openquant:这是一个仓库，用于为金融机器学习提供协作和适当的实践
需积分: 14 190 浏览量
2021-03-20
14:02:33
上传
评论
收藏 15.93MB ZIP 举报
openquant-master.zip （75个子文件） 
openquant-master docs 
conf.py 8KB commands.rst 489B getting-started.rst 256B index.rst 431B open_quant features __init__.py 0B build_features.py 0B .gitkeep 0B strategies rsi_simple.py 2KB bb_simple.py 766B data raw raw_data.csv 755KB .gitkeep 0B interim .gitkeep 0B __init__.py 0B make_dataset.py 1008B processed .gitkeep 0B .gitkeep 0B ml pipeline sampling.py 6KB meta_labeling.ipynb 343KB barrier_events.csv 310KB data_class.py 1KB data sample_dollar_bars.csv 755KB iqfeed_cleaned_tick.csv 366KB barrier_events.csv 408KB tick_data.csv 755KB data_from_iqfeed.csv 755KB dollar_imbalance.csv 682KB data_ema_imbalance_bar.csv 529KB time-bar.py 3KB etl.py 2KB create_bars.py 8KB __init__.py 21B
requirements.txt 15B triple_barrier.py 15KB sampling.ipynb 6KB tests standard_bars_test.py 2KB __init__.py 174B context.py 0B labeling __init__.py 136B labeling.py 6KB multi_processing.py 5KB __init__.py 452B sampling sampling.py 2KB generator.py 250B __init__.py 0B bootstrapping.py 2KB sample_weights.py 2KB portfolio optimization returns_estimation.py 2KB __init__.py 0B risk_kit.py 3KB filters __init__.py 0B filter.py 728B utils utils.py 988B __init__.py 0B financial data structures standard_bars.py 3KB __init__.py 180B test_environment.py 632B tox.ini 50B LICENSE 1KB requirements.txt 103B setup.py 296B .gitignore 996B Makefile 5KB README.md 3KB notebooks data sample_dollar_bars.csv 755KB tick_bars.csv 2.99MB
ES_Trades.zip 11.93MB dollar_bars.csv 1.76MB eur_usd.csv 47KB volume_bars.csv 2.12MB labeling meta_labeling.ipynb 343KB bar_creation.ipynb 0B README.md 803B __init__.py 0B README.md 531B .vscode settings.json 132B资源评论
