liuyu/qlib

mirror of https://github.com/microsoft/qlib.git synced 2026-06-30 17:41:18 +08:00

Files

you-n-g 60d45ad770 Enhance pytorch nn (#917 )

* enhance pytorch_nn

* fix dim bug

* Black format

* Fix pylint error

2022-02-15 19:22:48 +08:00

benchmarks

Enhance pytorch nn (#917 )

2022-02-15 19:22:48 +08:00

benchmarks_dynamic

Update README.md (#915 )

2022-02-15 09:27:51 +08:00

data_demo

add ops_warning_log to config (#685 )

2021-11-12 22:23:29 +08:00

highfreq

[807] Move the REG_CONSTANT/EPS to constant.py. (#811 )

2022-01-09 21:39:46 +08:00

hyperparameter/LightGBM

Bump numpy from 1.17.4 to 1.21.0 in /examples/hyperparameter/LightGBM (#896 )

2022-01-27 11:16:48 +08:00

model_interpreter

[807] Move the REG_CONSTANT/EPS to constant.py. (#811 )

2022-01-09 21:39:46 +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

[807] Move the REG_CONSTANT/EPS to constant.py. (#811 )

2022-01-09 21:39:46 +08:00

orderbook_data

Black(new version) Format

2022-02-06 22:33:16 +08:00

portfolio

Update Portfolio README.md (#900 )

2022-02-07 16:04:11 +08:00

rolling_process_data

[807] Move the REG_CONSTANT/EPS to constant.py. (#811 )

2022-01-09 21:39:46 +08:00

README.md

Update README.md

2020-12-17 00:35:35 +08:00

run_all_model.py

Fix code and docs for issues (#853 )

2022-01-17 13:57:44 +08:00

workflow_by_code.ipynb

[807] Move the REG_CONSTANT/EPS to constant.py. (#811 )

2022-01-09 21:39:46 +08:00

workflow_by_code.py

[807] Move the REG_CONSTANT/EPS to constant.py. (#811 )

2022-01-09 21:39:46 +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.