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1,532 Commits 46 Branches 26 Tags
backtest_improve
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124 Commits

Author SHA1 Message Date
you-n-g
e99224e5c2 Update benchmark based on new backtest (#634) 
* free random seed

* update model baselines

* more robust for parameters
 2021-10-07 22:57:19 +08:00
Young
873129aa9b update fix CI tests bugs 2021-10-03 14:58:37 +08:00
wangwenxi-handsome
3760a18a8d Merge nested main (#597) 
* MVP for Indian Stocks in qlib using yahooquery

* cleaned with black

* cleaned with black

* add YahooNormalizeIN and YahooNormalizeIN1d

* cleaned the code

* added 1min for IN and also updated readme

* update comments

* fix comments

* recorder support upload both raw file and directory

* fix comments

* Update README.md

* Fix docs of QlibRecorder

* sort index after loader (#538)

make sure the fetch method is based on a index-sorted pd.DataFrame

* refactor online serving rolling api

* refactor TRA

* format by black

* fix horizon

* fix TRA when use single head

* clean up

* improve pretrain

* update README

* fix tra when logdir is None

* fix tra when logdir is None

* Update strategy.py

* Update README.md

* Update README.md

* Conda Suggestion

* code standard docs

* Update ensemble.py (#560)

* Fix CI  Bug (#575)


Co-authored-by: yuxwang <anduinnn@foxmail.com>

* Update gen.py (#576)

* Fix multi-process loop calls (#574)

* check lexsort in the 'lazy_sort_index' function (#566)

* check lexsort

* check lexsort

* lexsort comment

* lexsort comment

* Delete .DS_Store

* Update README.md

* bug fix & use oracle transport pretrain

* mend

* Add `backend_freq_config` parameter, support multi-freq uri

* Add sample_config to QlibDataLoader, support multi-freq

* add multi-freq example

* get_cls_kwargs renamed get_callable_kwargs

* support multi-freq uri

* Add inst_processors to D.features

* Fix typo

* Fix the index type of the multi-freq example

* Fix duplicate mlflow directories in tests

* Add DataPathManager to QlibConfig && modify inst_processors to supports list only

* Modify the default value in the multi_freq example

* Modify client-server mode and dataset-cache to disable inst_processor

* Add wheel package to github CI

* fix comment

* Update FAQ.rst

* Update README.md

Fix wrong link

* Update the docs of TaskManager (#586)

* Update manage.py

* update yaml

* update run_all_model

* Modify the Feature to be case sensitive (#589)

* update README

* remove verbose

* fix spell bug

* fix typos (#592)

* Update Release Note

* fix portfolio bug

* Add calendar support for resample

* add freq kwargs

* test.yml: Remove redundant code (#595)

* Supporting shared processor (#596)

* Supporting shared processor

* fix readonly reverse bug

* remove pytests dependency

* with fit bug

* fix parameter error

* fix comments

* Fix undefined names in Python code (#599)

* Update pytorch_tabnet.py

$ `flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics`
```
./qlib/qlib/contrib/model/pytorch_tabnet.py:567:38: F821 undefined name 'inp'
            self.independ.append(GLU(inp, out_dim, vbs=vbs))
                                     ^
./qlib/examples/model_rolling/task_manager_rolling.py:75:18: F821 undefined name 'task_train'
        run_task(task_train, self.task_pool, experiment_name=self.experiment_name)
                 ^
2     F821 undefined name 'task_train'
2
```

* Fix undefined names in Python code

* from qlib.model.trainer import task_train

* update seed

* fix some docstring

* add comments

* Fix SimpleDatasetCache

* Update setup.py

updated classifiers

* Update setup.py

change to matplotlib==3.3

* Update python-publish.yml

added python 3.9

* updategrade version number

* Update model list

* fix the type of filter_pipe

* fix comment

* fix record_temp

* update cvxpy version

* Update code_standard.rst (#587)

