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recommend quantitative framework #6

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andyyue2024 opened this issue Sep 15, 2024 · 0 comments
Open

recommend quantitative framework #6

andyyue2024 opened this issue Sep 15, 2024 · 0 comments

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@andyyue2024
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https://github.com/andyyue2024/sq
https://github.com/andyyue2024/qm

Easy using

def init(context):
    model1 = GMModel()
    # model1.add(AllSymbolSelector(list(index_list.keys())))
    # model1.add(BlackFilter())
    model1.add(WhiteFilter([context.symbol]))
    # model1.add(TopNFilter(context.num))
    model1.add(ManualOrder(context, model1))
    model1.add_trainer(ManualTrainer(context.symbol, model_index=1))
    model1.train()
    # backtest result of model_index = 0~7: see sq_test3_1_backtest.md
    return model1


def algo(context):
    print_log(context.now, " algo...")
    context.model.execute(context.now)

### refP.S. if you want to add your favorite data source, please put an issue in this repo!”
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