DDG-DA paper code#743
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you-n-g
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Jan 9, 2022
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| The data in the paper are private. So we conduct experiments on Qlib's public dataset. | ||
| Though the dataset is different, the conclusions remains same. |
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Memory Consumption & Time(cores)
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| # Copyright (c) Microsoft Corporation. | |||
| # Licensed under the MIT License. | |||
you-n-g
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Jan 9, 2022
you-n-g
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Jan 10, 2022
qianyun210603
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Mar 23, 2023
* Merge data selection to main * Update trainer for reweighter * Typos fixed. * update data selection interface * successfully run exp after refactor some interface * data selection share handler & trainer * fix meta model time series bug * fix online workflow set_uri bug * fix set_uri bug * updawte ds docs and delay trainer bug * docs * resume reweighter * add reweighting result * fix qlib model import * make recorder more friendly * fix experiment workflow bug * commit for merging master incase of conflictions * Successful run DDG-DA with a single command * remove unused code * asdd more docs * Update README.md * Update & fix some bugs. * Update configuration & remove debug functions * Update README.md * Modfify horizon from code rather than yaml * Update performance in README.md * fix part comments * Remove unfinished TCTS. * Fix some details. * Update meta docs * Update README.md of the benchmarks_dynamic * Update README.md files * Add README.md to the rolling_benchmark baseline. * Refine the docs and link * Rename README.md in benchmarks_dynamic. * Remove comments. * auto download data Co-authored-by: wendili-cs <wendili.academic@qq.com> Co-authored-by: demon143 <785696300@qq.com>
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Description
Motivation and Context
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.pyunder upper directory ofqlib.Screenshots of Test Results (if appropriate):
Types of changes