liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-01 01:51:18 +08:00
Code Activity
Files
87926513cb9171eb8a1d555dad8041fb6c1ef162
qlib/examples
History
Wentao Xu 87926513cb Add the HIST and IGMTF model on Alpha360 (#1040) 
* Commit the code of HIST and IGMTF on Alpha360

* add stock index

* Update README.md

* delete useless code

* fix the bug of code format with black

* fix pylint bugs

* fix the bugs of pylint

* fix pylint bugs

* fix flake8
2022-04-14 01:45:49 +08:00
..
benchmarks
Add the HIST and IGMTF model on Alpha360 (#1040)
2022-04-14 01:45:49 +08:00
benchmarks_dynamic
fix ddgda run all bug & pylint (#1031)
2022-04-03 20:43:02 +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
2022-02-06 22:33:16 +08:00
portfolio
Update Portfolio README.md (#900)
2022-02-07 16:04:11 +08:00
rolling_process_data
[807] Move the REG_CONSTANT/EPS to constant.py. (#811)
2022-01-09 21:39:46 +08:00
tutorial
Add Qlib notebook tutorial (#1037)
2022-04-08 21:29:41 +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
Add Qlib notebook tutorial (#1037)
2022-04-08 21:29:41 +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.