* Update code_standard.rst

* Update docs/developer/code_standard.rst

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* Add file lock for MLflowExpManager (#619)

* fix torch version

* Share version number (#620)

* Update initialization.rst (#622)

* Update initialization.rst

* Update docs/start/initialization.rst

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* Update docs/start/initialization.rst

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* fix bugs for running previous exmaple

* fix deal amount bug

* update change doc (#623)

* Add files via upload

* Update README.md

* Update README.md

* Update README.md

* Delete change doc.gif

* Add files via upload

* Update README.md

* Delete change doc.gif

* Add files via upload

* Delete change doc.gif

* Add files via upload

* Update README.md

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* update doc

* simplify run all model

* fix run all model bug

* Fix Models (#483)

* fix gat dataset

* fix tft model

* Update tft.py

* Fix tft.py

Co-authored-by: Pengrong Zhu <zhu.pengrong@foxmail.com>

* type and skip empty exp

* fix model yaml config

* fix tft import bug

* skip empty result

* fix model and yaml bug

* fix wrong generate parameter

* Modify multi-freq example (#626)

* modify the example of multi-freq

* add Copyright

* add a comment to average_ops.py

* modify the example of multi-freq

* add comment to multi_freq_handler.py

* add the Ref expression description to multi_freq_handler.py

* add expression description to multi_freq_handler.py

* update images

* fix workflow and update framework

Co-authored-by: Gaurav <2796gaurav@gmail.com>
Co-authored-by: 2796gaurav <17353992+2796gaurav@users.noreply.github.com>
Co-authored-by: bxdd <bxd98@126.com>
Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
Co-authored-by: Dong Zhou <Zhou.Dong@microsoft.com>
Co-authored-by: ZhangTP1996 <ztp18@mails.tsinghua.edu.cn>
Co-authored-by: demon143 <59681577+demon143@users.noreply.github.com>
Co-authored-by: Wangwuyi123 <51237097+Wangwuyi123@users.noreply.github.com>
Co-authored-by: yuxwang <anduinnn@foxmail.com>
Co-authored-by: Pengrong Zhu <zhu.pengrong@foxmail.com>
Co-authored-by: Mark Zhao <50850474+markzhao98@users.noreply.github.com>
Co-authored-by: cslwqxx <cslwqxx@users.noreply.github.com>
Co-authored-by: Dong Zhou <evanzd@users.noreply.github.com>
Co-authored-by: SaintMalik <37118134+saintmalik@users.noreply.github.com>
Co-authored-by: Christian Clauss <cclauss@me.com>
Co-authored-by: Anurag Kumar <mailanu98@gmail.com>
Co-authored-by: demon143 <785696300@qq.com>
 2021-10-01 02:15:30 +08:00
you-n-g
48af7126b6 Update news about models 2021-07-22 11:07:09 +08:00
Ying-Tao Luo
025b1dcff9 Add two new models in model zoo 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
29e66b2dea Add two new model in zoo 
Add transformer and localformer (SLGT) models for time series prediction in finance in the Quant Model Zoo.
 2021-07-22 11:05:39 +08:00
you-n-g
be8653c505 Update contributing section 2021-07-14 09:56:12 +08:00
wangwenxi.handsome
b504cc6ac8 update readme and rst 2021-07-12 21:51:08 +08:00
Young
d5059e609f change to dev version 2021-07-12 02:49:25 +00:00
you-n-g
7ca9cf79f7 Update README.md 2021-07-05 19:47:49 +08:00
you-n-g
35f090a6e4 Update what's new 2021-07-04 16:47:33 +08:00
Lewen Wang
ace7484304 Update TCTS. (#495) 
* Update TCTS Model.

