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cyncyw c9ed050ef0 Ptnn4both datatypes and alignment tests (#1827) 
* Init model for both dataset

* Remove some deprecated code

* Add model template;

* We must align with previous results

* We choose another mode as the initial version

* Almost success to run GRU

* Successfully run training

* Passed general_nn test

* gru test

* Alignment test passed

* comment

* fix readme & minor errors

* general nn updates & benchmarks

* Update examples/benchmarks/GeneralPtNN/workflow_config_gru2mlp.yaml

---------

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2024-07-11 17:59:18 +08:00
..
benchmarks
Ptnn4both datatypes and alignment tests (#1827)
2024-07-11 17:59:18 +08:00
benchmarks_dynamic
Add some misc features. (#1816)
2024-06-26 18:34:00 +08:00
data_demo
add ops_warning_log to config (#685)
2021-11-12 22:23:29 +08:00
highfreq
Adjust rolling api (#1594)
2023-07-14 12:16:12 +08:00
hyperparameter/LightGBM
Adjust rolling api (#1594)
2023-07-14 12:16:12 +08:00
model_interpreter
Adjust rolling api (#1594)
2023-07-14 12:16:12 +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
fix get data error (#1793)
2024-05-24 12:59:50 +08:00
portfolio
change weight data download url (#1812)
2024-06-21 13:05:53 +08:00
rl
Remove (#1464)
2023-03-15 15:26:44 +08:00
rl_order_execution
Resolve RL FIXMES (#1503)
2023-05-17 16:57:08 +08:00
rolling_process_data
Adjust rolling api (#1594)
2023-07-14 12:16:12 +08:00
tutorial
Add ipynb format check (#1439)
2023-02-21 09:23:22 +08:00
README.md
Update README.md
2020-12-17 00:35:35 +08:00
run_all_model.py
Correct errors and typos in doc strings (#1338)
2022-11-07 23:37:18 +08:00
workflow_by_code.ipynb
Fix typo (#1811)
2024-06-20 18:12:07 +08:00
workflow_by_code.py
Adjust rolling api (#1594)
2023-07-14 12:16:12 +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.