Linlang
39f88daaa7
download orderbook data ( #1754 )
...
* download orderbook data
* fix CI error
* fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* optimize get_data code
* optimize get_data code
* optimize get_data code
* optimize README
---------
Co-authored-by: Linlang <v-linlanglv@microsoft.com >
2024-03-07 14:41:21 +08:00
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
YQ Tsui
5e3924d7a6
fix some typo in doc/comments ( #1389 )
...
* fix typo in docstrings
* fix typo
* fix typo
* fix black lint
* fix black lint
2022-12-11 14:29:16 +08:00
Maxim Smolskiy
5b73b80293
Fix the Errors/Warnings when building Qlib's documentation ( #1381 )
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* Fix the Errors/Warnings when building Qlib's documentation
* Fix
* Fix
* Empty
* Test CI
* Add doc compiling checking to CI
* Fix
* Tries to be consistent with Makefile
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
2022-12-05 09:29:03 +08:00
Maxim Smolskiy
b51e881be3
Fix the Errors with unexpected indentation when building Qlib's documentation ( #1352 )
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* Fix ERROR: Unexpected indentation in qlib/data/dataset/handler.py
* Fix ERROR: Unexpected indentation in qlib/data/dataset/__init__.py
* Fix ERROR: Unexpected indentation in ../qlib/data/cache.py
* Fix ERROR: Unexpected indentation in qlib/model/meta/task.py
* Fix ERROR: Unexpected indentation in qlib/model/meta/dataset.py
* Fix ERROR: Unexpected indentation in qlib/workflow/online/manager.py
* Fix ERROR: Unexpected indentation in qlib/workflow/online/update.py
* Fix ERROR: Unexpected indentation in /qlib/workflow/__init__.py
* Fix ERROR: Unexpected indentation in qlib/data/base.py
* Fix ERROR: Unexpected indentation in qlib/data/dataset/loader.py
* Fix ERROR: Unexpected indentation in qlib/contrib/evaluate.py
* Fix ERROR: Unexpected indentation in qlib/workflow/record_temp.py
* Fix ERROR: Unexpected indentation in qlib/workflow/task/gen.py
* Fix ERROR: Unexpected indentation in qlib/strategy/base.py
* Fix qlib/data/dataset/handler.py
* Retest
2022-11-15 08:49:36 +08:00
you-n-g
9bf3423a64
Auto log uncommmitted code ( #1167 )
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* Auto log uncommmitted code
* Support set record name & trainer;
* Update recorder.py
2022-06-28 19:53:21 +08:00
you-n-g
50409ff17b
Add log info for ensemble ( #1113 )
...
* Add log info for ensemble
* Update ensemble.py
* Update setup.py
2022-06-14 11:58:57 +08:00
you-n-g
afcea404a5
opt local trainer (better mem releasing) ( #1116 )
...
* opt local trainer (better mem releasing)
* Update setup.py
* Update data.py
* fix CI
2022-06-14 11:58:39 +08:00
Linlang Lv (iSoftStone)
30e457119c
add_pre-commit_and_flake8_to_CI
2022-03-25 16:56:02 +08:00
you-n-g
921c13cc90
safe remove file and more friendly log ( #967 )
...
* save remove file and more friendly log
* fix pylint
2022-03-13 11:11:41 +08:00
you-n-g
60d45ad770
Enhance pytorch nn ( #917 )
...
* enhance pytorch_nn
* fix dim bug
* Black format
* Fix pylint error
2022-02-15 19:22:48 +08:00
Young
6a946761cf
Black(new version) Format
2022-02-06 22:33:16 +08:00
SunsetWolf
144e1e2459
Fix pylint ( #888 )
...
* add_pylint_to_workflow
* fix-pylint
* fix_pylinterror
* fix-issue
2022-01-26 19:27:24 +08:00
you-n-g
01afd06e18
fix workflow bug ( #882 )
...
* fix workflow bug
* Fix output of pytorch NN
* Fix parameter bug
2022-01-22 10:18:37 +08:00
you-n-g
d0113ea7df
pylint code refine & Fix nested example ( #848 )
...
* refine code by CI
* fix argument error
* fix nested eample
2022-01-14 09:09:21 +08:00
you-n-g
cf35562e84
DDG-DA paper code ( #743 )
...
* Merge data selection to main
* Update trainer for reweighter
* Typos fixed.
* update data selection interface
* successfully run exp after refactor some interface
* data selection share handler & trainer
* fix meta model time series bug
* fix online workflow set_uri bug
* fix set_uri bug
* updawte ds docs and delay trainer bug
* docs
* resume reweighter
* add reweighting result
* fix qlib model import
* make recorder more friendly
* fix experiment workflow bug
* commit for merging master incase of conflictions
* Successful run DDG-DA with a single command
* remove unused code
* asdd more docs
* Update README.md
* Update & fix some bugs.
* Update configuration & remove debug functions
* Update README.md
* Modfify horizon from code rather than yaml
* Update performance in README.md
* fix part comments
* Remove unfinished TCTS.
