The complete data processing flow and training process will be released in the future
You should install the corresponding version of qlib using the following command DFT: A Dual-branch Framework of Fluctuation and Trend for Stock Price Prediction[https://arxiv.org/abs/2411.06065]
git clone https://github.com/SJTU-Quant/qlib.git
cd qlib
pip install .
Since the dataset is too large, we uploaded a test sub-dataset and a model parameter.
You can directly run python test_model_DFT.py
to get the test results.
Based on https://github.com/caozhiy/MATCC https://github.com/SJTU-DMTai/MASTER