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2567a86c90af6e2cfba11f8462ee390e723cb075
NewStock/code/train
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liaozhaorun 2567a86c90 多线程rank3.0，赚钱，回撤略微减小
2025-04-05 22:23:25 +08:00
..
catboost_info
init
2025-04-03 00:45:07 +08:00
utils
init
2025-04-03 00:45:07 +08:00
best_model.pth
init
2025-04-03 00:45:07 +08:00
Classify.ipynb
(data leak，应该严格区分数据集)分类模型
2025-03-11 23:40:30 +08:00
ClassifyLR.ipynb
init
2025-04-03 00:45:07 +08:00
code.ipynb
init
2025-04-03 00:45:07 +08:00
DoubleQuntile.ipynb
init
2025-04-03 00:45:07 +08:00
DoubleRank.ipynb
init
2025-04-03 00:45:07 +08:00
MultiClassify.ipynb
(exception)勉强赚钱rank
2025-04-01 00:26:15 +08:00
PlUpdateClassify.ipynb
init
2025-04-03 00:45:07 +08:00
predictions_test.tsv
多线程rank，赚钱，回撤巨大
2025-04-05 00:23:11 +08:00
predictions_train.tsv
init
2025-04-03 00:45:07 +08:00
predictions.tsv
init
2025-04-03 00:45:07 +08:00
Rank.ipynb
勉强赚钱rank，回撤巨大
2025-04-05 00:02:19 +08:00
Regression.ipynb
(exception)勉强赚钱rank
2025-04-01 00:26:15 +08:00
RollingRank.ipynb
多线程rank3.0，赚钱，回撤略微减小
2025-04-05 22:23:25 +08:00
TRank.ipynb
init
2025-04-03 00:45:07 +08:00
Transformer.ipynb
init
2025-04-03 00:45:07 +08:00
UpdateClassify.ipynb
(data leak)super分类模型
2025-03-02 02:18:53 +08:00
UpdateRank.ipynb
init
2025-04-03 00:45:07 +08:00
UpdateRegression.ipynb
(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
UpdateSGD.ipynb
(exception)勉强赚钱rank
2025-04-01 00:26:15 +08:00
V1-copy.ipynb
init
2025-04-03 00:45:07 +08:00
V1.1.ipynb
2.15
2025-02-15 23:33:34 +08:00
V1.ipynb
2.15
2025-02-15 23:33:34 +08:00