Linlang Lv (iSoftStone Information)
27ab49a0ab
fix issue 1729
2024-04-10 13:59:19 +08:00
Linlang Lv (iSoftStone Information)
0e8571415c
fix issue 1729
2024-04-10 13:58:35 +08:00
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
Linlang
98f569eed2
add_baostock_collector ( #1641 )
...
* add_baostock_collector
* modify_comments
* fix_pylint_error
* solve_duplication_methods
* modified the logic of update_data_to_bin
* modified the logic of update_data_to_bin
* optimize code
* optimize pylint issue
* fix pylint error
* changes suggested by the review
* fix CI faild
* fix CI faild
* fix issue 1121
* format with black
* optimize code logic
* optimize code logic
* fix error code
* drop warning during code runs
* optimize code
* format with black
* fix bug
* format with black
* optimize code
* optimize code
* add comments
2023-11-21 20:31:47 +08:00
Linlang
21f0b394e7
change get_data url ( #1558 )
...
* change_url
* fix_CI
* fix_CI_2
* fix_CI_3
* fix_CI_4
* fix_CI_5
* fix_CI_6
* fix_CI_7
* fix_CI_8
* fix_CI_9
* fix_CI_10
* fix_CI_11
* fix_CI_12
* fix_CI_13
* fix_CI_13
* fix_CI_14
* fix_CI_15
* fix_CI_16
* fix_CI_17
* fix_CI_18
* fix_CI_19
* fix_CI_20
* fix_CI_21
* fix_CI_22
* fix_CI_23
* fix_CI_24
* fix_CI_25
* fix_CI_26
* fix_CI_27
* fix_get_data_error
* fix_get_data_error2
* modify_get_data
* modify_get_data2
* modify_get_data3
* modify_get_data4
* fix_CI_28
* fix_CI_29
* fix_CI_30
---------
Co-authored-by: Linlang <v-linlanglv@microsoft.com >
2023-06-25 23:39:11 +08:00
Fivele-Li
dceff7b471
Specify the tianshou version to match the dev environment to avoid the error in issue #1477 . ( #1502 )
2023-04-28 13:50:25 +08:00
Cadenza-Li
76f2fb1a1a
Add ipynb format check ( #1439 )
...
* Update test_qlib_from_source.yml
* add ipynb format check to workflow
* test ipynb CI
* modify nbqa check path
* add pylint flake8 mypy check to ipynb
* check ipynb with black and pylint
* reformat .ipynb files
* format line length
nbqa black . -l 120
* update nbqa .ipynb format CI
* format old ipynb files
* add nbconvert check to CI
* adjust CI order to avoid repeating download data
2023-02-21 09:23:22 +08:00
YQ Tsui
2f5ce3dc01
Plot enhancement ( #1390 )
...
* horizontally put the bar figures
* 1) use rangebreaks to handle gaps in datetime axis instead of make them string; 2) allow simultaneously plot rankic in ic_figure
* pylint improvement
* fix black lint
* better axis formatting
* default not show gaps
* resolve doc built error
* fix pylint
* Update qlib/contrib/report/analysis_model/analysis_model_performance.py
More detailed description
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* Update qlib/contrib/report/analysis_model/analysis_model_performance.py
for Python backward compatibility
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* add doc string
* fix black
* 1) limit numpy version as numba support for 1.24+ has not been released; 2) no need to use custom numba version for pytest.
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
2022-12-31 07:58:41 +08:00
Linlang
756bd0f65b
Fix ZScoreNorm processor bug ( #1398 )
...
* fix_ZScoreNorm_bug
* fix_CI_error
* fix_CI_error
* add_test_processor
* fix_pylint_error
* fix_some_error_and_optimize_code
* modify_terrible_code
* optimize_code
* optimize_code
2022-12-30 20:42:37 +08:00
Linlang
c4ee9ff882
Fixed log_param error ( #1362 )
...
* fix_qrun_error
* add_description
2022-11-20 14:18:35 +08:00
you-n-g
994f89319d
Optimize the implementation of uri & Fix async log bug ( #1364 )
...
* Optimize the implementation of uri
* remove redundant func
* Set the right order of _set_client_uri
* Update qlib/workflow/expm.py
* Simplify client & add test.Add docs; Fix async bug
* Fix comments & pylint
* Improve README
2022-11-18 13:11:31 +08:00
Lewen Wang
e182124e75
Add docs for qlib.rl ( #1322 )
...
