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98 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
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
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
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
Linlang
0e8bfcb5d3 fix_pylint_w0719 (#1463)
* fix_pylint_w0719

* remove_fixme
2023-03-17 19:25:49 +08:00
Cadenza-Li
76f2fb1a1a Add ipynb format check (#1439)
* Update test_qlib_from_source.yml

* add ipynb format check to workflow

* test ipynb CI

* modify nbqa check path

* add pylint flake8 mypy check to ipynb

* check ipynb with black and pylint

* reformat .ipynb files

* format line length

nbqa black . -l 120

* update nbqa .ipynb format CI

* format old ipynb files

* add nbconvert check to CI

* adjust CI order to avoid repeating download data
2023-02-21 09:23:22 +08:00
Huoran Li
5eb5ac1f1f RL backtest pipeline on 5-min data (#1417)
* Workflow runnable

* CI

* Slight changes to make the workflow runnable. The changes of handler/provider should be reverted before merging.

* Train experiment successful

* Refine handler & provider

* test passed

* Ready to test on server

* Minor

* Test passed

* TWAP training

* Add PPOReward

* Add a FIXME

* Refine PPO reward according to PR comments

* Minor

* Resolve PR comments

* CI issues

* CI issues

* CI issues
2023-02-13 12:43:22 +08:00
Linlang
756bd0f65b Fix ZScoreNorm processor bug (#1398)
* fix_ZScoreNorm_bug

* fix_CI_error

* fix_CI_error

* add_test_processor

* fix_pylint_error

* fix_some_error_and_optimize_code

* modify_terrible_code

* optimize_code

* optimize_code
2022-12-30 20:42:37 +08:00
Linlang
667fb0e4d9 add label to PR Automatically (#1393)
* auto_add_label

* add md file to rule

* change name and rules

* change_label_name

* change_rule_syntax

* change match rule

* change label name
2022-12-17 00:12:33 +08:00
Maxim Smolskiy
5b73b80293 Fix the Errors/Warnings when building Qlib's documentation (#1381)
* Fix the Errors/Warnings when building Qlib's documentation

* Fix

* Fix

* Empty

* Test CI

* Add doc compiling checking to CI

* Fix

* Tries to be consistent with Makefile

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2022-12-05 09:29:03 +08:00
Linlang
1861c8edaf optimize_CI (#1314) 2022-10-20 08:38:05 +08:00
you-n-g
e7c660f0d4 More time for slow test (#1247) 2022-08-05 16:34:21 +08:00
you-n-g
8e063828f9 Update test_qlib_from_source_slow.yml (#1222) 2022-07-22 11:15:52 +08:00
you-n-g
a6700d81ff Update test_qlib_from_source_slow.yml's timeout setting. (#1178)
* Update test_qlib_from_source_slow.yml

* Update test_qlib_from_source.yml

* Update test_pit.py

* Update test_pit.py

* Update test_pit.py

* Update test_pit.py
2022-07-06 20:44:10 +08:00
you-n-g
5e404909cf Add retry for git actions & Fix MacOS Segment Error (#1173)
* Update test_qlib_from_source_slow.yml

* Update test_qlib_from_source.yml

* Update test_qlib_from_source.yml

* Update test_qlib_from_pip.yml

* Update test_qlib_from_source.yml
2022-07-01 09:52:42 +08:00
Linlang
50d74b5560 split_CI (#1141) 2022-06-28 10:17:29 +08:00
you-n-g
da676a20a2 Add time limit for CI (#1127)
* Add time limit for CI

* Update test_macos.yml
2022-06-16 16:35:20 +08:00
Linlang
1ef8e61abd fix_pylint_for_CI (#1119)
* fix_pylint_for_CI

* reformat_with_black

* fix_pylint_C3001

* fix_flake8_error
2022-06-09 16:12:33 +08:00
Linlang
e874ef2bc1 change_datasource (#1109)
* change_datasource

* split_test_data_and_complete_data

* fix_CI
2022-05-31 19:35:49 +08:00
Yuge Zhang
9a40fd3cdc Qlib RL framework (stage 1) - single-asset order execution (#1076)
* rl init

