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1,947 Commits 46 Branches 26 Tags
01accec24cab738fb12da87dfb69b7be63c8e831
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Author SHA1 Message Date
Xu Yang
01accec24c update code 2023-06-12 16:25:16 +08:00
Fivele-Li
1d88830b0d Add recorder task and visualize (#1542) 
* add recorder task

* add batch generate summarize report unittest.

* * add recorder to RecorderTask;
* add matplot figure to analyzer.py

* add image to markdown;

* Add some log

* update figure path.

---------

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: Cadenza-Li <362237642@qq.com>
 2023-06-12 15:48:00 +08:00
you-n-g
ad7498e287 Edit yaml task (#1538) 
* Edit yaml task

* update comments
 2023-06-02 00:44:41 +08:00
you-n-g
73d51f05b4 Init workspace and CMDTask (#1537) 
* Update setup.py and config

* WIP

* init_workspace and CMDTask

* Delete test_sumarize.py
 2023-06-01 23:32:35 +08:00
Fivele-Li
3b56b8e6c0 Optimize summarize task prompt and others (#1533) 
* 1.update prompt;
2.update fetch information method.

* 1.update prompt;
2.save result to markdown;

* 1.get context info from context_manager;
2.run the entire process successfully.
 2023-06-01 21:22:24 +08:00
you-n-g
40e0c329ba Add configurable dataset (#1535) 2023-06-01 20:05:02 +08:00
Xu Yang
e376648860 Merge pull request #1536 from microsoft/xuyang1/add_debug_mode_to_save_cache 
add a debug mode to speed up debug process
 2023-06-01 19:44:17 +08:00
Xu Yang
5f37f32184 update code 2023-06-01 19:38:26 +08:00
Xu Yang
d46b4c1ebf Merge pull request #1534 from microsoft/xuyang1/add_code_implementation_task 
add code implementation task
 2023-06-01 18:13:05 +08:00
Xu Yang
0515524b51 add code implementation code 2023-06-01 18:04:31 +08:00
Xu Yang
cda32d5703 Merge pull request #1532 from microsoft/xuyang1/add-plan-and-config-task-implementation 
add the initial version of plan and config task implementation
 2023-06-01 11:20:04 +08:00
Xu Yang
e2332a004b imporove some words in prompt 2023-06-01 01:09:14 +08:00
Xu Yang
08d9dbccc9 update v1 code containing SLplan and config action 2023-06-01 00:36:04 +08:00
Fivele-Li
e7cd93a36d add base method for summarization; (#1530) 2023-05-31 15:50:34 +08:00
Xu Yang
3919678028 split task into workflow and task to make the strcture more clear 2023-05-31 11:45:25 +08:00
Xu Yang
421b1403b2 Merge pull request #1528 from microsoft/xuyang1/refine_task_and_implement_workflow_task_as_example 
Xuyang1/refine task and implement workflow task as example
 2023-05-31 11:36:36 +08:00
Xu Yang
94102fb742 remove tasktype variable 2023-05-31 11:35:54 +08:00
Cadenza-Li
74a5d7c8af add parse method for summarization; 2023-05-31 00:08:21 +08:00
Xu Yang
ce39b4b6f8 add qlib auto init so logger can display info 2023-05-30 21:52:35 +08:00
Xu Yang
2af35d9c89 second commit 2023-05-30 20:20:16 +08:00
Xu Yang
f37643550b first round 2023-05-30 20:19:58 +08:00
Xu Yang
55611aa43e Merge pull request #1527 from microsoft/xuyang1/add_openai_api_support 
add openai interface support
 2023-05-30 13:44:10 +08:00
Xu Yang
f24253efd2 add openai interface support 2023-05-30 13:42:01 +08:00
Young
7c4f3b8a7d Initial interface for discussion 2023-05-24 12:18:31 +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
you-n-g
e457ca8511 Improve annotation & documentation for handler (#1312) 
* Improve annotation & documentation for handler

* Add type
 2023-03-15 21:15:40 +08:00
Huoran Li
4dbb8ecb86 Remove (#1464) 2023-03-15 15:26:44 +08:00
Huoran Li
653c082e7a Order execution open source (#1447) 
* Waiting for bin data

* Complete readme

* CI

* Add inst filter by time

* Update qlib/data/dataset/processor.py

* typo

* Fix time filter bug

* Add Filter and set Universe

* Complete data pipeline

* Fix Provider Logger Info Args

* Add DQN; a minor bugfix in ppo reward.

* update readme. modify assertion logic in strategy check.

* Fix Doc issues and fix black

* Fix pylint Error

---------

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2023-03-13 12:06:28 +08:00
you-n-g
f98e04ca9d Fix Field Name Error 2023-03-03 16:28:47 +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
Young
6295939346 Update to Dev Version 2023-01-29 18:55:23 +08:00
Young
5f3e322784 Update Version v0.9.1 2023-01-29 18:53:25 +08:00