10 Commits

Author	SHA1	Message	Date
you-n-g	be4646b4b7	Adjust rolling api (#1594) ... * 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
Pengrong Zhu	c276de4040	Fix backtest (#719) ... * modify FileStorage to support multiple freqs * modify backtest's sample documentation * change the logging level of read data exception from error to debug * fix the backtest exception when volume is 0 or np.nan * fix test_storage.py * add backtest_daily * modify backtest_daily's docstring * add __repr__/__str__ to Position * fix the bug of nested_decision_execution example Co-authored-by: Young <afe.young@gmail.com> Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>	2021-12-07 19:04:23 +08:00
you-n-g	b9809a4c33	make the prediction update more friendly (#609) ... * make the prediction update more friendly * Update test_storage.py * LabelUpdater * Update test_storage.py * Update test_storage.py * Update test_storage.py * Update test_storage.py * Update setup.py * Update workflow_config_lightgbm_Alpha158.yaml * Update workflow_config_lightgbm_Alpha158.yaml * Update workflow_config_lightgbm_Alpha158.yaml * Update workflow_config_lightgbm_Alpha158.yaml * Update workflow_config_lightgbm_Alpha158.yaml * Update setup.py * Update setup.py * test CI only * test CI only * Update workflow_config_lightgbm_Alpha158.yaml * Update setup.py * fix "Segmentation fault" in macos * Update test.yml github action no longer supported ubuntu-16.04 * Update api.rst update doc with new_lable * Update api.rst Co-authored-by: Wangwuyi123 <51237097+Wangwuyi123@users.noreply.github.com> Co-authored-by: Pengrong Zhu <zhu.pengrong@foxmail.com>	2021-09-30 20:54:44 +08:00
you-n-g	51709c20d8	Supporting shared processor (#596) ... * Supporting shared processor * fix readonly reverse bug * remove pytests dependency * with fit bug * fix parameter error	2021-09-13 17:11:08 +08:00
zhupr	5da33562dd	remove uri parameter from storage && modify file_storage	2021-05-26 12:33:57 +08:00
zhupr	669f6bd6f5	modify exception message hint for storage.py && fix FileFeatureStorage[:] bug	2021-05-22 02:06:15 +08:00
zhupr	4ba4512619	add write method to FeatureStorage && remove extend	2021-05-21 08:45:11 +08:00
zhupr	317357b50d	Modify data.storage	2021-04-13 10:47:01 +08:00
zhupr	9b8acd9a82	Fix FileStorage	2021-03-27 01:15:33 +08:00
zhupr	8264033a72	add data-storage	2021-03-25 17:22:05 +08:00