liuyu/qlib

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

Files

you-n-g 32c3070b73 Refine DDG-DA (#1472 )

* Run ddg-da successfully

* Support include valid; More parameters

* Support L2 reg & visualization

* Blackformat

* Enable fill_method

* Support specify handler & optim dataset

* Fix Pylint

2023-04-07 15:00:21 +08:00

README.md

DDG-DA paper code (#743 )

2022-01-10 16:52:37 +08:00

rolling_benchmark.py

Refine DDG-DA (#1472 )

2023-04-07 15:00:21 +08:00

README.md

Introduction

This is the framework of periodically Rolling Retrain (RR) forecasting models. RR adapts to market dynamics by utilizing the up-to-date data periodically.

Run the Code

Users can try RR by running the following command:

    python rolling_benchmark.py run_all

The default forecasting models are Linear. Users can choose other forecasting models by changing the model_type parameter. For example, users can try LightGBM forecasting models by running the following command:

    python rolling_benchmark.py --model_type="gbdt" run_all