Preliminary framework
mkdir -p $HOME/quant
cd $HOME/quant
git clone [email protected]:suym/quant.git v0.1
./analysis/machinei_learing directory includes tools.py and DL_Package.py, The tools.py contains many useful scripts and machine learning algorithms and The DL_Package.py contains deep learning algorithms.
./job directory includes many model_reg_*.py and model_cla_*.py.
./chk_jobs directory is used to store scripts for checking jobs and backup log files.
./pbs directory is used to store scripts for submitting jobs.
./notebook directory is used to store *.ipynb that records how to use Python, machine learning algorithms and something else.
./get_data directory is used to store scripts for getting data and storing data.
./share directory is used to store some important scripts.
./rqalpha directory is used to store ricequant data and some strategies.