liuyu/qlib

mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00

Files

you-n-g 7f274b1e4e Fix code and docs for issues (#853 )

* Docs for model and strategy

* add some docs about workflow and online

* safe_load yaml

* DDG-DA paper link and comments for code

2022-01-17 13:57:44 +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

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.