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Huoran Li 653c082e7a Order execution open source (#1447) 
* Waiting for bin data

* Complete readme

* CI

* Add inst filter by time

* Update qlib/data/dataset/processor.py

* typo

* Fix time filter bug

* Add Filter and set Universe

* Complete data pipeline

* Fix Provider Logger Info Args

* Add DQN; a minor bugfix in ppo reward.

* update readme. modify assertion logic in strategy check.

* Fix Doc issues and fix black

* Fix pylint Error

---------

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2023-03-13 12:06:28 +08:00
..
benchmarks
Order execution open source (#1447)
2023-03-13 12:06:28 +08:00
benchmarks_dynamic
[DDG-DA] Update crowd-sourced data results (#1405)
2023-01-03 00:15:50 +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
Bump numpy from 1.17.4 to 1.21.0 in /examples/hyperparameter/LightGBM (#896)
2022-01-27 11:16:48 +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
Add backtest example to online simulation (#984)
2022-03-19 01:53:14 +08:00
orderbook_data
Black(new version) Format
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portfolio
Update Portfolio README.md (#900)
2022-02-07 16:04:11 +08:00
rl
Add ipynb format check (#1439)
2023-02-21 09:23:22 +08:00
rl_order_execution
Order execution open source (#1447)
2023-03-13 12:06:28 +08:00
rolling_process_data
[807] Move the REG_CONSTANT/EPS to constant.py. (#811)
2022-01-09 21:39:46 +08:00
tutorial
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README.md
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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
Add introduction for workflow_by_code.py (#1186)
2022-07-08 10:16:08 +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.