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mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 14:01:28 +08:00

15 Commits

Author SHA1 Message Date
you-n-g
be4646b4b7 Adjust rolling api (#1594)
* 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
Chaoying
37a59f28d3 Fix deprecated syntax in numpy (#1507)
* Fix deprecated syntax in numpy

* Replace np.bool with bool
2023-05-08 16:17:02 +08:00
Chia-hung Tai
84e9df2603 Add REG_US and REG_TW into test case: test_utils.py. (#1310)
* Add REG_US and REG_TW into test case: test_utils.py.

* Fix black.

* Trigger checks.

* Add REG_US and REG_TW into test case: test_utils.py.

* Fix black.

* Trigger checks.
2022-10-14 11:49:30 +08:00
you-n-g
cc94c32db6 init_instance_by_config enhancement (#1103)
* fix SepDataFrame when we del it to empty

* init_instance_by_config enhancement

* Update test_sepdf.py
2022-05-21 20:16:22 +08:00
you-n-g
c5cf8fb9cc fix est_sepdf.py with black 2022-04-29 17:21:20 +08:00
you-n-g
3c9c76b384 fix SepDataFrame when we del it to empty (#1082) 2022-04-29 14:29:17 +08:00
you-n-g
9d0a8f61d1 Make sepdf more like DataFrame (#1080) 2022-04-28 19:13:45 +08:00
Young
64130d9407 Fix the aggregation function of IndexData 2021-10-22 15:20:45 +08:00
you-n-g
163e3c6266 replace multi processing with joblib (#477)
* replace multi processing with joblib

* update class Parallel and data.py

* update class Parallel and data.py

* update class Parallel and data.py

* update class Parallel and data.py

* update class Parallel and data.py

* update class Parallel and data.py

* update class Parallel and data.py

* update class Parallel and data.py

* Fix Parallel support for maxtasksperchild

Co-authored-by: wangw <1666490690@qq.com>
Co-authored-by: zhupr <zhu.pengrong@foxmail.com>
2021-09-14 01:16:03 +08:00
Young
88d2f9263e fix sum index data bug 2021-09-02 01:57:44 +00:00
Young
5003e49197 fix metric calculation error 2021-09-02 09:56:38 +08:00
Young
5f0ee6ce68 fix bugs 2021-09-02 09:56:38 +08:00
Young
9a74471ab6 Pass basic tests 2021-09-02 09:56:38 +08:00
Young
d39c8de800 draft design 2021-09-02 09:56:38 +08:00
Young
9b91758aed performance optimization for cal_sam_minute 2021-06-28 17:47:30 +08:00