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c276de40406022690af5fefe7ce0b9c9d11d8090
qlib/examples
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Pengrong Zhu c276de4040 Fix backtest (#719) 
* modify FileStorage to support multiple freqs

* modify backtest's sample documentation

* change the logging level of read data exception from error to debug

* fix the backtest exception when volume is 0 or np.nan

* fix test_storage.py

* add backtest_daily

* modify backtest_daily's docstring

* add __repr__/__str__ to Position

* fix the bug of nested_decision_execution example

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2021-12-07 19:04:23 +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
Fix high-freq data (#702)
2021-11-20 15:03:53 +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
Fix backtest (#719)
2021-12-07 19:04:23 +08:00
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
Update workflow_by_code.ipynb (#697)
2021-11-18 09:21:45 +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.