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Commit Graph

12 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
Wendi Li
cd4ab998fb Update on Dynamic Benchmark (#1539)
* move config file to benchmark_dynamic & switch default sim task model to GBDT

* Update benchmark_dynamic results

* Change the default value of alpha of DDG-DA
2023-06-03 08:42:24 +08:00
Fivele-Li
370477288d fix_DDG-DA_workflow_bug (#1516)
* 1.specify group_keys=False to avoid FutureWarning;
2.fix get train_start from dict unexpected problem;

* fix black

* Add comments

* Add make file

---------

Co-authored-by: Young <afe.young@gmail.com>
2023-05-24 15:49:58 +08:00
you-n-g
32c3070b73 Refine DDG-DA (#1472)
* Run ddg-da successfully

* Support include valid; More parameters

* Support L2 reg & visualization

* Blackformat

* Enable fill_method

* Support specify handler & optim dataset

* Fix Pylint
2023-04-07 15:00:21 +08:00
Wendi Li
ebb8ec34f3 [DDG-DA] Update crowd-sourced data results (#1405)
* [DDG-DA] Update crowd-sourced data experiments

* Remove internal data version

* Modify README
2023-01-03 00:15:50 +08:00
you-n-g
e24ef67663 Update README.md 2022-06-14 10:53:09 +08:00
you-n-g
2d5eecb9a2 Update README.md 2022-06-14 10:52:50 +08:00
you-n-g
6edd0bf298 fix ddgda run all bug & pylint (#1031) 2022-04-03 20:43:02 +08:00
Wendi Li
0e8b94a552 Update README.md (#915)
Add the memory and disk requirement of DDG-DA.
2022-02-15 09:27:51 +08:00
you-n-g
7f274b1e4e Fix code and docs for issues (#853)
* Docs for model and strategy

* add some docs about workflow and online

* safe_load yaml

* DDG-DA paper link and comments for code
2022-01-17 13:57:44 +08:00
you-n-g
0304df0d5b Update README.md 2022-01-10 16:56:18 +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