option_future_research

This repo will focus on hf factor research, clf/reg model research, and backtester for T0 strategy. Structures: - conf: conf file - global: global define across the projects - cache: some historical tick mkt data for testing purpose - research: factor and model research, mainly focus on tick model for short-terms prediction,e.g. 5s,10s - results: model evaluation results and backtesting results for strategy - strategy: strategies are kept here. To create a new strategy, you need to define a new signal class which inherit from base class Signal