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1b8f0b4575
* 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>
18 lines
322 B
Python
18 lines
322 B
Python
# Copyright (c) Microsoft Corporation.
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# Licensed under the MIT License.
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from .signal_strategy import (
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TopkDropoutStrategy,
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WeightStrategyBase,
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EnhancedIndexingStrategy,
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)
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from .rule_strategy import (
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TWAPStrategy,
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SBBStrategyBase,
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SBBStrategyEMA,
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)
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from .cost_control import SoftTopkStrategy
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