liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00
Code Activity
2,065 Commits 46 Branches 26 Tags
main
Commit Graph

535 Commits

Author SHA1 Message Date
Jactus
27b573c7d6 Update run_all_model script 2020-11-23 15:10:14 +08:00
Jactus
aed566fa00 Fix get_data bug in workflows 2020-11-23 10:53:26 +08:00
Jactus
8958656222 Update test scipts 2020-11-22 13:38:40 +08:00
Jactus
c22bd73f67 Update CI 2020-11-20 17:54:56 +08:00
Jactus
5aa48524d6 Add run_all_model script 2020-11-20 16:09:40 +08:00
lwwang1995
38e76a6e40 Add workflow example. 2020-11-20 14:57:08 +08:00
Young
0f433571f6 fix bug parameters 2020-11-19 09:29:18 +00:00
Jactus
c91698287a Add catboost config and notebook 2020-11-19 17:18:18 +08:00
Jactus
21c0dae03c Init benchmarks 2020-11-19 16:51:09 +08:00
Jactus
a8ad2120c9 Update recordTemp and report 2020-11-19 16:50:16 +08:00
lwwang1995
e6a902c659 Add LSTM and Gats 2020-11-18 21:53:28 +08:00
Jactus
64ed43b791 Update R and workflow 2020-11-17 22:05:18 +08:00
lwwang1995
0afe57f2fe Update GRU model. 2020-11-16 23:28:11 +08:00
Young
90d41e4022 add finetune example & fix serial bug 2020-11-16 13:11:39 +00:00
Jactus
3e04ded750 Add initial workflow_by_config 2020-11-16 17:29:26 +08:00
Jactus
42867264f3 Update R and workflow 2020-11-16 15:49:50 +08:00
Jactus
ea5f14ce12 Update R related codes 2020-11-13 21:34:13 +08:00
Jactus
52c0c4b7a8 Fix processor bug and format 2020-11-11 14:24:04 +08:00
lwwang1995
ad6c2e759f Add Xgboost Model 2020-11-11 11:11:36 +08:00
lwwang1995
9c2dbaa94e add time series model GRU 2020-11-11 10:26:28 +08:00
Jactus
722655ad13 Update black formatter 2020-11-11 09:34:10 +08:00
Young
a50c9008b8 pass the whole workflow 2020-10-28 14:08:00 +00:00
Young
aee507d5dd adjust data and model interface 2020-10-26 13:26:01 +00:00
Young
393584e535 Update handler interface round2 2020-10-23 03:37:10 +00:00
Young
10066ecf79 Draft version of refactoring handler 2020-10-17 10:04:02 +00:00
Young
d4091a8711 split code into core and contrib for data&model 2020-10-17 10:04:02 +00:00
bxdd
916d9d363e update model 2020-10-12 17:41:04 +08:00
bxdd
992983ff4c make dnn model compatible with CPU & update docs for init param 2020-10-12 17:41:04 +08:00
Jactus
7c6e5e822c Update CI & add black formatter 2020-10-10 10:13:51 +08:00
zhupr
7ce485f2b7 Fix tests 2020-09-30 18:19:48 +08:00
zhupr
8d76a99ee0 QLibDataHandlerClose is renamed to Alpha158 2020-09-30 18:19:48 +08:00
Vansh Gandhi
4ba2ba8e9e Fix typo 2020-09-29 14:56:07 +08:00
Young
9556d1ce38 fix analysis bug 2020-09-25 02:47:29 +00:00
you-n-g
de9e13b171 release-0.5.0 (#1) 
* init commit

* change the version number

* rich the docs&fix cache docs

* update index readme

* Modify cache class name

* Modify sharpe to information_ratio

* Modify Group- to Group

* add the description of graphical results & fix the backtest docs

* fix docs in details

* update docs

* Update introduction.rst

* Update README.md

* Update introduction.rst

* Update introduction.rst

* Update introduction.rst

* Update installation.rst

* Update installation.rst

* Update initialization.rst

* Update getdata.rst

* Update integration.rst

* Update initialization.rst

* Update getdata.rst

* Update estimator.rst

Modify some typos.

* Update README.md

Modify the typos.

* Update initialization.rst

* Update data.rst

* Update report.rst

* Update estimator.rst

* Update cumulative_return.py

* Update model.rst

* Update rank_label.py

* Update cumulative_return.py

* Update strategy.rst

* Update getdata.rst

* Update backtest.rst

* Update integration.rst

* Update getdata.rst

* Update introduction.rst

* Update introduction.rst

* Update README.md

* Update report.rst

* Update integration.rst

Fix typos

* Update installation.rst

Fix typos

* Update getdata.rst

* Update initialization.rst

Fix typos.

* add quick start docs&fix detials

* fix estimator docs & fix strategy docs

* fix the cahce in data.rst

* update documents

* Fix Corr && Rsquare

* fix data retrival example to csi300 & fix a data bug

* fix filter bug

* Fix data collector

* Modift model args

* add the log & fix README.md\quick.rst

* add enviroment depend & add intoduction of qlib-server online mode

* fix image center fomat & set log_only of docs is True

* fix README.md format

* update data preparation & readme logo image

* get_data support version

* Modify analysis names

* Modify analysis graph

* update report.rst & data.rst

* commmit estimator for merge

* minimal requirements

* Update README.md

* Update README.md

* Update README.md

* Update README.md

* Update README.md

* Update README.md

* Update README.md

* Update READEME.md

* Update READEME.md

* update estimator

* Fix doc urls

* fix get_data.py docstring

* update test_get_data.py

* Upate docs

* Upate docs

* Upate docs

Co-authored-by: bxdd <bxddream@gmail.com>
Co-authored-by: zhupr <zhu.pengrong@foxmail.com>
Co-authored-by: Wendi Li <wendili.academic@qq.com>
Co-authored-by: Dingsu Wang <dingsu.wang@gmail.com>
Co-authored-by: bxdd <45119470+bxdd@users.noreply.github.com>
Co-authored-by: cslwqxx <cslwqxx@users.noreply.github.com>
 2020-09-24 12:01:39 +08:00
Young
99ebd87cba init commit 2020-09-22 01:43:21 +00:00