* aux info

* Reward config

* update

* simple

* update saoe init

* update simulator and seed

* minor

* minor

* update sim

* checkpoint

* obs

* Update interpreter

* init qlib simulator

* checkpoint

* Refine codebase

* checkpoint

* checkpoint

* Add one test

* More tests

* Simulator checkpoint

* checkpoint

* First-step tested

* Checkpoint

* Update data_queue API

* Checkpoint

* Update test

* Move files

* Checkpoint

* Single-quote -> double-quote

* Fix finite env tests

* Tested with mypy

* pep-574

* No call for env done

* Update finite env docs

* Fix csv writer

* Refine tester

* Update logger

* Add another logger test

* Checkpoint

* Add network sanity test

* steps per episode is not correct

* Cleanup code, ready for PR

* Reformat with black

* Fix pylint for py37

* Fix lint

* Fix lint

* Fix flake

* update mypy command

* mypy

* Update exclude pattern

* Use pyproject.toml

* test

* .

* .

* Refactor pipeline

* .

* defaults run bash

* .

* Revert and skip follow_imports

* Fix toml issue

* fix mypy

* .

* .

* .

* Fix install

* Minor fix

* Fix test

* Fix test

* Remove requirements

* Revert

* fix tests

* Fix lint

* .

* .

* .

* .

* .

* update install from source command

* .

* Fix data download

* .

* .

* .

* .

* .

* .

* Fix py37

* Ignore tests on non-linux

* resolve comments

* fix tests

* resolve comments

* some typo

* style updates

* More comments

* fix dummy

* add warning

* Align precision in some system

* Added some impl notes

Co-authored-by: Young <afe.young@gmail.com>
2022-05-21 18:19:24 +08:00
Linlang
2cf842bcfe add_test_pit (#1089)
* add_test_pit

* add_test_pit_to_tests

* add_baostock_to_setup

* add_pip_to_CI

Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com>
2022-05-06 16:47:20 +08:00
Linlang
5d579d1a20 fix_macos_CI (#1081)
Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com>
2022-04-29 17:04:28 +08:00
Wangwuyi123
a973e4fb66 Update test_macos.yml (#1055) 2022-04-15 18:17:16 +08:00
Wangwuyi123
c60366addd update ci with test doc (#1054) 2022-04-15 18:16:45 +08:00
Linlang Lv (iSoftStone)
5200ff520a fix_download_data_for_CI 2022-03-25 16:56:02 +08:00
Linlang Lv (iSoftStone)
30e457119c add_pre-commit_and_flake8_to_CI 2022-03-25 16:56:02 +08:00
SunsetWolf
144e1e2459 Fix pylint (#888)
* add_pylint_to_workflow

* fix-pylint

* fix_pylinterror

* fix-issue
2022-01-26 19:27:24 +08:00
you-n-g
094be9be86 Update python-publish.yml 2022-01-20 01:56:35 +08:00
luocy16
2bb8a4ce0e Supporting Arctic Backend Provider & Orderbook, Tick Data Example (#744)
* change weight_decay & batchsize

* del weight_decay

* big weight_decay

* mid weight_decay

* small layer

* 2 layer

* full layer

* no weight decay

* divide into two data source

* change parse field

* delete some debug

* add Toperator

* new format of arctic

* fix cache bug to arctic read

* fix connection problem

* add some operator

* final version for arcitc

* clear HZ cache

* remove not used function

* add topswrappers

* successfully import data and run first test

* A simpler version to support arctic

* Successfully run all high-freq expressions

* Black format and fix add docs

* Add docs for download and test data

* update scripts and docs

* Add docs

* fix bug

* Refine docs

* fix test bug

* fix CI error

* clean code

Co-authored-by: bxdd <bxddream@gmail.com>
Co-authored-by: wangwenxi.handsome <wangwenxi.handsome@gmail.com>
Co-authored-by: Young <afe.young@gmail.com>
2022-01-18 09:13:11 +08:00
Pengrong Zhu
d01de411a8 add support for macos-11 (#630)
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2021-10-03 16:49:17 +08:00
Young
3a152f9b8b fix CI 2021-10-03 14:58:37 +08:00