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Tags: proccl/quantforecast
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Release v1.1.1: Classification model with rolling predictions Key features: - Classification model with prob_up output - Rolling prediction (5 historical -> 5 future days) - Walk-forward CV optimization - Strategy parameter optimization - Data visualization with confusion matrix
Release v1.0.0 - Stable PatchTST Quantitative Trading System Features: - PatchTST Transformer model for stock prediction - Feature scaling fix (price normalization + log transform) - Bayesian hyperparameter optimization (Optuna) - Complete backtesting with risk metrics - Dark theme visualization - Xiaomi (1810.HK) real data support Performance (backtest): - Strategy return: -15.60% - Buy & hold: -9.03% - Sharpe ratio: -3.58 - Win rate: 12.5%