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qlib/examples
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you-n-g a2be6e28e9 handler demo cache (#606) 
* handler demo  cache

* Update data_cache_demo.py

* example to reusing processed data in memory

* Skip dumping task of task_train

* FIX Black

Co-authored-by: Wangwuyi123 <51237097+Wangwuyi123@users.noreply.github.com>
2021-11-08 17:33:10 +08:00
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benchmarks
Merge pull request #650 from microsoft/backtest_improve
2021-11-08 09:10:33 +08:00
data_demo
handler demo cache (#606)
2021-11-08 17:33:10 +08:00
highfreq
Merge nested main (#597)
2021-10-01 02:15:30 +08:00
hyperparameter/LightGBM
modify the default value of exists_skip in the GetData.qlib_data parameter to False
2021-05-28 14:57:06 +08:00
model_interpreter
modify the default value of exists_skip in the GetData.qlib_data parameter to False
2021-05-28 14:57:06 +08:00
model_rolling
Merge nested main (#597)
2021-10-01 02:15:30 +08:00
nested_decision_execution
simplify signal parameter
2021-10-15 14:48:31 +00:00
online_srv
update & fix
2021-06-02 08:56:15 +00:00
rolling_process_data
solve conflict
2021-06-01 17:46:47 +08:00
README.md
Update README.md
2020-12-17 00:35:35 +08:00
run_all_model.py
Update benchmark based on new backtest (#634)
2021-10-07 22:57:19 +08:00
workflow_by_code.ipynb
Merge nested main (#597)
2021-10-01 02:15:30 +08:00
workflow_by_code.py
simplify signal parameter
2021-10-15 14:48:31 +00:00

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.