* Fix some details.
* Update meta docs
* Update README.md of the benchmarks_dynamic
* Update README.md files
* Add README.md to the rolling_benchmark baseline.
* Refine the docs and link
* Rename README.md in benchmarks_dynamic.
* Remove comments.
* auto download data
Co-authored-by: wendili-cs <wendili.academic@qq.com >
Co-authored-by: demon143 <785696300@qq.com >
2022-01-10 16:52:37 +08:00
you-n-g
03cce8c908
Some Optimization of online code ( #784 )
...
* Some Optimization of online code
* more flexible updater and load_object & fix p*_uri
* make recorder more friendly
* remove unused import
2022-01-03 15:52:03 +08:00
Dong Zhou
1b8f0b4575
support optimization based strategy ( #754 )
...
* support optimization based strategy
* fix riskdata not found & update doc
* refactor signal_strategy
* add portfolio example
* Update examples/portfolio/prepare_riskdata.py
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* fix typo
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* fix typo
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* update doc
* fix riskmodel doc
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 >
2021-12-28 18:44:20 +08:00
you-n-g
3493f29e16
Enhance Task Dict Var ( #778 )
2021-12-26 00:18:44 +08:00
you-n-g
a2be6e28e9
handler demo cache ( #606 )
...
* handler demo cache
* Update data_cache_demo.py
* example to reusing processed data in memory
* Skip dumping task of task_train
* FIX Black
Co-authored-by: Wangwuyi123 <51237097+Wangwuyi123@users.noreply.github.com >
2021-11-08 17:33:10 +08:00
you-n-g
7c31012b50
Auto injecting model and dataset for Recorder ( #645 )
...
* Auto injecting model and dataset for Recorder
* Support using Feature in expression
2021-10-15 13:50:24 +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
Young
e8f5a1e491
black format
2021-07-07 10:52:52 +00:00
you-n-g
1fb50d521b
Merge branch 'main' into nested_decision_exe
2021-07-07 17:30:31 +08:00
wangwenxi.handsome
8c743a46c7
use init_instance_by_config
2021-07-07 17:27:29 +08:00
wangwenxi.handsome
8b28575dad
fill placehorder dict and list
2021-07-07 17:27:29 +08:00
wangwenxi.handsome
4488c3b625
code optimization
2021-07-07 17:27:29 +08:00
Wenxi Wang (FA Talent)
85c75a6639
config_extend
2021-07-07 17:27:29 +08:00
xixi
d1b8ed9613
fix qrun
2021-07-07 17:27:29 +08:00
xixi
d6984a3f2d
fill_placehorder
2021-07-07 17:27:29 +08:00
Young
973c4137e4
fix mlflow & task bug
2021-06-12 13:54:26 +00:00
Young
d4b36bdab4
Online fix
...
- Skip duplicated qlib.auto_init()
- Fix TSDatasetH flt_col bug!
- Resolve qlib log attribute confliction
- Trainer API enhancement
- More docs and user-friendly warning
2021-06-11 02:06:07 +00:00
lzh222333
1320e53f81
fix DelayTrainerRM
2021-06-03 03:23:48 +00:00
lzh222333
231bdf8608
Merge remote-tracking branch 'microsoft/main' into online_srv
2021-06-01 08:29:02 +00:00
zhupr
98eacf8f88
add test/config.py
2021-05-28 13:24:47 +08:00
zhupr
0a4e241608
add get_feature_importance to model interpret
2021-05-27 14:19:10 +08:00
lzh222333
ca0363ded8
update trainer and manage
2021-05-27 06:04:46 +00:00
lzh222333
b24af7fff6
multiprocessing support
2021-05-24 05:07:38 +00:00
lzh222333
aef3f186c1
format code
2021-05-14 06:58:02 +00:00
lzh222333
ebd01e0de5
Online Serving V11
2021-05-14 06:44:16 +00:00
lzh222333
d71a666904
Online serving V11
2021-05-13 09:43:42 +00:00
lzh222333
370b6aad74
logger & doc
2021-05-09 11:58:06 +00:00
lzh222333
9dfd001f6f
online serving v10
2021-05-07 09:59:15 +00:00
lzh222333
84c56f13bd
docs and bug fixed
2021-05-06 04:18:55 +00:00
lzh222333
2b7ffa100f
Merge remote-tracking branch 'microsoft/main' into online_srv
2021-04-29 05:23:42 +00:00
lzh222333
67c5740c83
OnlineServing V9
2021-04-29 04:30:09 +00:00
lzh222333
40cf83e557
online serving V9 middle status
2021-04-28 09:23:07 +00:00
lzh222333
42f510024c
update collector
2021-04-27 04:12:08 +00:00
Young
5a7eecabee
black formating (black is upgraded in github)
2021-04-27 04:04:43 +00:00
lzh222333
0058f7d0dc
Online Serving V8
2021-04-26 09:31:47 +00:00
