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Dr.李
alpha-mind
Commits
6a251d41
Commit
6a251d41
authored
Mar 12, 2020
by
Dr.李
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fixed conflict
parents
619c8a8f
bbb2ef19
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8 changed files
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32 additions
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53 deletions
+32
-53
models.py
alphamind/data/dbmodel/models.py
+1
-1
Example 14 - Deep Learning Model Prediction - Tensorflow Application.ipynb
... Learning Model Prediction - Tensorflow Application.ipynb
+18
-2
Example 2 - Strategy Analysis.ipynb
notebooks/Example 2 - Strategy Analysis.ipynb
+1
-1
Example 3 - Multi Weight Gap Comparison.ipynb
notebooks/Example 3 - Multi Weight Gap Comparison.ipynb
+1
-1
Example 4 - Single Factor Analysis.ipynb
notebooks/Example 4 - Single Factor Analysis.ipynb
+1
-1
Example 5 - Style Factor Analysis.ipynb
notebooks/Example 5 - Style Factor Analysis.ipynb
+1
-1
Example 6 - Target Volatility Builder.ipynb
notebooks/Example 6 - Target Volatility Builder.ipynb
+1
-1
Quick Start 7 - Single Factor IC Analysis.ipynb
notebooks/Quick Start 7 - Single Factor IC Analysis.ipynb
+8
-45
No files found.
alphamind/data/dbmodel/models.py
View file @
6a251d41
...
@@ -1031,5 +1031,5 @@ class IndexMarket(Base):
...
@@ -1031,5 +1031,5 @@ class IndexMarket(Base):
if
__name__
==
'__main__'
:
if
__name__
==
'__main__'
:
from
sqlalchemy
import
create_engine
from
sqlalchemy
import
create_engine
engine
=
create_engine
(
'postgresql+psycopg2://
postgres:we083826@101.132.104.118
/alpha'
)
engine
=
create_engine
(
'postgresql+psycopg2://
alpha:alpha@180.166.26.82:8890
/alpha'
)
Base
.
metadata
.
create_all
(
engine
)
Base
.
metadata
.
create_all
(
engine
)
notebooks/Example 14 - Deep Learning Model Prediction - Tensorflow Application.ipynb
View file @
6a251d41
...
@@ -237,9 +237,25 @@
...
@@ -237,9 +237,25 @@
},
},
{
{
"cell_type": "code",
"cell_type": "code",
"execution_count":
null
,
"execution_count":
27
,
"metadata": {},
"metadata": {},
"outputs": [],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Optimization finished ......\n",
"Training cost = 0.06224982067942619, W = [[ 0.6762214 ]\n",
" [ 0.40109447]\n",
" [-0.4262993 ]\n",
" [ 0.28896013]], b = 0.014891502447426319\n",
"\n",
"Sklearn Regression Testing IC: 0.9434\n",
"Tensorflow Regression Testing IC: 0.9242\n",
"Wall time: 3min 26s\n"
]
}
],
"source": [
"source": [
"%%time \n",
"%%time \n",
"\n",
"\n",
...
...
notebooks/Example 2 - Strategy Analysis.ipynb
View file @
6a251d41
...
@@ -273,7 +273,7 @@
...
@@ -273,7 +273,7 @@
"name": "python",
"name": "python",
"nbconvert_exporter": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"pygments_lexer": "ipython3",
"version": "3.
6.8
"
"version": "3.
7.3
"
},
},
"varInspector": {
"varInspector": {
"cols": {
"cols": {
...
...
notebooks/Example 3 - Multi Weight Gap Comparison.ipynb
View file @
6a251d41
...
@@ -548,7 +548,7 @@
...
@@ -548,7 +548,7 @@
"name": "python",
"name": "python",
"nbconvert_exporter": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"pygments_lexer": "ipython3",
"version": "3.
6.8
"
"version": "3.
7.3
"
},
},
"varInspector": {
"varInspector": {
"cols": {
"cols": {
...
...
notebooks/Example 4 - Single Factor Analysis.ipynb
View file @
6a251d41
...
@@ -292,7 +292,7 @@
...
@@ -292,7 +292,7 @@
"name": "python",
"name": "python",
"nbconvert_exporter": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"pygments_lexer": "ipython3",
"version": "3.
6.8
"
"version": "3.
7.3
"
},
},
"varInspector": {
"varInspector": {
"cols": {
"cols": {
...
...
notebooks/Example 5 - Style Factor Analysis.ipynb
View file @
6a251d41
...
@@ -383,7 +383,7 @@
...
@@ -383,7 +383,7 @@
"name": "python",
"name": "python",
"nbconvert_exporter": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"pygments_lexer": "ipython3",
"version": "3.
6.8
"
"version": "3.
7.3
"
},
},
"varInspector": {
"varInspector": {
"cols": {
"cols": {
...
...
notebooks/Example 6 - Target Volatility Builder.ipynb
View file @
6a251d41
...
@@ -382,7 +382,7 @@
...
@@ -382,7 +382,7 @@
"name": "python",
"name": "python",
"nbconvert_exporter": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"pygments_lexer": "ipython3",
"version": "3.
6.8
"
"version": "3.
7.3
"
},
},
"varInspector": {
"varInspector": {
"cols": {
"cols": {
...
...
notebooks/Quick Start 7 - Single Factor IC Analysis.ipynb
View file @
6a251d41
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