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Code Activity
1,532 Commits 46 Branches 26 Tags
backtest_improve
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65 Commits

Author SHA1 Message Date
Young
3a152f9b8b fix CI 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
d445f28e5f Merge branch 'main' into nested_decision_exe 2021-07-23 12:38:20 +08:00
Young
d5059e609f change to dev version 2021-07-12 02:49:25 +00:00
Young
215f7e0d22 update version for release 0.7.0 2021-07-11 14:34:44 +00:00
bxdd
1517a9eb91 add default executor config & update bug in indicator 2021-06-24 13:59:10 +00:00
bxdd
bf16e1ab47 update Order with dataclass 2021-06-01 16:19:01 +08:00
lzh222333
2b7ffa100f Merge remote-tracking branch 'microsoft/main' into online_srv 2021-04-29 05:23:42 +00:00
lzh222333
42f510024c update collector 2021-04-27 04:12:08 +00:00
zhupr
e15ea06122 Fix ClientProvider not supporting LocalInstrumentProvider && online using the latest python-socketio 2021-04-25 23:50:29 +08:00
lzh222333
d66d4ec93d Merge branch 'main' into online_srv 2021-03-23 11:20:02 +08:00
Young
1e5cf1c174 init version of online serving and rolling 2021-02-26 09:14:40 +00:00
Jactus
dc4aa67503 Black format 2021-02-22 11:42:36 +08:00
Charles Young
2f9d45e03a Reformat code with black. 2021-02-22 10:29:29 +08:00
Charles Young
164687d54b Add scikit-learn to dependencies. 2021-02-22 10:13:08 +08:00
Jactus
06158fb621 Update readme and setup.py 2021-02-04 16:09:36 +08:00
Young
bf748ba4b7 update version number to dev 2021-02-03 05:11:39 +00:00
Young
0da9b909f6 update version number 2021-02-02 09:48:41 +00:00
Jactus
5f87fc32ad Fix CI 2021-02-02 17:35:07 +08:00
Young
97d354fa73 update version for releasing 2021-02-02 09:24:33 +00:00
zhupr
1eaf09cce1 version removed .dev 2021-01-26 16:29:26 +08:00
zhupr
7579f4b4c0 Merge remote-tracking branch 'qlib/main' into save_inst 2021-01-26 16:14:11 +08:00
zhupr
1a1c45981c US stock code supports Windows 2021-01-26 16:06:38 +08:00
王雪
570bb272eb fix setup error 
why required pymongo
 2021-01-18 19:37:24 +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
Young
e2bdef7ffe update version number to dev 2020-12-12 10:09:18 +00:00
Young
e49b590322 Release qlib 0.6.1 2020-12-12 09:51:52 +00:00
G_will
9307bcc8d1 fix typo 
fix typo
 2020-12-10 20:11:57 +08:00
bxdd
9c482ebbe2 black format 2020-12-10 15:50:14 +08:00
bxdd
eb67f1037a update setup 2020-12-10 15:50:14 +08:00
bxdd
7296780149 fix setup 2020-12-10 15:50:14 +08:00
bxdd
97c053ba73 update setup 2020-12-10 15:50:14 +08:00
Jactus
99adc514a5 Update CI 2020-12-04 11:51:45 +08:00
Jactus
07fb9031c6 Update setup 2020-12-04 10:47:20 +08:00
Jactus
f237a344c3 Update 2020-12-04 10:31:50 +08:00
Dingsu Wang
2cb888c8b9 Merge branch 'main' into main 2020-12-04 09:45:00 +08:00
Young
e5590de2a4 udpate header and test docs 2020-12-01 10:11:29 +00:00
Jactus
dc54836990 Fix and move to version 0.6.0 2020-12-01 10:52:04 +08:00
Jactus
bb5f3cb33d Fix and move to version 0.6.0 2020-12-01 09:59:46 +08:00
Young
3f47a282cc update version number & model license 2020-11-28 08:17:18 +00:00
Young
130a7043dd update setup.py 2020-11-25 13:04:14 +00:00
Young
b6726628c4 black format 2020-11-25 12:58:43 +00:00
Jactus
991c6195bd Add TabNet config 2020-11-25 11:16:01 +08:00
Young
dfa8bc10a5 update mlflow version 
mlflow 1.11.0 will create a folder name `mlruns` when exist
 2020-11-24 13:37:08 +00:00
Young
220208f28c fix record_tmp bug 2020-11-22 03:20:42 +00:00
Jactus
3bcb01d45f Merge branch 'main' of https://github.com/you-n-g/qlib into main 2020-11-20 10:59:41 +08:00
Jactus
547697ddc6 Modify cli 2020-11-20 10:59:37 +08:00
zhupr
75d779ebe8 fix report style 2020-11-19 22:48:24 +08:00
Jactus
64ed43b791 Update R and workflow 2020-11-17 22:05:18 +08:00