* Add docs for qlib.rl
* Update docs for qlib.rl
* Add homepage introduct to RL framework
* Update index Link
* Fix Icon
* typo
* Update catelog
* Update docs for qlib.rl
* Update docs for qlib.rl
* Update figure
* Update docs for qlib.rl
* Update setup.py
* FIx setup.py
* Update docs and fix some typos
* Fix the reference to RL docs
* Update framework.svg
* Update framework.svg
* Update framework.svg
* Update docs for qlibrl.
* Update docs for qlibrl.
* Update docs for Qlibrl.
* Update docs for qlibrl.
* Update docs for qlibrl.
* Update docs for qlibrl.
* Add new framework
* Update jpg
* Update framework.svg
* Update framework.svg
* Update Qlib framework and description
* Update grammar
* Update README.md
* Update README.md
* Update docs/component/rl.rst
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* Update docs/component/rl.rst
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* Update docs for qlib.rl
* Change theme for docs.
* Update docs for qlib.rl
* Update docs for qlib.rl
* Update docs for qlib.rl
* Update docs for qlib.rl.
* Update docs for qlib.rl
* Update docs for qlib.rl
* Update docs for qlib.rl
Co-authored-by: Young <afe.young@gmail.com >
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
2022-11-10 21:10:44 +08:00
Linlang
08de1a1874
fix_CI_error ( #1325 )
2022-10-22 17:32:56 +08:00
Linlang
1861c8edaf
optimize_CI ( #1314 )
2022-10-20 08:38:05 +08:00
Linlang
50d74b5560
split_CI ( #1141 )
2022-06-28 10:17:29 +08:00
Linlang
e874ef2bc1
change_datasource ( #1109 )
...
* change_datasource
* split_test_data_and_complete_data
* fix_CI
2022-05-31 19:35:49 +08:00
you-n-g
a02ac95538
add gym ( #1104 )
2022-05-21 23:50:18 +08:00
Yuge Zhang
9a40fd3cdc
Qlib RL framework (stage 1) - single-asset order execution ( #1076 )
...
* rl init
* aux info
* Reward config
* update
* simple
* update saoe init
* update simulator and seed
* minor
* minor
* update sim
* checkpoint
* obs
* Update interpreter
* init qlib simulator
* checkpoint
* Refine codebase
* checkpoint
* checkpoint
* Add one test
* More tests
* Simulator checkpoint
* checkpoint
* First-step tested
* Checkpoint
* Update data_queue API
* Checkpoint
* Update test
* Move files
* Checkpoint
* Single-quote -> double-quote
* Fix finite env tests
* Tested with mypy
* pep-574
* No call for env done
* Update finite env docs
* Fix csv writer
* Refine tester
* Update logger
* Add another logger test
* Checkpoint
* Add network sanity test
* steps per episode is not correct
* Cleanup code, ready for PR
* Reformat with black
* Fix pylint for py37
* Fix lint
* Fix lint
* Fix flake
* update mypy command
* mypy
* Update exclude pattern
* Use pyproject.toml
* test
* .
* .
* Refactor pipeline
* .
* defaults run bash
* .
* Revert and skip follow_imports
* Fix toml issue
* fix mypy
* .
* .
* .
* Fix install
* Minor fix
* Fix test
* Fix test
* Remove requirements
* Revert
* fix tests
* Fix lint
* .
* .
* .
* .
* .
* update install from source command
* .
* Fix data download
* .
* .
* .
* .
* .
* .
* Fix py37
* Ignore tests on non-linux
* resolve comments
* fix tests
* resolve comments
* some typo
* style updates
* More comments
* fix dummy
* add warning
* Align precision in some system
* Added some impl notes
Co-authored-by: Young <afe.young@gmail.com >
2022-05-21 18:19:24 +08:00
you-n-g
9d0a8f61d1
Make sepdf more like DataFrame ( #1080 )
2022-04-28 19:13:45 +08:00
you-n-g
e1271a83f7
Update setup.py ( #1048 )
2022-04-14 20:41:06 +08:00
Wangwuyi123
85e7cdcac3
Update setup.py ( #1043 )
2022-04-12 16:26:55 +08:00
Young
243e516cf1
Add pre-commit
2022-03-25 16:56:02 +08:00
Chia-hung Tai
73d90f7f44
Add lightgbm min version. ( #995 )
...
See https://github.com/microsoft/LightGBM/pull/4604
2022-03-21 08:00:28 +08:00
bxdd
faa99f30fa
Support Point-in-time Data Operation ( #343 )
...
