84 Commits

Author	SHA1	Message	Date
bxdd	0be57d51be	support register custom feature ops easily	2020-12-10 09:00:00 +00:00
lwwang1995	73669de392	Fix code.	2020-12-09 20:24:56 +08:00
lwwang1995	70fb760830	Fix bugs for models.	2020-12-09 17:20:36 +08:00
Young	fb4a2e65cc	support multi indexing of TSDatasetSample	2020-12-09 17:20:36 +08:00
Young	abb90ca2f6	fix sampler performance bug	2020-12-09 17:20:36 +08:00
Young	d2107c9957	dataset performance optm	2020-12-09 17:20:36 +08:00
lwwang1995	65902e424c	Add filter columns.	2020-12-09 17:20:36 +08:00
Young	5d5f8c8868	update TimeSeriesDataset	2020-12-09 17:20:36 +08:00
bxdd	ae757a4b51	black format	2020-11-27 13:09:40 +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	ad21092375	datahandler support explicit selector & PortAnaRecord support strategy instance	2020-11-27 09:00:43 +08:00
bxdd	52c7076917	dnn model opz	2020-11-26 21:15:21 +08:00
Jactus	2fd982a98f	Update docs and delete estimator	2020-11-26 19:40:41 +08:00
Young	3a3937aa42	Merge branch 'main' of github.com:you-n-g/qlib into main	2020-11-26 08:43:36 +00:00
Young	e2935f214a	fix some typo and bug	2020-11-26 08:42:54 +00:00
Dong Zhou	37cc51465c	improve perf of robust zscore processor	2020-11-26 12:25:39 +08:00
Dong Zhou	d0ca52f3fd	add robust zscore processor & ALPHA360 support custom processors	2020-11-26 12:04:48 +08:00
Jactus	87cee85cea	Update docs and fix tabnet	2020-11-26 00:55:26 +08:00
Jactus	7201334733	Format	2020-11-25 20:40:45 +08:00
Young	80fb24d8c3	Merge remote-tracking branch 'origin/main' into main	2020-11-25 12:31:45 +00:00
Jactus	a99db6a1dc	Add ALSTM config	2020-11-25 19:29:30 +08:00
Jactus	b31480a06a	Update doc strings and fix	2020-11-25 18:03:52 +08:00
Jactus	b4671746c2	Update part of the docs	2020-11-24 23:56:16 +08:00
Dong Zhou	5059bba51e	fix static dataloader	2020-11-24 22:52:19 +08:00
Dong Zhou	db9758575b	static data loader supports fields_group	2020-11-24 22:43:34 +08:00
bxdd	67e7fdf80b	Fix ops bug & add raise comments of Skew Kurt	2020-11-24 20:58:16 +08:00
Jactus	93ce9a4cb2	Format	2020-11-24 16:42:32 +08:00
Dong Zhou	e2485bcf2b	add CSRankNorm impl	2020-11-24 10:20:29 +08:00
Dong Zhou	641e7f38bc	Merge branch 'main' of github.com:you-n-g/qlib into main	2020-11-24 10:09:33 +08:00
Dong Zhou	7f9f54faf4	add CSRankNorm processor	2020-11-24 10:09:27 +08:00
Dong Zhou	5729b2242e	dataloader support static file or dataframe	2020-11-24 10:08:52 +08:00
Young	0112d06ed5	rename group -> fields_group	2020-11-24 02:05:05 +00:00
Wendi Li	71ba15c097	Update cache.py	2020-11-23 15:19:34 +08:00
zhupr	bac16060ff	fix us instruments	2020-11-22 15:45:06 +08:00
Young	89977320e3	black format	2020-11-21 15:34:15 +00:00
Young	e5923333f5	recorder refine; signalTemp; fixbug	2020-11-21 15:20:47 +00:00
Young	a0fe6941d2	Merge branch 'main' of github.com:you-n-g/qlib into main	2020-11-21 08:54:27 +00:00
Young	f476ada22d	Adjust interface	2020-11-21 08:54:11 +00:00
Jactus	5aa48524d6	Add run_all_model script	2020-11-20 16:09:40 +08:00
Young	6610b7110a	Merge branch 'main' of github.com:you-n-g/qlib into main	2020-11-19 09:22:55 +00:00
Jactus	c91698287a	Add catboost config and notebook	2020-11-19 17:18:18 +08:00
Young	aa971e017a	fix handler bug	2020-11-19 09:13:05 +00:00
Young	afcfa0a478	adjust for SepDataframe	2020-11-19 04:08:05 +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	42867264f3	Update R and workflow	2020-11-16 15:49:50 +08:00
you-n-g	c06914eb39	Merge branch 'main' into main	2020-11-14 17:17:02 +08:00
Young	7a79028a72	fix some small bug	2020-11-14 08:23:19 +00:00
lwwang1995	138ab10c1a	Update Dropna function in processor and check model loading and saving with pickle.	2020-11-13 10:55:10 +08:00