Linlang
3097dcc995
fix(security): use RestrictedUnpickler in load_instance ( #2153 )
...
* fix(security): enforce RestrictedUnpickler for load_instance to prevent unsafe pickle deserialization
* fix: lint error
2026-03-10 20:45:38 +08:00
Di
14d54aa2a1
Add util function to help automatically get horizon ( #1509 )
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* Add util function to help automatically get horizon
* Reformat for CI
* Leverage horizon change
* Udpate config yaml
* Update for formatting
* Adapt to pickled handler
* Fix CI error
* remove blank
* Fix lint
* Update tests
* Remove redundant check
* modify the code as suggested
* format code with pylint
* fix pytest error
---------
Co-authored-by: Linlang <Lv.Linlang@hotmail.com >
2025-05-26 22:08:43 +08:00
Linlang
fbba768006
fixed a problem with multi index caused by the default value of groupkey ( #1917 )
...
* fixed a problem with multi index caused by the default value of groupkey
* modify group_key default value
* limit pandas verion
* format with black
* fix docs error
* fix docs error
* fixed bugs caused by pandas upgrade
* remove needless code
* reformat with black
* limit version & add docs
2025-05-13 16:02:49 +08:00
Linlang
a0cef033cb
update python version ( #1868 )
...
* update python version
* fix: Correct selector handling and add time filtering in storage.py
* fix: convert index and columns to list in repr methods
* feat: Add Makefile for managing project prerequisites
* feat: Add Cython extensions for rolling and expanding operations
* resolve install error
* fix lint error
* fix lint error
* fix lint error
* fix lint error
* fix lint error
* update build package
* update makefile
* update ci yaml
* fix docs build error
* fix ubuntu install error
* fix docs build error
* fix install error
* fix install error
* fix install error
* fix install error
* fix pylint error
* fix pylint error
* fix pylint error
* fix pylint error
* fix pylint error E1123
* fix pylint error R0917
* fix pytest error
* fix pytest error
* fix pytest error
* update code
* update code
* fix ci error
* fix pylint error
* fix black error
* fix pytest error
* fix CI error
* fix CI error
* add python version to CI
* add python version to CI
* add python version to CI
* fix pylint error
* fix pytest general nn error
* fix CI error
* optimize code
* add coments
* Extended macos version
* remove build package
---------
Co-authored-by: Young <afe.young@gmail.com >
2024-12-17 11:30:06 +08:00
Linlang
39f88daaa7
download orderbook data ( #1754 )
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* 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 )
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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
Cadenza-Li
76f2fb1a1a
Add ipynb format check ( #1439 )
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* 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
you-n-g
41447f320b
fix tra dataset bug ( #1050 )
2022-04-15 17:15:44 +08:00
Young
6a946761cf
Black(new version) Format
2022-02-06 22:33:16 +08:00
dependabot[bot]
292fcc9e98
Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/TRA ( #832 )
...
Bumps [numpy](https://github.com/numpy/numpy ) from 1.17.4 to 1.21.0.
- [Release notes](https://github.com/numpy/numpy/releases )
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt )
- [Commits](https://github.com/numpy/numpy/compare/v1.17.4...v1.21.0 )
---
updated-dependencies:
- dependency-name: numpy
dependency-type: direct:production
...
Signed-off-by: dependabot[bot] <support@github.com >
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
2022-01-18 22:13:23 +08:00
SunsetWolf
dfc0ed3c01
fix_typo ( #790 )
...
Signed-off-by: unknown <lv.linlang@qq.com >
2021-12-31 22:14:47 +08:00
Young
052aad7982
simplify signal parameter
2021-10-15 14:48:31 +00:00
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
Young
48a860c8b7
fix backtest yaml
2021-09-30 18:43:36 +00:00
Young
4099050935
Merge remote-tracking branch 'origin/main' into nested_decision_exe
2021-09-30 18:41:15 +00:00
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
Dong Zhou
8f4d320832
bug fix & use oracle transport pretrain
2021-08-30 07:32:04 +00:00
Dong Zhou
da1f4db968
update README
2021-07-30 16:05:07 +08:00
Dong Zhou
a7c41b6969
improve pretrain
2021-07-30 16:05:07 +08:00
Dong Zhou
07655f2d5b
refactor TRA
2021-07-30 16:05:07 +08:00
linhx25
107e40f3ee
Add TRA Model
2021-06-25 16:12:50 +08:00
