Commit Graph

51 Commits

Author SHA1 Message Date
7862b9739a factor优化(暂存版) 2025-10-14 09:44:46 +08:00
44315b2c76 factor优化,改为polars 2025-10-13 21:42:35 +08:00
f87434b553 Merge branch 'master' into dev 2025-10-13 15:40:09 +08:00
fdee45bda0 更新 .gitignore 2025-10-13 15:40:00 +08:00
1c903b34da Merge branch 'dev' of \\wsl.localhost\ubuntu\mnt\d\PyProject\NewStock with conflicts. 2025-10-13 15:30:34 +08:00
79d5384de5 更新 .gitignore 2025-10-13 15:29:02 +08:00
586fbdd543 更新 .gitignore 2025-10-13 15:07:57 +08:00
dc29f153ca 1、load model
2、修改update data相关函数
2025-10-13 15:04:48 +08:00
0c12e6c2b1 Rank2 2025-06-10 15:22:25 +08:00
f42f4e72e1 Merge commit '15f327b8ae79d929638b4d15dafa45306833b7f9' 2025-06-06 17:04:33 +08:00
15f327b8ae Classify2-CpuVersion 2025-06-06 17:04:01 +08:00
c5ad56a9e8 Rank2 2025-06-05 20:21:01 +08:00
f3f4912d2b Rank2 2025-06-04 20:34:17 +08:00
81bbee9b32 Classify2-20250604 2025-06-04 13:50:02 +08:00
ff2a5f8b18 新环境3 2025-06-02 22:23:44 +08:00
76ebd72fb3 新环境2 2025-06-02 00:13:32 +08:00
ffe9c6ae3c 新环境 2025-06-01 15:59:29 +08:00
liaozhaorun
eb52c3673c Rank2 2025-05-29 20:41:18 +08:00
liaozhaorun
cecbef02f6 Classify2-2025-5-28 2025-05-28 14:16:04 +08:00
liaozhaorun
bf86fd9415 parallel测试 2025-05-26 21:34:36 +08:00
liaozhaorun
a4b05bb62f Classify2 2025-05-13 15:30:06 +08:00
liaozhaorun
791c84aba6 Classify2 2025-05-08 15:42:17 +08:00
liaozhaorun
6387b30d10 Classify2 2025-05-07 16:45:47 +08:00
liaozhaorun
b783a6f968 Classify2 2025-05-06 23:42:40 +08:00
liaozhaorun
721e72c599 Classify2赚钱 2025-05-04 22:16:39 +08:00
liaozhaorun
aff5e32bb4 classify2赚钱 2025-05-04 22:00:05 +08:00
liaozhaorun
9e598d4ed0 RollingRank赚钱- Sharp-1.43 2025-04-28 11:02:52 +08:00
liaozhaorun
94cd9aa6c8 RollingRankCopy赚钱-sharp-1.43 2025-04-28 11:01:47 +08:00
liaozhaorun
a4515bb27a RollingRank勉强赚钱 2025-04-10 23:17:22 +08:00
liaozhaorun
8aad47ce33 (data leak)RollingRank-7.0,赚钱 2025-04-10 23:17:02 +08:00
liaozhaorun
dc1e62c77c 多线程rank6.0,赚钱,回撤略微减小 2025-04-08 20:32:51 +08:00
liaozhaorun
e0087aa6e1 多线程rank5.0,赚钱,回撤略微减小 2025-04-06 02:08:37 +08:00
liaozhaorun
28fab04946 多线程rank4.0,赚钱,回撤略微减小 2025-04-06 01:27:58 +08:00
liaozhaorun
2567a86c90 多线程rank3.0,赚钱,回撤略微减小 2025-04-05 22:23:25 +08:00
liaozhaorun
0fd295622a 多线程rank2.0,赚钱,回撤略微减小 2025-04-05 15:44:38 +08:00
liaozhaorun
1a3caa5947 多线程rank,赚钱,回撤巨大 2025-04-05 00:23:11 +08:00
liaozhaorun
13a312261c 勉强赚钱rank,回撤巨大 2025-04-05 00:02:19 +08:00
liaozhaorun
e888d2bc20 疑似赚钱rank 2025-04-03 00:45:25 +08:00
liaozhaorun
ea3955f80f init 2025-04-03 00:45:07 +08:00
liaozhaorun
01092b8cae (exception)勉强赚钱rank 2025-04-01 00:26:15 +08:00
liaozhaorun
ee35513935 (data leak)赚钱+巨大回撤 2025-03-31 23:08:51 +08:00
liaozhaorun
a025b72ef6 (data leak)勉强赚钱rank 2025-03-31 23:08:43 +08:00
liaozhaorun
36a6d22776 (data leak)勉强赚钱 2025-03-31 23:08:35 +08:00
liaozhaorun
bdc9b43608 (data leak,应该严格区分数据集)分类模型 2025-03-11 23:40:30 +08:00
liaozhaorun
687d4bde4b (data leak)super分类模型 2025-03-02 02:18:53 +08:00
liaozhaorun
e0eff25b3e (data leak)回归模型+滚动训练+l2_code+index+industry+risk_adjusted_target,sharpe-2.58 2025-02-26 23:16:57 +08:00
liaozhaorun
a567d86434 (data leak)回归模型+滚动训练+l2_code+index+industry,sharpe-1.67 2025-02-26 23:16:57 +08:00
liaozhaorun
585a02c037 (data leak)分类模型+滚动训练+l2_code,sharpe-1.882 2025-02-26 23:16:56 +08:00
liaozhaorun
49fa31ac63 2.15 2025-02-15 23:33:34 +08:00
liaozhaorun
18d0876d86 init 2025-02-12 00:21:38 +08:00