add autodl

AutoDL-Projects/scripts/trade/baseline.sh

@@ -0,0 +1,25 @@
+#!/bin/bash
+#
+# bash scripts/trade/baseline.sh 0 csi300
+# bash scripts/trade/baseline.sh 1 csi100
+# bash scripts/trade/baseline.sh 1 all
+#
+set -e
+echo script name: $0
+echo $# arguments
+
+if [ "$#" -ne 2 ] ;then
+  echo "Input illegal number of parameters " $#
+  exit 1
+fi
+
+gpu=$1
+market=$2
+
+# algorithms="NAIVE-V1 NAIVE-V2 MLP GRU LSTM ALSTM XGBoost LightGBM SFM TabNet DoubleE"
+algorithms="XGBoost LightGBM SFM TabNet DoubleE"
+
+for alg in ${algorithms}
+do
+  python exps/trading/baselines.py --alg ${alg} --gpu ${gpu} --market ${market}
+done

AutoDL-Projects/scripts/trade/tsf-all.sh

@@ -0,0 +1,34 @@
+#!/bin/bash
+#
+# bash scripts/trade/tsf-all.sh 0 csi300 0_0
+# bash scripts/trade/tsf-all.sh 0 csi300 0.1_0
+# bash scripts/trade/tsf-all.sh 1 all    
+#
+set -e
+echo script name: $0
+echo $# arguments
+
+if [ "$#" -ne 3 ] ;then
+  echo "Input illegal number of parameters " $#
+  exit 1
+fi
+
+gpu=$1
+market=$2
+drop=$3
+
+channels="6 12 24 32 48 64"
+#depths="1 2 3 4 5 6 7 8"
+
+for channel in ${channels}
+do
+    python exps/trading/baselines.py --alg TSF-1x${channel}-drop${drop} \
+	    				   TSF-2x${channel}-drop${drop} \
+					   TSF-3x${channel}-drop${drop} \
+					   TSF-4x${channel}-drop${drop} \
+					   TSF-5x${channel}-drop${drop} \
+					   TSF-6x${channel}-drop${drop} \
+					   TSF-7x${channel}-drop${drop} \
+					   TSF-8x${channel}-drop${drop} \
+		                     --gpu ${gpu} --market ${market} --shared_dataset True
+done

AutoDL-Projects/scripts/trade/tsf-time.sh

@@ -0,0 +1,26 @@
+#!/bin/bash
+#
+# bash scripts/trade/tsf-time.sh 0 csi300 TSF-2x24-drop0_0
+# bash scripts/trade/tsf-time.sh 1 csi100
+# bash scripts/trade/tsf-time.sh 1 all
+#
+set -e
+echo script name: $0
+echo $# arguments
+
+if [ "$#" -ne 3 ] ;then
+  echo "Input illegal number of parameters " $#
+  exit 1
+fi
+
+gpu=$1
+market=$2
+base=$3
+xtimes="2008-01-01 2008-07-01 2009-01-01 2009-07-01 2010-01-01 2011-01-01 2012-01-01 2013-01-01"
+
+for xtime in ${xtimes}
+do
+
+  python exps/trading/baselines.py --alg ${base}s${xtime} --gpu ${gpu} --market ${market} --shared_dataset False
+
+done

AutoDL-Projects/scripts/trade/tsf.sh

@@ -0,0 +1,29 @@
+#!/bin/bash
+#
+# bash scripts/trade/tsf.sh 0 csi300 3 0_0
+# bash scripts/trade/tsf.sh 0 csi300 3 0.1_0
+# bash scripts/trade/tsf.sh 1 csi100 3 0.2_0
+# bash scripts/trade/tsf.sh 1 all    3 0.1_0
+#
+set -e
+echo script name: $0
+echo $# arguments
+
+if [ "$#" -ne 4 ] ;then
+  echo "Input illegal number of parameters " $#
+  exit 1
+fi
+
+gpu=$1
+market=$2
+depth=$3
+drop=$4
+
+channels="6 12 24 32 48 64"
+
+for channel in ${channels}
+do
+
+  python exps/trading/baselines.py --alg TSF-${depth}x${channel}-drop${drop} --gpu ${gpu} --market ${market}
+
+done