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Code Activity

Support Point-in-time Data Operation (#343)

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* add period ops class

* black format

* add pit data read

* fix bug in period ops

* update ops runnable

* update PIT test example

* black format

* update PIT test

* update tets_PIT

* update code format

* add check_feature_exist

* black format

* optimize the PIT Algorithm

* fix bug

* update example

* update test_PIT name

* add pit collector

* black format

* fix bugs

* fix try

* fix bug & add dump_pit.py

* Successfully run and understand PIT

* Add some docs and remove a bug

* mv crypto collector

* black format

* Run succesfully after merging master

* Pass test and fix code

* remove useless PIT code

* fix PYlint

* Rename

Co-authored-by: Young <afe.young@gmail.com>
This commit is contained in:
bxdd
2022-03-10 14:27:52 +08:00
committed by GitHub
parent 3a911bc09b
commit faa99f30fa
19 changed files with 1459 additions and 141 deletions
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README.md
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@@ -11,6 +11,8 @@
Recent released features
| Feature | Status |
| -- | ------ |
| Point-in-Time database | :hammer: [Rleased](https://github.com/microsoft/qlib/pull/343) on Mar 10, 2022 |
| Arctic Provider Backend & Orderbook data example | :hammer: [Rleased](https://github.com/microsoft/qlib/pull/744) on Jan 17, 2022 |
| Arctic Provider Backend & Orderbook data example | :hammer: [Rleased](https://github.com/microsoft/qlib/pull/744) on Jan 17, 2022 |
| Meta-Learning-based framework & DDG-DA | :chart_with_upwards_trend: :hammer: [Released](https://github.com/microsoft/qlib/pull/743) on Jan 10, 2022 |
| Planning-based portfolio optimization | :hammer: [Released](https://github.com/microsoft/qlib/pull/754) on Dec 28, 2021 |
@@ -95,9 +97,8 @@ For more details, please refer to our paper ["Qlib: An AI-oriented Quantitative
# Plans
New features under development(order by estimated release time).
Your feedbacks about the features are very important.
| Feature | Status |
| -- | ------ |
| Point-in-Time database | Under review: https://github.com/microsoft/qlib/pull/343 |
<!-- | Feature | Status | -->
<!-- | -- | ------ | -->
# Framework of Qlib