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训练Transformer模型用于量化交易预测股票

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Name		Name	Last commit message	Last commit date
Latest commit History 22 Commits
.gitignore		.gitignore
IC.py		IC.py
MyTransformer.py		MyTransformer.py
MyTransformer_softmax.py		MyTransformer_softmax.py
README.md		README.md
Transformer.py		Transformer.py
main.py		main.py
main_softmax.py		main_softmax.py
metrics.py		metrics.py
sharp.py		sharp.py
symbol.py		symbol.py

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项目架构

Transformer.py: transformer模型
PVOTransformer.py: PVO类,继承自Transformer类
main.py: 主函数
IC.py: 计算ic值
sharp.py: 计算夏普值
symbol.py: 处理标签
metrics: 计算指标并处理
main_softmax: 适应添加了softmax层的模型
MyTransformer_softmax: 添加了softmax层

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训练Transformer模型用于量化交易预测股票

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