qianyun210603
94e420f755
Correct errors and typos in doc strings ( #1338 )
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* add missing parameters to doc string in order_generate
* fix some typos in doc strings
* reformat base on code style standard
* Update qlib/backtest/__init__.py
* Update examples/run_all_model.py
* Update examples/run_all_model.py
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
2022-11-07 23:37:18 +08:00
you-n-g
58540f76ee
Csi500 example ( #1126 )
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* Stage code
* Update results and scripts
2022-06-15 10:18:13 +08:00
you-n-g
7f274b1e4e
Fix code and docs for issues ( #853 )
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* 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
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
you-n-g
0552120a2e
Update documents for qlib_uri
2021-12-20 14:18:53 +08:00
you-n-g
e99224e5c2
Update benchmark based on new backtest ( #634 )
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* free random seed
* update model baselines
* more robust for parameters
2021-10-07 22:57:19 +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
Young
59d4bc9394
update run_all_model and black format
2021-07-22 11:05:39 +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
Jactus
8f6ab0af54
Format
2020-12-14 19:23:43 +08:00
Jactus
cb0b6fcdaa
Update CI and script
2020-12-14 19:23:43 +08:00
Jactus
6ef339b1ec
Update mlp results and add doc
2020-12-09 17:20:36 +08:00
Jactus
86b0b63771
Update table generator
2020-12-04 12:55:22 +08:00
Jactus
99adc514a5
Update CI
2020-12-04 11:51:45 +08:00
Jactus
07fb9031c6
Update setup
2020-12-04 10:47:20 +08:00
Jactus
f237a344c3
Update
2020-12-04 10:31:50 +08:00
Jactus
703ae5d4aa
Update tft and readme
2020-12-02 18:00:26 +08:00
Jactus
91c3dfddf5
Update run_all_model
2020-12-02 17:55:11 +08:00
Jactus
77884db3a5
Fix and update run_all_model
2020-12-01 11:54:26 +08:00
Jactus
bb5f3cb33d
Fix and move to version 0.6.0
2020-12-01 09:59:46 +08:00
Jactus
680e8f9260
Update docs
2020-11-28 16:36:51 +08:00
Jactus
7952d79932
Fix script
2020-11-27 22:26:53 +08:00
Jactus
10747a3219
Fix
2020-11-27 21:19:27 +08:00
Jactus
8b281957b0
Fix fire
2020-11-27 20:21:23 +08:00
Jactus
b3afcc67d4
Add path
2020-11-27 20:03:55 +08:00
Jactus
f05df04320
Fix
2020-11-27 20:00:58 +08:00
Jactus
2311af5e47
Update script
2020-11-27 19:46:52 +08:00
Jactus
2a17062421
Update run_all_model and format
2020-11-26 13:49:51 +08:00
Jactus
45192413f9
Fix
2020-11-26 13:11:56 +08:00
Jactus
21eb86e5cb
Update run_all_model
2020-11-26 11:54:06 +08:00
Jactus
a371bf757b
Update run_all_model script
2020-11-25 20:44:49 +08:00
Jactus
27b573c7d6
Update run_all_model script
2020-11-23 15:10:14 +08:00
Jactus
8958656222
Update test scipts
2020-11-22 13:38:40 +08:00
Jactus
5aa48524d6
Add run_all_model script
2020-11-20 16:09:40 +08:00
