Supporting Arctic Backend Provider & Orderbook, Tick Data Example by luocy16 · Pull Request #744

Supporting Arctic Backend Provider & Orderbook, Tick Data Example by luocy16 · Pull Request #744 · microsoft/qlib

and others added 18 commits

December 8, 2020 12:44

you-n-g changed the title ~~test version for arctic~~ Supporting Arctic Backend Provider & Orderbook, Tick Data Example

Jan 17, 2022

qianyun210603 pushed a commit to qianyun210603/qlib that referenced this pull request

Mar 23, 2023

…crosoft#744)

* change weight_decay & batchsize

* del weight_decay

* big weight_decay

* mid weight_decay

* small layer

* 2 layer

* full layer

* no weight decay

* divide into two data source

* change parse field

* delete some debug

* add Toperator

* new format of arctic

* fix cache bug to arctic read

* fix connection problem

* add some operator

* final version for arcitc

* clear HZ cache

* remove not used function

* add topswrappers

* successfully import data and run first test

* A simpler version to support arctic

* Successfully run all high-freq expressions

* Black format and fix add docs

* Add docs for download and test data

* update scripts and docs

* Add docs

* fix bug

* Refine docs

* fix test bug

* fix CI error

* clean code

Co-authored-by: bxdd <bxddream@gmail.com>
Co-authored-by: wangwenxi.handsome <wangwenxi.handsome@gmail.com>
Co-authored-by: Young <afe.young@gmail.com>

you-n-g pushed a commit to you-n-g/qlib that referenced this pull request

Aug 16, 2025

* rebase selection code

* bug-free run: checkpoint selection and dynamic EDA loading

* add prototypes of various selectors, to imp. and test later

* fix EDA write bug

* move selector to from proposal.py tp seletc.py

* auto lint

* fix line-too-long typos

* aligh the design of "selection", rm extra instance check

* make auto-lint

* add non-trival selector: SOTAjump