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1955 Commits

Author SHA1 Message Date
Linlang Lv (iSoftStone)
ec3a54f91a test_ci 2023-07-18 16:41:56 +08:00
Linlang Lv (iSoftStone)
11a0f260ba test_ci 2023-07-18 13:15:06 +08:00
Linlang Lv (iSoftStone)
0f954e3580 test_ci 2023-07-18 12:36:40 +08:00
Linlang Lv (iSoftStone)
858d0a4d3d test_ci 2023-07-18 12:29:46 +08:00
Linlang Lv (iSoftStone)
c861bf82cd test_ci 2023-07-18 12:27:50 +08:00
Linlang Lv (iSoftStone)
49bb942336 test_ci 2023-07-18 12:24:58 +08:00
Linlang Lv (iSoftStone)
c2d9c4a30b test_ci 2023-07-18 11:53:54 +08:00
Linlang Lv (iSoftStone)
719af93a87 test_ci 2023-07-18 11:49:59 +08:00
Linlang Lv (iSoftStone)
79815f1b7b test_ci 2023-07-18 11:48:59 +08:00
Linlang Lv (iSoftStone)
891bccb096 test_ci 2023-07-18 11:38:09 +08:00
Linlang Lv (iSoftStone)
159addf023 test_ci 2023-07-18 11:35:23 +08:00
Linlang Lv (iSoftStone)
080b42a19e test_ci 2023-07-18 11:33:26 +08:00
Linlang Lv (iSoftStone)
d5ee587a96 test_ci 2023-07-18 11:31:21 +08:00
Linlang Lv (iSoftStone)
9e0039226b test_ci 2023-07-18 11:29:08 +08:00
Linlang Lv (iSoftStone)
4f09d87a74 test_ci 2023-07-18 11:27:09 +08:00
Linlang Lv (iSoftStone)
71a5fc3753 test_ci 2023-07-18 10:39:07 +08:00
Linlang Lv (iSoftStone)
5b3c86bd63 test_ci 2023-07-18 10:32:07 +08:00
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
you-n-g
8d3adf34ac Postpone PR stale. (#1591) 2023-07-12 09:59:09 +08:00
Lewen Wang
b1dfc77ad7 Update qlibrl docs. (#1588)
* Update qlibrl docs.

* Update docs/component/rl/guidance.rst

* Update docs/component/rl/guidance.rst

* Update docs/component/rl/guidance.rst

---------

Co-authored-by: Litzy <litzy0619owned@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2023-07-07 15:40:03 +08:00
Yang
3e074c8435 fix download token (#1577) 2023-07-06 12:38:52 +08:00
Linlang
b7e5f63a07 fix_pip_ci (#1584)
* fix_pip_ci

* fix_ci_get_data_error

---------

Co-authored-by: Linlang <v-linlanglv@microsoft.com>
2023-07-05 21:23:15 +08:00
you-n-g
4db30b1225 Update README.md for RL (#1573)
* Update README.md

* Update README.md
2023-06-28 10:53:58 +08:00
you-n-g
b1e7b19a3d Update __init__.py 2023-06-27 11:55:40 +08:00
you-n-g
27f476b311 Update __init__.py v0.9.2 2023-06-26 00:00:46 +08:00
you-n-g
0e61cac6a8 Update release-drafter.yml (#1569)
* Update release-drafter.yml

* Update release-drafter.yml
2023-06-25 23:48:37 +08:00
Linlang
21f0b394e7 change get_data url (#1558)
* change_url

* fix_CI

* fix_CI_2

* fix_CI_3

* fix_CI_4

* fix_CI_5

* fix_CI_6

* fix_CI_7

* fix_CI_8

* fix_CI_9

* fix_CI_10

* fix_CI_11

* fix_CI_12

* fix_CI_13

* fix_CI_13

* fix_CI_14

* fix_CI_15

* fix_CI_16

* fix_CI_17

* fix_CI_18

* fix_CI_19

* fix_CI_20

* fix_CI_21

* fix_CI_22

* fix_CI_23

* fix_CI_24

* fix_CI_25

* fix_CI_26

* fix_CI_27

* fix_get_data_error

* fix_get_data_error2

* modify_get_data

* modify_get_data2

* modify_get_data3

* modify_get_data4

* fix_CI_28

* fix_CI_29

* fix_CI_30

---------

Co-authored-by: Linlang <v-linlanglv@microsoft.com>
2023-06-25 23:39:11 +08:00
Wendi Li
cd4ab998fb Update on Dynamic Benchmark (#1539)
* move config file to benchmark_dynamic & switch default sim task model to GBDT

* Update benchmark_dynamic results

* Change the default value of alpha of DDG-DA
2023-06-03 08:42:24 +08:00
you-n-g
0e9ac9dce7 Fix CI (#1529) 2023-05-31 08:39:52 +08:00
yaxuan999
efffb2819a added KRNN and Sandwich models and their example results based on Alpha360 (#1414)
* Update README.md

updated the result of KRNN and Sandwich models based on Alpha360

* Update README.md

* Update README.md

* Add files via upload

* Update README.md

* Update README.md

* Update README.md

* Add files via upload

* Delete pytorch_krnn.py

* Delete pytorch_sandwich.py

* Add files via upload

* Update pytorch_sandwich.py

* Update pytorch_krnn.py

* Update pytorch_sandwich.py

* Update pytorch_krnn.py

* Update README.md

* Update README.md

* Update requirements.txt

* Update requirements.txt

* Update README.md

* Update README.md

* Update pytorch_sandwich.py

* Update link on index

---------

Co-authored-by: Young <afe.young@gmail.com>
2023-05-26 18:42:58 +08:00
Fivele-Li
19a0eb78bc Fix TCN model input dimension mismatch (#1520)
* transpose dimension 1 and 2 to match nn.Conv1d input

