├── .gitignore ├── README.md ├── backtest.ipynb ├── backtest.png ├── backtest_plotly ├── backtest_20_158.png ├── backtest_48_158.png ├── backtest_60_158.png └── readme.md ├── best_models └── readme.md ├── data ├── make_dataset.py └── readme.md ├── dataset.py ├── main.py ├── module.py ├── scores ├── free20_20_True_False_158_20.csv ├── free48_48_True_False_158_48.csv ├── free60_60_True_False_158_60.csv └── readme.md ├── train_model.py └── utils.py /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/x7jeon8gi/FactorVAE/HEAD/.gitignore -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/x7jeon8gi/FactorVAE/HEAD/README.md -------------------------------------------------------------------------------- /backtest.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/x7jeon8gi/FactorVAE/HEAD/backtest.ipynb -------------------------------------------------------------------------------- /backtest.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/x7jeon8gi/FactorVAE/HEAD/backtest.png -------------------------------------------------------------------------------- /backtest_plotly/backtest_20_158.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/x7jeon8gi/FactorVAE/HEAD/backtest_plotly/backtest_20_158.png -------------------------------------------------------------------------------- /backtest_plotly/backtest_48_158.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/x7jeon8gi/FactorVAE/HEAD/backtest_plotly/backtest_48_158.png -------------------------------------------------------------------------------- /backtest_plotly/backtest_60_158.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/x7jeon8gi/FactorVAE/HEAD/backtest_plotly/backtest_60_158.png -------------------------------------------------------------------------------- /backtest_plotly/readme.md: -------------------------------------------------------------------------------- 1 | Backtest visualization with Qlib libraries 2 | -------------------------------------------------------------------------------- /best_models/readme.md: -------------------------------------------------------------------------------- 1 | . 2 | -------------------------------------------------------------------------------- /data/make_dataset.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/x7jeon8gi/FactorVAE/HEAD/data/make_dataset.py -------------------------------------------------------------------------------- /data/readme.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/x7jeon8gi/FactorVAE/HEAD/data/readme.md -------------------------------------------------------------------------------- /dataset.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/x7jeon8gi/FactorVAE/HEAD/dataset.py -------------------------------------------------------------------------------- /main.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/x7jeon8gi/FactorVAE/HEAD/main.py -------------------------------------------------------------------------------- /module.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/x7jeon8gi/FactorVAE/HEAD/module.py -------------------------------------------------------------------------------- /scores/free20_20_True_False_158_20.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/x7jeon8gi/FactorVAE/HEAD/scores/free20_20_True_False_158_20.csv -------------------------------------------------------------------------------- /scores/free48_48_True_False_158_48.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/x7jeon8gi/FactorVAE/HEAD/scores/free48_48_True_False_158_48.csv -------------------------------------------------------------------------------- /scores/free60_60_True_False_158_60.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/x7jeon8gi/FactorVAE/HEAD/scores/free60_60_True_False_158_60.csv -------------------------------------------------------------------------------- /scores/readme.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/x7jeon8gi/FactorVAE/HEAD/scores/readme.md -------------------------------------------------------------------------------- /train_model.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/x7jeon8gi/FactorVAE/HEAD/train_model.py -------------------------------------------------------------------------------- /utils.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/x7jeon8gi/FactorVAE/HEAD/utils.py --------------------------------------------------------------------------------