DanielKui

how to convert 3-seconds market data to qlib bin?

1

I have my own 3-seconds market data in local mysql and want to conver these 3-sec data to qlib bin, How do I convert? I used to convert csv (3...

``` port_analysis_config = { "executor": { "class": "SimulatorExecutor", "module_path": "qlib.backtest.executor", "kwargs": { "time_per_step": "1min", "generate_portfolio_metrics": True, }, }, "strategy": { "class": "TopkDropoutStrategy", "module_path": "qlib.contrib.strategy.signal_strategy", "kwargs": { "model": model, "dataset": dataset,...

How to run alpha360?

4

` ################################### # train model ################################### data_handler_config = { "start_time": "2008-01-01", "end_time": "2020-08-01", "fit_start_time": "2015-01-01", "fit_end_time": "2018-12-31", "instruments": market, } task = { "model": { "class": "LGBModel", "module_path": "qlib.contrib.model.gbdt", "kwargs":...

``` ################################### # train model ################################### data_handler_config = { "start_time":"2020-09-14", "end_time":"2021-06-20", "fit_start_time":"2020-09-20", "fit_end_time":"2021-05-20", "freq":'1min', "instruments": market, } task = { "model": { "class": "LGBModel", "module_path": "qlib.contrib.model.gbdt", "kwargs": { "loss": "mse",...

kernels get killed OOM when running 1min data REG_CN

1

I 'm running 1min data ,the script as below, swap mem is 128G, It will be killed by OOM, why? start time:2020-09-14 end_time: 2021-06-21 and all.txt contains 4067 stocks. I...

实在是不太会实现 Thanks