feat: add dual-model workflow notebook with LGBModel and ALSTM#2203
Open
chenminghui1 wants to merge 1 commit intomicrosoft:mainfrom
Open
feat: add dual-model workflow notebook with LGBModel and ALSTM#2203chenminghui1 wants to merge 1 commit intomicrosoft:mainfrom
chenminghui1 wants to merge 1 commit intomicrosoft:mainfrom
Conversation
Add examples/my_workflow_visual.ipynb demonstrating a complete quant research pipeline with LGBModel + ALSTM side-by-side comparison: - Dynamic date cutoff (3 PM rule: after market close uses today, otherwise yesterday) - Dual model training and prediction (LGBModel with Alpha158, ALSTM with Alpha360) - Dual backtest comparison with cumulative return curves - Auto-selects best-performing model for final stock recommendations - Chinese font support for matplotlib charts Also removes the *.ipynb gitignore rule so notebooks can be tracked. Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
|
@chenminghui1 please read the following Contributor License Agreement(CLA). If you agree with the CLA, please reply with the following information.
Contributor License AgreementContribution License AgreementThis Contribution License Agreement (“Agreement”) is agreed to by the party signing below (“You”),
|
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Summary
examples/my_workflow_visual.ipynbdemonstrating a complete quantitative research pipeline with LGBModel + ALSTM side-by-side comparison*.ipynbfrom.gitignoreso notebooks can be tracked in version controlNotebook features
Files changed
examples/my_workflow_visual.ipynb.gitignore*.ipynbrule to allow notebook trackingqlib/backtest/exchange.pyTest plan
🤖 Generated with Claude Code