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
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Co-authored-by: Linlang <Lv.Linlang@hotmail.com >
2025-05-26 22:08:43 +08:00
Linlang
a0cef033cb
update python version ( #1868 )
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* 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
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Co-authored-by: Young <afe.young@gmail.com >
2024-12-17 11:30:06 +08:00
cyncyw
cde80206e4
Update index_data.py for datatype conversion and alignment ( #1813 )
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* Update index_data.py for data convertion and alignment
* Update qlib/utils/index_data.py
* Update qlib/utils/index_data.py
* fix linting
---------
Co-authored-by: taozhiwang <taozhiwa@gmail.com >
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
2024-06-24 15:34:48 +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
Chaoying
37a59f28d3
Fix deprecated syntax in numpy ( #1507 )
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* Fix deprecated syntax in numpy
* Replace np.bool with bool
2023-05-08 16:17:02 +08:00
Chia-hung Tai
84e9df2603
Add REG_US and REG_TW into test case: test_utils.py. ( #1310 )
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* Add REG_US and REG_TW into test case: test_utils.py.
* Fix black.
* Trigger checks.
* Add REG_US and REG_TW into test case: test_utils.py.
* Fix black.
* Trigger checks.
2022-10-14 11:49:30 +08:00
you-n-g
cc94c32db6
init_instance_by_config enhancement ( #1103 )
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* fix SepDataFrame when we del it to empty
* init_instance_by_config enhancement
* Update test_sepdf.py
2022-05-21 20:16:22 +08:00
you-n-g
c5cf8fb9cc
fix est_sepdf.py with black
2022-04-29 17:21:20 +08:00
you-n-g
3c9c76b384
fix SepDataFrame when we del it to empty ( #1082 )
2022-04-29 14:29:17 +08:00
you-n-g
9d0a8f61d1
Make sepdf more like DataFrame ( #1080 )
2022-04-28 19:13:45 +08:00
Young
64130d9407
Fix the aggregation function of IndexData
2021-10-22 15:20:45 +08:00
you-n-g
163e3c6266
replace multi processing with joblib ( #477 )
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* replace multi processing with joblib
* update class Parallel and data.py
* update class Parallel and data.py
* update class Parallel and data.py
* update class Parallel and data.py
* update class Parallel and data.py
* update class Parallel and data.py
* update class Parallel and data.py
* update class Parallel and data.py
* Fix Parallel support for maxtasksperchild
Co-authored-by: wangw <1666490690@qq.com >
Co-authored-by: zhupr <zhu.pengrong@foxmail.com >
2021-09-14 01:16:03 +08:00
Young
88d2f9263e
fix sum index data bug
2021-09-02 01:57:44 +00:00
Young
5003e49197
fix metric calculation error
2021-09-02 09:56:38 +08:00
Young
5f0ee6ce68
fix bugs
2021-09-02 09:56:38 +08:00
Young
9a74471ab6
Pass basic tests
2021-09-02 09:56:38 +08:00
Young
d39c8de800
draft design
2021-09-02 09:56:38 +08:00
Young
9b91758aed
performance optimization for cal_sam_minute
2021-06-28 17:47:30 +08:00