Co-authored-by: lewwang <lwwang@microsoft.com>
 2021-07-04 16:45:05 +08:00
zhupr
0e277723a3 Merge remote-tracking branch 'qlib/main' into qlib_main 
# Conflicts:
#	scripts/data_collector/yahoo/README.md
 2021-06-24 00:09:54 +08:00
zhupr
1418417034 fix automatic update of daily frequency data 2021-06-23 23:59:59 +08:00
you-n-g
b261f7b501 Update README.md 2021-06-23 20:51:21 +08:00
zhupr
bab50e8837 fix YahooNormalize1min && update docs 2021-06-23 16:13:26 +08:00
zhupr
b6c31540e8 add function to automatically update daily frequency data 2021-06-17 23:07:56 +08:00
you-n-g
a80369b80a Update README.md 2021-05-22 19:00:43 +08:00
you-n-g
369177acf9 Update README.md 2021-05-22 19:00:14 +08:00
you-n-g
2ac5ceb4de Update README.md 2021-05-22 17:58:21 +08:00
you-n-g
19eda8f4f0 Update README.md 2021-05-17 17:45:31 +08:00
you-n-g
d4639b7df9 Update README.md 
Update high-frequency trading link
 2021-05-07 10:46:45 +08:00
you-n-g
834f9bd9b8 Update README.md 2021-03-25 16:58:35 +08:00
Young
dad18074ac update image 2021-03-17 08:27:59 +00:00
you-n-g
3cf84f8859 Update Contact Us Information 2021-03-17 16:16:00 +08:00
you-n-g
0403237232 Update Contact US 2021-03-17 15:41:16 +08:00
you-n-g
9be6866972 Update README.md 2021-03-17 12:03:53 +08:00
you-n-g
be55e0e3fe Fix Typos 2021-03-17 12:03:00 +08:00
you-n-g
619a3bb25d Update plan and news on Index Page 2021-03-17 12:02:24 +08:00
you-n-g
4bd2cd4611 Add feature news on index page 2021-03-17 11:36:12 +08:00
D-X-Y
358de88602 Fix typos in README and add TabNet config for Alpha360 2021-03-14 07:42:24 +00:00
D-X-Y
32a7be9964 Fix typos in README 2021-03-14 07:31:18 +00:00
you-n-g
b592669d1f Update Index Report 2021-03-02 20:23:27 +08:00
you-n-g
0bcaab3a5a Merge pull request #286 from meng-ustc/main 
Add a new method to benchmarks: DoubleEnsemble
 2021-03-02 18:34:17 +08:00
Wendi Li
a96f0c2e5f Update README.md 
Typos fixed.
 2021-02-27 11:37:45 +08:00
meng-ustc
ce60097722 Add README and Formatted 2021-02-24 16:59:31 +09:00
zhupr
fc1431cd4e update 1min docs 2021-02-04 16:49:58 +08:00
Jactus
06158fb621 Update readme and setup.py 2021-02-04 16:09:36 +08:00
Jactus
1e2e02368c Update readme 2021-02-03 14:42:58 +08:00
Jactus
304a0c3d7a Add paper year 2021-01-27 18:15:52 +08:00
Alex Wang
5da5ad4b9f tabnet 2021-01-22 19:16:57 +08:00
you-n-g
dd07810b66 Update README.md 2021-01-22 12:53:05 +08:00
you-n-g
d44c5bb2b2 Update README.md 2021-01-20 21:14:03 +08:00
Jactus
b34890772f Make note more clear 2021-01-13 19:19:48 +08:00
Jactus
054ffa29f6 Update readme 2021-01-13 19:19:48 +08:00
Jactus
ea96c9e22d Update docs and support Python 3.9 2021-01-13 19:19:48 +08:00
you-n-g
2da2e9bd9e Update README.md 2020-12-26 20:21:30 +08:00
you-n-g
3e6877ff0f Update README.md 2020-12-25 22:01:18 +08:00
Maciej Domagała
824de921d1 fixing typos #4 2020-12-19 11:59:23 +08:00
Jactus
192c2dc5ef Add demo 2020-12-15 20:33:32 +08:00