* 1.update TCN benchmarks;
2.Emphasize updating the benchmark table;

* replace specific version with main

---------

Co-authored-by: lijinhui <362237642@qq.com>
2023-05-26 14:44:34 +08:00
Fivele-Li
370477288d fix_DDG-DA_workflow_bug (#1516)
* 1.specify group_keys=False to avoid FutureWarning;
2.fix get train_start from dict unexpected problem;

* fix black

* Add comments

* Add make file

---------

Co-authored-by: Young <afe.young@gmail.com>
2023-05-24 15:49:58 +08:00
you-n-g
94268619c4 Update README.md 2023-05-23 09:50:00 +08:00
Huoran Li
8d60a6a02b Resolve RL FIXMES (#1503)
* Solve several small FIXMEs left in RL

* Add TODO in example

* Minor bugfix

* black
2023-05-17 16:57:08 +08:00
Fivele-Li
7234308651 Add base config in yml (#1500)
* path on Windows contains double '/' which may cause open file failed.

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* add baseConfig in yml,user can add new keys or update/drop keys in baseConfig;

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* pip release version 23.1 on Apr.15 2023, CI failed to run, Please refer to #1495 ofr detailed logs. The pip version has been temporarily fixed to 23.0.1.

* 1.Search for baseConfig in multiple directories;
2.Add user instructions in qrun;

* fix format with black

* 1.modify baseConfig key to BASE_CONFIG_PATH;
2.only find config file in absolute path and relative path;

* load BASE_CONFIG_PATH on absolute path & relative path;

* fix Lint with black

---------

Co-authored-by: lijinhui <362237642@qq.com>
2023-05-12 17:35:37 +08:00
Chaoying
acf5df27ce Add support for redis password (#1508) 2023-05-08 16:17:15 +08:00
Chaoying
37a59f28d3 Fix deprecated syntax in numpy (#1507)
* Fix deprecated syntax in numpy

* Replace np.bool with bool
2023-05-08 16:17:02 +08:00
YQ Tsui
b084c352f5 provide dtype to empty series to surpress warning; fix type (#1449) 2023-05-05 17:47:44 +08:00
Maksim Zayakin
9e22e5168b Remove unused DNNModelPytorch params (#1470)
* Remove lr_decay and lr_decay_steps params

More flexible way to pass a scheduler (via callable function) is already
supported

* remove lr_decay and lr_decay_steps from mlp workflow configs
2023-04-28 17:48:40 +08:00
Fivele-Li
dceff7b471 Specify the tianshou version to match the dev environment to avoid the error in issue #1477. (#1502) 2023-04-28 13:50:25 +08:00
Huoran Li
7f1e8c5206 Refine Qlib RL data format (#1480)
* wip

* wip

* wip

* Fix naming errors

* Backtest test passed

* Why training stuck?

* Minor

* Refine train configs

* Use dummy in training

* Remove pickle_dataframe

* CI

* CI

* Add more strict condition to filter orders

* Pass test

* Add TODO in example

---------

Co-authored-by: Young <afe.young@gmail.com>
2023-04-26 21:14:30 +08:00
Fivele-Li
46264dfec9 normpath for Windows (#1495)
* path on Windows contains double '/' which may cause open file failed.

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* locate import numpy error

* pip release version 23.1 on Apr.15 2023, CI failed to run, Please refer to #1495 ofr detailed logs. The pip version has been temporarily fixed to 23.0.1.

---------

Co-authored-by: lijinhui <362237642@qq.com>
2023-04-26 16:26:12 +08:00
Fivele-Li
754799ab05 update ubuntu CI version; (#1488)
* update ubuntu CI version;
(End of standard support for 18.04 LTS - 31 May 2023)

* update ubuntu CI version;

---------

Co-authored-by: lijinhui <362237642@qq.com>
2023-04-10 17:06:48 +08:00
you-n-g
32c3070b73 Refine DDG-DA (#1472)
* Run ddg-da successfully

* Support include valid; More parameters

* Support L2 reg & visualization

* Blackformat

* Enable fill_method

* Support specify handler & optim dataset

* Fix Pylint
2023-04-07 15:00:21 +08:00
you-n-g
40de67265a Update Docs about some concepts in DataHandler (#1485) 2023-04-07 10:02:16 +08:00
saurabh dave
e6f9a94fc5 fix: removed extra blank link between sections (#1451) 2023-04-03 17:32:01 +08:00
Fivele-Li
73937863f1 Merge pull request #1475 from qianyun210603/bugfix
[BUGFIX] potential file// url parsing error
2023-03-24 11:22:57 +08:00
BookSword
d010219ba6 Merge branch 'main' into bugfix 2023-03-23 16:11:19 +08:00
BookSword
4fc8a5f25f merge 2023-03-23 16:05:09 +08:00
Linlang
0e8bfcb5d3 fix_pylint_w0719 (#1463)
* fix_pylint_w0719

* remove_fixme
2023-03-17 19:25:49 +08:00