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
Chia-hung Tai
184ce34a34
[807] Move the REG_CONSTANT/EPS to constant.py. ( #811 )
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* [807] Move the REG_CONSTANT to constant.py.
* import REG_US.
* Move EPS to constant.py.
2022-01-09 21:39:46 +08:00
SunsetWolf
dfc0ed3c01
fix_typo ( #790 )
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Signed-off-by: unknown <lv.linlang@qq.com >
2021-12-31 22:14:47 +08:00
Chao Ning
6bafd0a09b
Reformat example data names: use {region}_data for 1-day data, and {region}_data_1min for 1-min data ( #781 )
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* Fix high-freq data name from `yahoo_cn_1min` to `cn_data_1min`
* re-format example data names using `qlib_{region}_{feq}`, e.g. qlib_cn_1d
* re-format example data names using `{region}_{feq}`, e.g. us_1d and cn_1min
* keep using for 1day data, and change 1min data to
2021-12-28 23:58:49 +08:00
you-n-g
6c83632fc4
Update README.md
2021-12-14 18:13:04 +08:00
Pengrong Zhu
d224ea447e
Fix high-freq data ( #702 )
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* fix the collector.py yahoo 1min factor calculation
* fix HFSignalRecord
2021-11-20 15:03:53 +08:00
Ckend
01bdf6c1b1
bugfix: Fix the problem that caused highfreq's yaml to be unusable ( #678 )
2021-11-10 22:32:58 +08:00
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
0f2d85d098
volume limit update
2021-08-01 16:03:08 +00:00
you-n-g
d445f28e5f
Merge branch 'main' into nested_decision_exe
2021-07-23 12:38:20 +08:00
zhupr
bf7732e284
fix df_features.index conține np.nan
2021-07-21 14:28:20 +08:00
you-n-g
1fb50d521b
Merge branch 'main' into nested_decision_exe
2021-07-07 17:30:31 +08:00
wangwenxi.handsome
cbe7c5285a
high_fre_yaml
2021-07-07 17:27:29 +08:00
bxdd
2d4f0e80f9
black format
2021-07-02 08:47:52 +08:00
bxdd
946c9392a1
support check_transform_proc module_path
2021-07-02 08:47:52 +08:00
zhupr
ef11a9d95c
modify the default value of exists_skip in the GetData.qlib_data parameter to False
2021-05-28 14:57:06 +08:00
zhupr
98eacf8f88
add test/config.py
2021-05-28 13:24:47 +08:00
you-n-g
a3a2b5ae0b
Merge pull request #358 from javaThonc/high_freq_demp
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update high freq demo
2021-04-14 20:05:07 +08:00
Alex Wang
fe190dec4b
update readme
2021-04-14 14:40:28 +08:00
Alex Wang
bed1175e24
update dataset
2021-03-30 19:29:17 +08:00
bxdd
136830bc2b
update comments
2021-03-30 00:38:15 +08:00
bxdd
8743576f72
black format
2021-03-29 20:16:00 +08:00
bxdd
fb7f84f31e
fix ubg
2021-03-29 20:15:42 +08:00
bxdd
31bc85bf86
restructure data layer config & setup
2021-03-29 19:49:30 +08:00
bxdd
f6dc25b229
update rolling process
2021-03-25 16:14:22 +08:00
Alex Wang
e3739bb980
fix naming and code style
2021-03-24 15:47:26 +08:00
Alex Wang
1ad237f89f
update high freq demo
2021-03-22 14:20:44 +08:00
bxdd
07b905c153
update
2021-02-05 16:09:06 +08:00
bxdd
0192f28bf4
add docstring & fix code
2021-02-05 16:09:06 +08:00
bxdd
cbf97f56a4
fix market
2021-02-05 16:09:06 +08:00
bxdd
d702c8bcb1
add Cut ops
2021-02-05 16:09:06 +08:00
bxdd
d8da94de10
update docs
2021-02-05 12:33:47 +08:00
bxdd
35af9ad954
update docs
2021-02-05 12:33:47 +08:00
bxdd
8a91e7d34d
black format
2021-02-05 12:33:47 +08:00
bxdd
4ed8b8e233
add docs & fix reinit of datatset
2021-02-05 12:33:47 +08:00
bxdd
090b68e44e
Update workflow.py
2021-02-03 13:12:19 +08:00
Young
802dac81c9
move freq params to dataloader
2021-02-02 16:52:50 +08:00
bxdd
76cf9dad99
update
2021-01-28 14:30:20 +00:00
bxdd
f3eb02a0bd
update docstring
2021-01-28 14:26:30 +00:00
bxdd
ffa68fd010
update
2021-01-28 14:25:55 +00:00
bxdd
f6dd006c35
update
2021-01-28 11:31:15 +00:00
