you-n-g
be4646b4b7
Adjust rolling api ( #1594 )
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* Intermediate version
* Fix yaml template & Successfully run rolling
* Be compatible with benchmark
* Get same results with previous linear model
* Black formatting
* Update black
* Update the placeholder mechanism
* Update CI
* Update CI
* Upgrade Black
* Fix CI and simplify code
* Fix CI
* Move the data processing caching mechanism into utils.
* Adjusting DDG-DA
* Organize import
2023-07-14 12:16:12 +08:00
Maksim Zayakin
9e22e5168b
Remove unused DNNModelPytorch params ( #1470 )
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* Remove lr_decay and lr_decay_steps params
More flexible way to pass a scheduler (via callable function) is already
supported
* remove lr_decay and lr_decay_steps from mlp workflow configs
2023-04-28 17:48:40 +08:00
Jinge Wang
558603beca
Add csi500 benchmark for MLP model. ( #1215 )
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* Add csi500 benchmark for MLP model.
* Update MLP metric for Alpha158 dataset.
Co-authored-by: vincilee <vincilee1994@outlook.com >
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
2022-08-05 16:57:40 +08:00
you-n-g
60d45ad770
Enhance pytorch nn ( #917 )
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* enhance pytorch_nn
* fix dim bug
* Black format
* Fix pylint error
2022-02-15 19:22:48 +08:00
dependabot[bot]
52ecb79e0b
Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/MLP ( #836 )
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Bumps [numpy](https://github.com/numpy/numpy ) from 1.17.4 to 1.21.0.
- [Release notes](https://github.com/numpy/numpy/releases )
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt )
- [Commits](https://github.com/numpy/numpy/compare/v1.17.4...v1.21.0 )
---
updated-dependencies:
- dependency-name: numpy
dependency-type: direct:production
...
Signed-off-by: dependabot[bot] <support@github.com >
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2022-01-18 22:12:57 +08:00
you-n-g
7800dd4ec9
Merge pull request #650 from microsoft/backtest_improve
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Improve the backtest design and APIs
2021-11-08 09:10:33 +08:00
Mark Zhao
b18132dce1
More citations ( #673 )
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* check lexsort
* check lexsort
* lexsort comment
* lexsort comment
* fix GPU identification bug
* Create README.md
* Update README.md
* Create README.md
* Create README.md
* Update README.md
* Create README.md
* Update README.md
* Update README.md
* Create README.md
* Create README.md
* Create README.md
2021-11-05 19:43:50 +08:00
Young
052aad7982
simplify signal parameter
2021-10-15 14:48:31 +00:00
wangwenxi-handsome
3760a18a8d
Merge nested main ( #597 )
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* 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
wangwenxi.handsome
93796bdcef
add exchange kwargs
2021-07-07 17:27:29 +08:00
wangwenxi.handsome
267ee3555d
fix all example
2021-07-07 17:27:29 +08:00
wangwenxi.handsome
bd6080b8f5
yaml update
2021-07-07 17:27:29 +08:00
bxdd
56e579e20f
add arg weight_decay
2020-12-09 17:20:36 +08:00
bxdd
2873813562
update mlp model
2020-12-09 17:20:36 +08:00
lwwang1995
412c9eee2e
Update models.
2020-12-09 17:20:36 +08:00
Jactus
2fb7774927
Update config names
2020-12-04 13:02:09 +08:00
Jactus
29f12e857f
Update docs
2020-12-01 09:29:43 +08:00
Jactus
ac96dde4c9
Rename DNN
2020-11-28 10:53:24 +08:00
