├── .github └── workflows │ └── blank.yml ├── .gitignore ├── .gitmodules ├── LICENSE ├── README.md ├── __init__.py └── src ├── __init__.py ├── conf ├── __init__.py ├── configuration.py └── models.py ├── data ├── .DS_Store ├── __init__.py ├── dataprepare │ ├── __init__.py │ ├── adjust_trade_date.py │ └── stock_pool.py ├── dataprocess │ ├── __init__.py │ ├── datasp.py │ ├── notebooks │ │ ├── __init__.py │ │ ├── data_analysis.ipynb │ │ ├── fetch_factor_and_analysis.ipynb │ │ ├── training_sample_prepare.ipynb │ │ └── zz500_return_cal.ipynb │ └── read_data.py ├── dataset │ └── __init__.py └── engines │ ├── __init__.py │ ├── model.py │ └── sqlengine.py ├── models ├── __init__.py ├── bi_lstm │ ├── __init__.py │ ├── args.py │ ├── graph.py │ ├── predict.py │ └── train.py ├── d1_bi_lstm.py ├── d2_text_cnn.py ├── libsvm │ ├── COPYRIGHT │ ├── FAQ.html │ ├── Makefile │ ├── Makefile.win │ ├── README │ ├── __init__.py │ ├── heart_scale │ ├── java │ │ ├── Makefile │ │ ├── libsvm.jar │ │ ├── libsvm │ │ │ ├── svm.java │ │ │ ├── svm.m4 │ │ │ ├── svm_model.java │ │ │ ├── svm_node.java │ │ │ ├── svm_parameter.java │ │ │ ├── svm_print_interface.java │ │ │ └── svm_problem.java │ │ ├── svm_predict.java │ │ ├── svm_scale.java │ │ ├── svm_toy.java │ │ ├── svm_train.java │ │ └── test_applet.html │ ├── matlab │ │ ├── Makefile │ │ ├── README │ │ ├── libsvmread.c │ │ ├── libsvmwrite.c │ │ ├── make.m │ │ ├── svm_model_matlab.c │ │ ├── svm_model_matlab.h │ │ ├── svmpredict.c │ │ └── svmtrain.c │ ├── python │ │ ├── Makefile │ │ ├── README │ │ ├── __init__.py │ │ ├── commonutil.py │ │ ├── svm.py │ │ └── svmutil.py │ ├── svm-predict.c │ ├── svm-scale.c │ ├── svm-toy │ │ ├── qt │ │ │ ├── Makefile │ │ │ └── svm-toy.cpp │ │ └── windows │ │ │ └── svm-toy.cpp │ ├── svm-train.c │ ├── svm.cpp │ ├── svm.def │ ├── svm.h │ ├── svm.o │ ├── tools │ │ ├── README │ │ ├── __init__.py │ │ ├── checkdata.py │ │ ├── easy.py │ │ ├── grid.py │ │ └── subset.py │ └── windows │ │ ├── libsvm.dll │ │ ├── libsvmread.mexw64 │ │ ├── libsvmwrite.mexw64 │ │ ├── svm-predict.exe │ │ ├── svm-scale.exe │ │ ├── svm-toy.exe │ │ ├── svm-train.exe │ │ ├── svmpredict.mexw64 │ │ └── svmtrain.mexw64 ├── m1_xgb.py ├── m2_lgb.py └── m3_svm.py ├── optimization ├── __init__.py ├── bayesopt │ ├── __init__.py │ ├── bayes_optimization.py │ ├── bayes_optimization_base.py │ ├── bayes_optimization_lgb.py │ └── bayes_optimization_xgb.py ├── hyperopt │ ├── __init__.py │ ├── demo.py │ └── svm_opt.py └── xgb_grid_search.py ├── stacking ├── __init__.py ├── factor_store.py ├── feature_list.py ├── lgb_apmd_bk.py ├── log │ ├── m1_xgboost.log.2019-11-21 │ ├── m1_xgboost.log.2019-11-22 │ └── m1_xgboost.log.2019-11-25 ├── notebooks │ ├── __init__.py │ ├── cross_section │ │ ├── RealOperation │ │ │ ├── .ipynb_checkpoints │ │ │ │ ├── record_analysis-checkpoint.ipynb │ │ │ │ ├── run_realtime-checkpoint.ipynb │ │ │ │ ├── run_realtime_analysis-checkpoint.ipynb │ │ │ │ ├── run_realtime_analysis_every_day-checkpoint.ipynb │ │ │ │ ├── run_realtime_analysis_test-checkpoint.ipynb │ │ │ │ └── zz800_run_realtime-checkpoint.ipynb │ │ │ ├── 800st │ │ │ │ ├── 800-base-2019-12-24.csv │ │ │ │ ├── 800-base-2019-12-25.csv │ │ │ │ ├── 800-base-2019-12-26.csv │ │ │ │ ├── 800-base-2019-12-27.csv │ │ │ │ ├── 800base2019-12-24.csv │ │ │ │ └── real_tune_record_without_alpha.db │ │ │ ├── logJsonFile.json │ │ │ ├── record_analysis.ipynb │ │ │ ├── run_realtime.ipynb │ │ │ ├── run_realtime_analysis.ipynb │ │ │ ├── run_realtime_analysis_every_day.ipynb │ │ │ ├── run_realtime_analysis_test.ipynb │ │ │ ├── s1 │ │ │ │ ├── base2019-12-21.csv │ │ │ │ ├── base2019-12-27.csv │ │ │ │ ├── base20191219.csv │ │ │ │ ├── base2020-01-03.csv │ │ │ │ ├── base2020-01-10.csv │ │ │ │ ├── base_2020-01-20.csv │ │ │ │ ├── base_2020-02-03.csv │ │ │ │ ├── base_2020-02-10.csv │ │ │ │ ├── base_2020-02-17.csv │ │ │ │ ├── base_2020-02-24.csv │ │ │ │ ├── logFile.txt │ │ │ │ ├── real_tune_record_without_alpha.db │ │ │ │ ├── real_tune_record_without_alpha_back.db │ │ │ │ └── trade_date │ │ │ ├── s2 │ │ │ │ ├── base2019-12-23.csv │ │ │ │ ├── base2019-12-30.csv │ │ │ │ ├── base2020-01-06.csv │ │ │ │ ├── base2020-01-14.csv │ │ │ │ ├── base_2020-01-21.csv │ │ │ │ ├── base_2020-02-04.csv │ │ │ │ ├── base_2020-02-11.csv │ │ │ │ ├── base_2020-02-18.csv │ │ │ │ ├── real_tune_record_without_alpha.db │ │ │ │ └── real_tune_record_without_alpha_back.db │ │ │ ├── s3 │ │ │ │ ├── base2019-12-24.csv │ │ │ │ ├── base2020-01-07.csv │ │ │ │ ├── base_2020-01-15.csv │ │ │ │ ├── base_2020-01-22.csv │ │ │ │ ├── base_2020-02-05.csv │ │ │ │ ├── base_2020-02-12.csv │ │ │ │ ├── base_2020-02-19.csv │ │ │ │ ├── real_tune_record_without_alpha.db │ │ │ │ └── real_tune_record_without_alpha_back.db │ │ │ ├── s4 │ │ │ │ ├── base2019-12-04.csv │ │ │ │ ├── base2019-12-11.csv │ │ │ │ ├── base2019-12-18.csv │ │ │ │ ├── base2019-12-25.csv │ │ │ │ ├── base2019-12-31.csv │ │ │ │ ├── base2020-01-02.csv │ │ │ │ ├── base2020-01-08.csv │ │ │ │ ├── base_2020-01-16.csv │ │ │ │ ├── base_2020-01-23.csv │ │ │ │ ├── base_2020-02-03.csv │ │ │ │ ├── base_2020-02-06.csv │ │ │ │ ├── base_2020-02-13.csv │ │ │ │ ├── base_2020-02-20.csv │ │ │ │ ├── real_tune_record_without_alpha.db │ │ │ │ └── real_tune_record_without_alpha_back.db │ │ │ ├── s5 │ │ │ │ ├── base2019-12-19.csv │ │ │ │ ├── base2019-12-26.csv │ │ │ │ ├── base2020-01-02.csv │ │ │ │ ├── base2020-01-09.csv │ │ │ │ ├── base_2020-01-17.csv │ │ │ │ ├── base_2020-02-07.csv │ │ │ │ ├── base_2020-02-10.csv │ │ │ │ ├── base_2020-02-14.csv │ │ │ │ ├── base_2020-02-21.csv │ │ │ │ ├── real_tune_record_without_alpha.db │ │ │ │ └── real_tune_record_without_alpha_back.db │ │ │ ├── s_1 │ │ │ │ ├── every_day_2019-12-27.csv │ │ │ │ ├── every_day_2019-12-30.csv │ │ │ │ ├── every_day_2019-12-31.csv │ │ │ │ ├── every_day_2020-01-02.csv │ │ │ │ ├── every_day_2020-01-03.csv │ │ │ │ ├── every_day_2020-01-06.csv │ │ │ │ ├── every_day_2020-01-07.csv │ │ │ │ ├── every_day_2020-01-08.csv │ │ │ │ ├── every_day_2020-01-09.csv │ │ │ │ ├── every_day_2020-01-10.csv │ │ │ │ ├── every_day_2020-01-14.csv │ │ │ │ ├── every_day_2020-01-15.csv │ │ │ │ ├── every_day_2020-01-16.csv │ │ │ │ ├── every_day_2020-01-17.csv │ │ │ │ ├── every_day_2020-01-20.csv │ │ │ │ ├── every_day_2020-01-21.csv │ │ │ │ ├── every_day_2020-01-22.csv │ │ │ │ ├── every_day_2020-01-23.csv │ │ │ │ ├── every_day_2020-02-03.csv │ │ │ │ ├── every_day_2020-02-04.csv │ │ │ │ ├── every_day_2020-02-05.csv │ │ │ │ ├── every_day_2020-02-06.csv │ │ │ │ ├── every_day_2020-02-07.csv │ │ │ │ ├── every_day_2020-02-10.csv │ │ │ │ ├── every_day_2020-02-11.csv │ │ │ │ ├── every_day_2020-02-12.csv │ │ │ │ ├── every_day_2020-02-13.csv │ │ │ │ ├── every_day_2020-02-14.csv │ │ │ │ ├── every_day_2020-02-17.csv │ │ │ │ ├── every_day_2020-02-18.csv │ │ │ │ ├── every_day_2020-02-19.csv │ │ │ │ ├── every_day_2020-02-20.csv │ │ │ │ ├── every_day_2020-02-21.csv │ │ │ │ ├── logFile.txt │ │ │ │ ├── real_tune_record_without_alpha.db │ │ │ │ └── real_tune_record_without_alpha_back.db │ │ │ ├── st │ │ │ │ ├── base2020-01-09.csv │ │ │ │ ├── base2020-01-10.csv │ │ │ │ ├── real_tune_record_without_alpha.db │ │ │ │ └── real_tune_record_without_alpha_1.db │ │ │ └── zz800_run_realtime.ipynb │ │ ├── __init__.py │ │ ├── echarts.ipynb │ │ ├── factor_analysis.ipynb │ │ ├── fine_tuning │ │ │ ├── xgb_params_fine_tuning (1).ipynb │ │ │ └── xgb_params_fine_tuning.ipynb │ │ ├── real_tune_record.db │ │ ├── rolling_backtest │ │ │ ├── alphamind_machine_learning_backtest (1).ipynb │ │ │ ├── alphamind_machine_learning_backtest-Copy1.ipynb │ │ │ ├── alphamind_machine_learning_backtest.ipynb │ │ │ ├── backtest_record.ipynb │ │ │ ├── factor_backtest_example.ipynb │ │ │ ├── rqalpha_backtest-li.ipynb │ │ │ ├── rqalpha_backtest.ipynb │ │ │ ├── xgb-alphamind.ipynb │ │ │ ├── xgb_apmd_bk_1-GPU.ipynb │ │ │ ├── xgb_apmd_bk_1.ipynb │ │ │ ├── xgb_apmd_bk_10.ipynb │ │ │ ├── xgb_apmd_bk_11.ipynb │ │ │ ├── xgb_apmd_bk_12.ipynb │ │ │ ├── xgb_apmd_bk_12_gpu.ipynb │ │ │ ├── xgb_apmd_bk_12_gpu_test2.ipynb │ │ │ ├── xgb_apmd_bk_13.ipynb │ │ │ ├── xgb_apmd_bk_13_gpu.ipynb │ │ │ ├── xgb_apmd_bk_14.ipynb │ │ │ ├── xgb_apmd_bk_14_gpu.ipynb │ │ │ ├── xgb_apmd_bk_15.ipynb │ │ │ ├── xgb_apmd_bk_15_gpu.ipynb │ │ │ ├── xgb_apmd_bk_16-GPU-Copy1.ipynb │ │ │ ├── xgb_apmd_bk_16-GPU.ipynb │ │ │ ├── xgb_apmd_bk_17-Copy1.ipynb │ │ │ ├── xgb_apmd_bk_17.ipynb │ │ │ ├── xgb_apmd_bk_2.1.ipynb │ │ │ ├── xgb_apmd_bk_2.ipynb │ │ │ ├── xgb_apmd_bk_3.1.ipynb │ │ │ ├── xgb_apmd_bk_3.ipynb │ │ │ ├── xgb_apmd_bk_4.1.ipynb │ │ │ ├── xgb_apmd_bk_4.ipynb │ │ │ ├── xgb_apmd_bk_5.ipynb │ │ │ ├── xgb_apmd_bk_6.ipynb │ │ │ ├── xgb_apmd_bk_7-GPU.ipynb │ │ │ ├── xgb_apmd_bk_7.ipynb │ │ │ ├── xgb_apmd_bk_8.ipynb │ │ │ └── xgb_apmd_bk_9.ipynb │ │ ├── web_request.ipynb │ │ ├── xgb_apmd_bk_18.ipynb │ │ ├── xgb_apmd_bk_18_gpu.ipynb │ │ └── xgb_apmd_bk_19.ipynb │ ├── factor_backtest_example.ipynb │ ├── generator .ipynb │ ├── jobs_alphamind.ipynb │ ├── log │ │ ├── BayesOptimizationXGBoost.log.2019-12-16 │ │ ├── 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