- 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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