[DDG-DA] Update crowd-sourced data results #1405
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you-n-g
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Dec 30, 2022
| - The rolling time intervals are set to 20 trading days. | ||
| - The test rolling periods are from January 2017 to August 2020. | ||
| ### Crowd Sourced Data | ||
| Here is the [crowd sourced version of qlib data](data_collector/crowd_source/README.md): https://github.com/chenditc/investment_data/releases |
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Please add the reason why Qlib's public data is not used and this data-source is preferred.
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The Yahoo version of qlib data does not contain VWAP, so all related factors are missing and filled with 0, which leads to a singular matrix and makes lower-level optimization of DDG-DA can not be solved.
you-n-g
reviewed
Dec 30, 2022
|
Please merge main branch to fix the CI. The CI issue has been fixed in #1398 |
qianyun210603
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Mar 23, 2023
* [DDG-DA] Update crowd-sourced data experiments * Remove internal data version * Modify README
qianyun210603
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Mar 23, 2023
* [DDG-DA] Update crowd-sourced data experiments * Remove internal data version * Modify README
qianyun210603
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to qianyun210603/qlib
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Mar 23, 2023
* [DDG-DA] Update crowd-sourced data experiments * Remove internal data version * Modify README
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[DDG-DA] Update crowd-sourced data results
Description
Updating the experiment results on crowd-sourced data.
Types of changes