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Code Activity
1,836 Commits 46 Branches 26 Tags
036e5931f98481867b1dd294fd99fe76e992a463
Commit Graph

52 Commits

Author SHA1 Message Date
Yuchen Fang
1b9915501c Add data handler for order book data (#1212) 
* order book

* clean hx
 2022-07-20 23:33:51 +08:00
Hyeongmin Moon
e62684eddf fix bug on TRA dataset (#1135) 
* fix bug on TRA dataset

solve issue "qrun TRA model error (#1062)"

* apply black pylint
 2022-07-07 19:33:50 +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
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
Yuchen Fang
655ed982cf Add high-frequency feature engineering code (#1022) 
* highfreq data processing

* lint

* lint

* lint
 2022-04-10 10:41:22 +08:00
Linlang Lv (iSoftStone)
30e457119c add_pre-commit_and_flake8_to_CI 2022-03-25 16:56:02 +08:00
Young
6a946761cf Black(new version) Format 2022-02-06 22:33:16 +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
1a0ac1ab6d Remove arctic from Qlib core to Contrib (#865) 
* Remove arctic from Qlib core to Contrib

* fix empty df bug
 2022-01-19 10:39:37 +08:00
you-n-g
d0113ea7df pylint code refine & Fix nested example (#848) 
* refine code by CI

* fix argument error

* fix nested eample
 2022-01-14 09:09:21 +08:00
安阁锐
e76b409d9a Fix $volume normalization issue (#792) 
* Fix $volume normalization issue

Fix: https://github.com/microsoft/qlib/issues/765

* black formatting

black formatting

* black formatting

black formatting

* black formatting

black formatting
 2022-01-01 23:44:17 +08:00
SunsetWolf
dfc0ed3c01 fix_typo (#790) 
Signed-off-by: unknown <lv.linlang@qq.com>
 2021-12-31 22:14:47 +08:00
you-n-g
e33de44cb9 Update Docs of Alpha360 (#777) 2021-12-25 18:07:44 +08:00
Young
82f8ff9066 Update seperate dataframe 2021-11-01 00:51:21 +08:00
Young
5fa56703ae add handler pickle attr, enhance init_instance_by_config 2021-10-26 23:32:33 +08:00
Young
a58bc03a8e add sepdf(make mini project only rely on qlib) 2021-10-21 13:15:02 +00:00
zhupr
e84cc23589 Add DataPathManager to QlibConfig && modify inst_processors to supports list only 2021-09-07 20:41:10 +08:00
zhupr
6011a21308 get_cls_kwargs renamed get_callable_kwargs 2021-09-07 20:41:10 +08:00
zhupr
c99494eb76 Add sample_config to QlibDataLoader, support multi-freq 2021-09-07 20:41:10 +08:00
Dong Zhou
5b7b48e376 clean up 2021-07-30 16:05:07 +08:00
Dong Zhou
319a2f38cc fix horizon 2021-07-30 16:05:07 +08:00
Dong Zhou
a2c38c979e format by black 2021-07-30 16:05:07 +08:00
Dong Zhou
07655f2d5b refactor TRA 2021-07-30 16:05:07 +08:00
bxdd
946c9392a1 support check_transform_proc module_path 2021-07-02 08:47:52 +08:00
Young
1dbb561744 Fix some API(for lb nn) 2021-04-07 03:53:56 +00:00
Young
a87fb5a68c fix contrib data freq 2021-02-02 16:52:50 +08:00
bxdd
f50463aca9 Fix bug in alpha360 2021-02-01 18:33:51 +08:00
Jactus
c0e7cbc983 Add filter_pipe API 2021-01-29 12:47:04 +08:00
bxdd
ffedb6382f add highfreq example 2021-01-25 17:58:45 +00:00
Jactus
2fb7774927 Update config names 2020-12-04 13:02:09 +08:00
lwwang1995
d6ff62b48c Delete Alpha360_denoise 2020-12-01 09:31:22 +08:00
bxdd
ae757a4b51 black format 2020-11-27 13:09:40 +08:00
bxdd
8b275a6006 fix bug 2020-11-27 13:07:18 +08:00
bxdd
c31bf61278 Merge branch 'main' into dnn_drop 2020-11-26 23:04:34 -06:00
bxdd
a144a9c3c6 update dnn 2020-11-27 13:00:14 +08:00
Dong Zhou
07c1ca69a7 alpha158 & alpha360 support custom label 2020-11-26 22:20:59 +08:00
Dong Zhou
d0ca52f3fd add robust zscore processor & ALPHA360 support custom processors 2020-11-26 12:04:48 +08:00
Young
0112d06ed5 rename group -> fields_group 2020-11-24 02:05:05 +00:00
Jactus
64ed43b791 Update R and workflow 2020-11-17 22:05:18 +08:00
lwwang1995
0afe57f2fe Update GRU model. 2020-11-16 23:28:11 +08:00
Jactus
59745486f5 Update handler 2020-11-12 17:34:43 +08:00
Jactus
b32f6a8bb1 Fix handler bug 2020-11-12 17:05:24 +08:00
Jactus
52c0c4b7a8 Fix processor bug and format 2020-11-11 14:24:04 +08:00
lwwang1995
9c2dbaa94e add time series model GRU 2020-11-11 10:26:28 +08:00
Jactus
722655ad13 Update black formatter 2020-11-11 09:34:10 +08:00
Young
65a009acb2 remove vwap related feature 2020-11-05 12:30:43 +00:00
Jactus
da9d1c8ac6 Format with black 2020-10-29 13:22:49 +08:00
Young
aee507d5dd adjust data and model interface 2020-10-26 13:26:01 +00:00
Young
393584e535 Update handler interface round2 2020-10-23 03:37:10 +00:00