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Update TCTS. #491

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98505c2
Update TCTS README.
Jun 16, 2021
6ac926e
Merge branch 'microsoft:main' into main
lwwang1995 Jun 18, 2021
bd57b88
Update TCTS README.
lwwang1995 Jun 28, 2021
69b35a7
Update TCTS.
Jun 28, 2021
cbd74c6
Update TCTS settings.
Jun 28, 2021
a014585
Update matplotlib version.
lwwang1995 Jun 28, 2021
ceed1db
Update TCTS.
lwwang1995 Jun 29, 2021
8cd628d
Update TCTS.
lwwang1995 Jun 29, 2021
2dc15a0
Update TCTS settings.
lwwang1995 Jun 29, 2021
cd8395f
Update TCTS settings.
Jun 29, 2021
89a3318
Update TCTS.
lwwang1995 Jun 30, 2021
06a9282
Update TCTS
lwwang1995 Jun 30, 2021
e2419d4
Merge branch 'microsoft:main' into main
lwwang1995 Jun 30, 2021
171e32d
Update TCTS.
Jul 1, 2021
9c454df
Update TCTS.
Jul 1, 2021
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Update TCTS.
Jul 1, 2021
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Update TCTS.
Jul 1, 2021
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Update TCTS.
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lewwang committed Jul 1, 2021
commit 9c454dfb978e4db0403825168c4f401dbf143584
2 changes: 2 additions & 0 deletions README.md
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Expand Up @@ -17,6 +17,7 @@ Recent released features
| High-frequency trading example | [Part of code released](https://github.com/microsoft/qlib/pull/227) on Jan 28, 2021 |
| High-frequency data(1min) | [Released](https://github.com/microsoft/qlib/pull/221) on Jan 27, 2021 |
| Tabnet Model | [Released](https://github.com/microsoft/qlib/pull/205) on Jan 22, 2021 |
| TCTS | [Released](https://github.com/microsoft/qlib/pull/489) on July 1, 2021 |

Features released before 2021 are not listed here.

Expand Down Expand Up @@ -288,6 +289,7 @@ Here is a list of models built on `Qlib`.
- [TFT based on tensorflow (Bryan Lim, et al. 2019)](examples/benchmarks/TFT/tft.py)
- [TabNet based on pytorch (Sercan O. Arik, et al. 2019)](qlib/contrib/model/pytorch_tabnet.py)
- [DoubleEnsemble based on LightGBM (Chuheng Zhang, et al. 2020)](qlib/contrib/model/double_ensemble.py)
- [TCTS based on pytorch (Xueqing Wu, et al. 2021)](qlib/contrib/model/pytorch_tcts.py)

Your PR of new Quant models is highly welcomed.

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