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mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00

535 Commits

Author SHA1 Message Date
Ying-Tao Luo
b07e0bffb1 Add files via upload 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
161343018f Add files via upload 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
2df9b6e076 Add files via upload 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
0c3eaf3f16 Add files via upload 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
2eee064eb8 Add files via upload 2021-07-22 11:05:39 +08:00
zhupr
bf7732e284 fix df_features.index conține np.nan 2021-07-21 14:28:20 +08:00
you-n-g
6d91f28474 Update README.md 2021-07-14 10:07:02 +08:00
you-n-g
1fb50d521b Merge branch 'main' into nested_decision_exe 2021-07-07 17:30:31 +08:00
wangwenxi.handsome
93796bdcef add exchange kwargs 2021-07-07 17:27:29 +08:00
wangwenxi.handsome
267ee3555d fix all example 2021-07-07 17:27:29 +08:00
wangwenxi.handsome
bd6080b8f5 yaml update 2021-07-07 17:27:29 +08:00
wangwenxi.handsome
cbe7c5285a high_fre_yaml 2021-07-07 17:27:29 +08:00
Lewen Wang
ace7484304 Update TCTS. (#495)
* Update TCTS Model.

Co-authored-by: lewwang <lwwang@microsoft.com>
2021-07-04 16:45:05 +08:00
bxdd
2d4f0e80f9 black format 2021-07-02 08:47:52 +08:00
bxdd
946c9392a1 support check_transform_proc module_path 2021-07-02 08:47:52 +08:00
Young
b41267fa59 successful run random order gen in day script 2021-06-28 17:47:30 +08:00
Guodong Xu
d66733c358 examples/workflow_by_code.ipynd: fix an error in R.get_recorder() parameters
get_recorder() needs specify 'recorder_id='. However workflow_by_code.ipynd
didn't. This patch fixes it.

Without this fix, here is the error message jupyter-notebook reports:

"---------------------------------------------------------------------------
TypeError Traceback (most recent call last)

<ipython-input-7-e6a7b5f4da00> in <module>
26 # backtest and analysis
27 with R.start(experiment_name="backtest_analysis"):
---> 28 recorder = R.get_recorder(rid, experiment_name="train_model")
29 model = recorder.load_object("trained_model")
30

TypeError: get_recorder() takes 1 positional argument but 2 positional arguments (and 1 keyword-only argument) were given"

Signed-off-by: Guodong Xu <guodong.xu@linaro.org>
2021-06-26 18:25:47 +08:00
linhx25
107e40f3ee Add TRA Model 2021-06-25 16:12:50 +08:00
bxdd
1517a9eb91 add default executor config & update bug in indicator 2021-06-24 13:59:10 +00:00
zhupr
0e277723a3 Merge remote-tracking branch 'qlib/main' into qlib_main
# Conflicts:
#	scripts/data_collector/yahoo/README.md
2021-06-24 00:09:54 +08:00
zhupr
bab50e8837 fix YahooNormalize1min && update docs 2021-06-23 16:13:26 +08:00
bxdd
ab97e82484 fix bug in Exchange 2021-06-22 15:03:05 +08:00
bxdd
4ac6e6e246 fix account bug & update indicator_analysis & fix some comments 2021-06-22 02:42:09 +08:00
lewwang
5331ab93f8 Update TCTS README. 2021-06-16 12:23:22 +08:00
bxdd
9e45528165 update backtest time range 2021-06-14 22:31:31 +08:00
bxdd
f78e90171b fix comments & add VAStrategy & add trade indicator 2021-06-14 21:32:18 +08:00
you-n-g
40416d8c30 Merge pull request #464 from lwwang1995/main
Add TCTS baseline.
2021-06-10 10:18:20 +08:00
lewwang
567e42840c asdf 2021-06-09 18:37:25 +08:00
lewwang
65ddca133f asdf 2021-06-09 18:36:12 +08:00
lewwang
d199256d34 asdf 2021-06-09 18:35:14 +08:00
lewwang
073fe4668e asdf 2021-06-09 18:34:31 +08:00
lewwang
89d53853e5 asdf 2021-06-09 18:30:42 +08:00
lewwang
bb6c1572ca asdf 2021-06-09 18:29:55 +08:00
lewwang
4c4e77b11f asdf 2021-06-09 18:28:31 +08:00
lewwang
38c7b7303a dsaf 2021-06-09 18:26:50 +08:00
lewwang
02d0eedd68 update 2021-06-09 18:21:16 +08:00
lewwang
5a3dde93a8 update 2021-06-09 18:15:06 +08:00
lewwang
177f6a59d2 asdf 2021-06-09 17:47:24 +08:00
lewwang
492a62a569 tcts demo page 2021-06-09 17:32:24 +08:00
lzh222333
811d2c975e update & fix 2021-06-02 08:56:15 +00:00
bxdd
4d48c96d30 fix CI 2021-06-01 18:50:50 +08:00
bxdd
04fff8ca36 solve conflict 2021-06-01 17:46:47 +08:00
bxdd
a183d8a631 update workflow_by_code & update executor 2021-06-01 17:44:22 +08:00
lzh222333
8d05cd2daf modify tests.config.py 2021-06-01 09:40:53 +00:00
lzh222333
231bdf8608 Merge remote-tracking branch 'microsoft/main' into online_srv 2021-06-01 08:29:02 +00:00
bxdd
60e082e446 add infra interface & fix no KeyboardInterpret bug 2021-05-31 20:40:11 +08:00
bxdd
bf3b757294 fix bugs 2021-05-29 00:31:40 +08:00
bxdd
029b63c9dd fix bugs & add highfreq backtest example 2021-05-28 22:29:21 +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