Move the REG_CONSTANT/EPS to constant.py. (#811)
2022-01-09 21:39:46 +08:00
hyperparameter/LightGBM
[807] Move the REG_CONSTANT/EPS to constant.py. (#811)
2022-01-09 21:39:46 +08:00
model_interpreter
[807] Move the REG_CONSTANT/EPS to constant.py. (#811)
2022-01-09 21:39:46 +08:00
model_rolling
[807] Move the REG_CONSTANT/EPS to constant.py. (#811)
2022-01-09 21:39:46 +08:00
nested_decision_execution
pylint code refine & Fix nested example (#848)
2022-01-14 09:09:21 +08:00
online_srv
[807] Move the REG_CONSTANT/EPS to constant.py. (#811)
2022-01-09 21:39:46 +08:00
orderbook_data
Supporting Arctic Backend Provider & Orderbook, Tick Data Example (#744)
2022-01-18 09:13:11 +08:00
portfolio
support optimization based strategy (#754)
2021-12-28 18:44:20 +08:00
rolling_process_data
[807] Move the REG_CONSTANT/EPS to constant.py. (#811)
2022-01-09 21:39:46 +08:00
README.md
Update README.md
2020-12-17 00:35:35 +08:00
run_all_model.py
Fix code and docs for issues (#853)
2022-01-17 13:57:44 +08:00
workflow_by_code.ipynb
[807] Move the REG_CONSTANT/EPS to constant.py. (#811)
2022-01-09 21:39:46 +08:00
workflow_by_code.py
[807] Move the REG_CONSTANT/EPS to constant.py. (#811)
2022-01-09 21:39:46 +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.