├── .gitignore ├── LICENSE ├── README.md ├── alphagen ├── config.py ├── data │ ├── calculator.py │ ├── expression.py │ ├── tokens.py │ └── tree.py ├── models │ ├── alpha_pool.py │ └── model.py ├── rl │ ├── env │ │ ├── core.py │ │ └── wrapper.py │ └── policy.py ├── trade │ ├── base.py │ └── strategy.py └── utils │ ├── __init__.py │ ├── correlation.py │ ├── pytorch_utils.py │ └── random.py ├── alphagen_qlib ├── calculator.py ├── stock_data.py ├── strategy.py └── utils.py ├── alphaqcm_env.yml ├── data_collection ├── fetch_baostock_data.py └── qlib_dump_bin.py ├── fqf_iqn_qrdqn ├── __init__.py ├── agent │ ├── __init__.py │ ├── base_agent.py │ ├── fqcm_agent.py │ ├── fqf_agent.py │ ├── iqcm_agent.py │ ├── iqn_agent.py │ ├── qrdqn_agent.py │ └── qrqcm_agent.py ├── env.py ├── memory │ ├── __init__.py │ ├── base.py │ ├── per.py │ └── segment_tree.py ├── model │ ├── __init__.py │ ├── alpha_fqf.py │ ├── alpha_iqn.py │ ├── alpha_qrdqn.py │ ├── base_model.py │ ├── fqf.py │ ├── iqn.py │ ├── mean.py │ └── qrdqn.py ├── network.py └── utils.py ├── qcm_config ├── fqf.yaml ├── iqn.yaml └── qrdqn.yaml ├── train_drl_csi300.py ├── train_qcm.py ├── train_qcm_csi300.py └── train_qcm_csi500.py /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ZhuZhouFan/AlphaQCM/HEAD/.gitignore -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ZhuZhouFan/AlphaQCM/HEAD/LICENSE -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ZhuZhouFan/AlphaQCM/HEAD/README.md -------------------------------------------------------------------------------- /alphagen/config.py: 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