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v0.7.1
qlib/examples
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Christian Clauss b8d1e08010 Fix undefined names in Python code (#599) 
* Update pytorch_tabnet.py

$ `flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics`
```
./qlib/qlib/contrib/model/pytorch_tabnet.py:567:38: F821 undefined name 'inp'
            self.independ.append(GLU(inp, out_dim, vbs=vbs))
                                     ^
./qlib/examples/model_rolling/task_manager_rolling.py:75:18: F821 undefined name 'task_train'
        run_task(task_train, self.task_pool, experiment_name=self.experiment_name)
                 ^
2     F821 undefined name 'task_train'
2
```

* Fix undefined names in Python code

* from qlib.model.trainer import task_train
2021-09-14 12:13:27 +08:00
..
benchmarks
Merge pull request #591 from evanzd/fix_tra
2021-09-11 18:48:13 +08:00
highfreq
fix df_features.index conține np.nan
2021-07-21 14:28:20 +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
Fix undefined names in Python code (#599)
2021-09-14 12:13:27 +08:00
online_srv
update & fix
2021-06-02 08:56:15 +00:00
rolling_process_data
modify the default value of exists_skip in the GetData.qlib_data parameter to False
2021-05-28 14:57:06 +08:00
README.md
Update README.md
2020-12-17 00:35:35 +08:00
run_all_model.py
update run_all_model and black format
2021-07-22 11:05:39 +08:00
workflow_by_code.ipynb
examples/workflow_by_code.ipynd: fix an error in R.get_recorder() parameters
2021-06-26 18:25:47 +08:00
workflow_by_code.py
modify the default value of exists_skip in the GetData.qlib_data parameter to False
2021-05-28 14:57:06 +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.