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qlib/examples
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Dong Zhou 1b8f0b4575 support optimization based strategy (#754) 
* support optimization based strategy

* fix riskdata not found & update doc

* refactor signal_strategy

* add portfolio example

* Update examples/portfolio/prepare_riskdata.py

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* fix typo

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* fix typo

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* update doc

* fix riskmodel doc

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2021-12-28 18:44:20 +08:00
..
benchmarks
Update README.md
2021-11-23 15:58:32 +08:00
data_demo
add ops_warning_log to config (#685)
2021-11-12 22:23:29 +08:00
highfreq
Update README.md
2021-12-14 18:13:04 +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
Enhance Task Dict Var (#778)
2021-12-26 00:18:44 +08:00
nested_decision_execution
docs improvement (#730)
2021-12-07 21:45:29 +08:00
online_srv
update & fix
2021-06-02 08:56:15 +00:00
portfolio
support optimization based strategy (#754)
2021-12-28 18:44:20 +08:00
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 documents for qlib_uri
2021-12-20 14:18:53 +08:00
workflow_by_code.ipynb
remove unneeded code from workflow_by_code.ipynb && fix analysis_model_performance (#740)
2021-12-11 13:23:00 +08:00
workflow_by_code.py
Add SigAnaRecord in to workflow_by_code.py (#707)
2021-11-23 12:37:50 +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.