* add period ops class
* black format
* add pit data read
* fix bug in period ops
* update ops runnable
* update PIT test example
* black format
* update PIT test
* update tets_PIT
* update code format
* add check_feature_exist
* black format
* optimize the PIT Algorithm
* fix bug
* update example
* update test_PIT name
* add pit collector
* black format
* fix bugs
* fix try
* fix bug & add dump_pit.py
* Successfully run and understand PIT
* Add some docs and remove a bug
* mv crypto collector
* black format
* Run succesfully after merging master
* Pass test and fix code
* remove useless PIT code
* fix PYlint
* Rename
Co-authored-by: Young <afe.young@gmail.com >
2022-03-10 14:27:52 +08:00
you-n-g
1a0ac1ab6d
Remove arctic from Qlib core to Contrib ( #865 )
...
* Remove arctic from Qlib core to Contrib
* fix empty df bug
2022-01-19 10:39:37 +08:00
luocy16
2bb8a4ce0e
Supporting Arctic Backend Provider & Orderbook, Tick Data Example ( #744 )
...
* change weight_decay & batchsize
* del weight_decay
* big weight_decay
* mid weight_decay
* small layer
* 2 layer
* full layer
* no weight decay
* divide into two data source
* change parse field
* delete some debug
* add Toperator
* new format of arctic
* fix cache bug to arctic read
* fix connection problem
* add some operator
* final version for arcitc
* clear HZ cache
* remove not used function
* add topswrappers
* successfully import data and run first test
* A simpler version to support arctic
* Successfully run all high-freq expressions
* Black format and fix add docs
* Add docs for download and test data
* update scripts and docs
* Add docs
* fix bug
* Refine docs
* fix test bug
* fix CI error
* clean code
Co-authored-by: bxdd <bxddream@gmail.com >
Co-authored-by: wangwenxi.handsome <wangwenxi.handsome@gmail.com >
Co-authored-by: Young <afe.young@gmail.com >
2022-01-18 09:13:11 +08:00
Chia-hung Tai
e843e021a2
Use encoding="utf-8" in open. ( #773 )
2021-12-25 18:00:56 +08:00
Arthur Cui
125922b77a
solve VERSION.txt bug ( #732 )
...
* solve VERSION.txt bug
* back to main version
* change setup and init to follow pypi type
* add read function
* solve black format
Co-authored-by: DefangCui <170007807@pku.edu.cn >
2021-12-12 12:02:20 +08:00
upgradvisor-bot
7cb1f7cee0
Hyperopt upgrade ( #741 )
...
* Upgrade hyperopt
* Do not use newly added progress bar
Co-authored-by: Raphael Sofaer <rsofaer@gmail.com >
2021-12-11 12:37:08 +08:00
Young
3a152f9b8b
fix CI
2021-10-03 14:58:37 +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
you-n-g
d445f28e5f
Merge branch 'main' into nested_decision_exe
2021-07-23 12:38:20 +08:00
Young
d5059e609f
change to dev version
2021-07-12 02:49:25 +00:00
Young
215f7e0d22
update version for release 0.7.0
2021-07-11 14:34:44 +00:00
bxdd
1517a9eb91
add default executor config & update bug in indicator
2021-06-24 13:59:10 +00:00
bxdd
bf16e1ab47
update Order with dataclass
2021-06-01 16:19:01 +08:00
lzh222333
2b7ffa100f
Merge remote-tracking branch 'microsoft/main' into online_srv
2021-04-29 05:23:42 +00:00
lzh222333
42f510024c
update collector
2021-04-27 04:12:08 +00:00
zhupr
e15ea06122
Fix ClientProvider not supporting LocalInstrumentProvider && online using the latest python-socketio
2021-04-25 23:50:29 +08:00
lzh222333
d66d4ec93d
Merge branch 'main' into online_srv
2021-03-23 11:20:02 +08:00
Young
1e5cf1c174
init version of online serving and rolling
2021-02-26 09:14:40 +00:00
Jactus
dc4aa67503
Black format
2021-02-22 11:42:36 +08:00
Charles Young
2f9d45e03a
Reformat code with black.
2021-02-22 10:29:29 +08:00
Charles Young
164687d54b
Add scikit-learn to dependencies.
2021-02-22 10:13:08 +08:00
Jactus
06158fb621
Update readme and setup.py
2021-02-04 16:09:36 +08:00
Young
bf748ba4b7
update version number to dev
2021-02-03 05:11:39 +00:00
Young
0da9b909f6
update version number
2021-02-02 09:48:41 +00:00
Jactus
5f87fc32ad
Fix CI
2021-02-02 17:35:07 +08:00
Young
97d354fa73
update version for releasing
2021-02-02 09:24:33 +00:00
zhupr
1eaf09cce1
version removed .dev
2021-01-26 16:29:26 +08:00
