├── .gitignore ├── .pre-commit-config.yaml ├── LICENSE ├── README.md ├── README.zh.md ├── assets └── trials.jpg ├── poetry.lock ├── train_trials.sh ├── trials ├── __init__.py ├── data │ ├── CIS │ │ ├── test_rolling_1.csv │ │ ├── train_rolling_1.csv │ │ └── valid_rolling_1.csv │ └── U.S.S&P500 │ │ ├── test_rolling_1.csv │ │ ├── train_rolling_1.csv │ │ └── valid_rolling_1.csv ├── evaluation │ ├── asset_attention.py │ ├── pair_probability.py │ └── temporal_attention.py ├── networks │ ├── __init__.py │ ├── callbacks.py │ ├── constant.py │ ├── distributions.py │ ├── env.py │ ├── feature_extractor.py │ └── policy_network.py ├── preprocess │ ├── U.S.SP500-selected.py │ ├── __init__.py │ ├── random_stocks_selected.py │ └── rolling.py └── scripts │ ├── __init__.py │ ├── cointegration_rein.py │ ├── eval_cointegration.py │ ├── select_pairs.py │ ├── test_indicators.py │ ├── train_trials.py │ └── util.py └── trials_sweep.yaml /.gitignore: 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