Ronald
16acb76aba
fix: ignore a generated file when install from source ( #2091 )
...
Co-authored-by: abc <a@b.com >
2026-01-22 16:55:26 +08:00
Linlang
a0cef033cb
update python version ( #1868 )
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* update python version
* fix: Correct selector handling and add time filtering in storage.py
* fix: convert index and columns to list in repr methods
* feat: Add Makefile for managing project prerequisites
* feat: Add Cython extensions for rolling and expanding operations
* resolve install error
* fix lint error
* fix lint error
* fix lint error
* fix lint error
* fix lint error
* update build package
* update makefile
* update ci yaml
* fix docs build error
* fix ubuntu install error
* fix docs build error
* fix install error
* fix install error
* fix install error
* fix install error
* fix pylint error
* fix pylint error
* fix pylint error
* fix pylint error
* fix pylint error E1123
* fix pylint error R0917
* fix pytest error
* fix pytest error
* fix pytest error
* update code
* update code
* fix ci error
* fix pylint error
* fix black error
* fix pytest error
* fix CI error
* fix CI error
* add python version to CI
* add python version to CI
* add python version to CI
* fix pylint error
* fix pytest general nn error
* fix CI error
* optimize code
* add coments
* Extended macos version
* remove build package
---------
Co-authored-by: Young <afe.young@gmail.com >
2024-12-17 11:30:06 +08:00
Chuan Xu
b1e0e77c97
Fix the bug of reading string NA as NaN in the function exists_qlib_data. ( #1736 )
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* Fix the bug of reading NA string as NaN in exists_qlib_data.
* Fix the .gitignore file.
* Update the fix and add some comments.
* format with black
---------
Co-authored-by: Chuan Xu <chuan.xu@sas.com >
Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com >
2024-05-10 13:09:39 +08:00
saurabh dave
e6f9a94fc5
fix: removed extra blank link between sections ( #1451 )
2023-04-03 17:32:01 +08:00
Huoran Li
653c082e7a
Order execution open source ( #1447 )
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* 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
Huoran Li
3c62d131a5
Migrate amc4th training ( #1316 )
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* Migrate amc4th training
* Refine RL example scripts
* Resolve PR comments
Co-authored-by: luocy16 <luocy16@mails.tsinghua.edu.cn >
2022-10-19 10:17:43 +08:00
Huoran Li
14b2b355a7
Update .gitignore ( #1110 )
2022-05-30 21:27:49 +08:00
Huoran Li
64fadff218
Add .idea/ into gitignore ( #1108 )
2022-05-25 13:59:35 +08:00
Yuge Zhang
9a40fd3cdc
Qlib RL framework (stage 1) - single-asset order execution ( #1076 )
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* 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
wangwenxi-handsome
3760a18a8d
Merge nested main ( #597 )
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* MVP for Indian Stocks in qlib using yahooquery
* cleaned with black
* cleaned with black
* add YahooNormalizeIN and YahooNormalizeIN1d
* cleaned the code
* added 1min for IN and also updated readme
* update comments
* fix comments
* recorder support upload both raw file and directory
* fix comments
* Update README.md
* Fix docs of QlibRecorder
* sort index after loader (#538 )
make sure the fetch method is based on a index-sorted pd.DataFrame
* refactor online serving rolling api
* refactor TRA
* format by black
* fix horizon
* fix TRA when use single head
* clean up
* improve pretrain
* update README
* fix tra when logdir is None
* fix tra when logdir is None
* Update strategy.py
* Update README.md
* Update README.md
* Conda Suggestion
* code standard docs
* Update ensemble.py (#560 )
* Fix CI Bug (#575 )
Co-authored-by: yuxwang <anduinnn@foxmail.com >
* Update gen.py (#576 )
* Fix multi-process loop calls (#574 )
* check lexsort in the 'lazy_sort_index' function (#566 )
* check lexsort
* check lexsort
* lexsort comment
* lexsort comment
* Delete .DS_Store
* Update README.md
* bug fix & use oracle transport pretrain
* mend
* Add `backend_freq_config` parameter, support multi-freq uri
* Add sample_config to QlibDataLoader, support multi-freq
* add multi-freq example
* get_cls_kwargs renamed get_callable_kwargs
* support multi-freq uri
* Add inst_processors to D.features
* Fix typo
* Fix the index type of the multi-freq example
* Fix duplicate mlflow directories in tests
* Add DataPathManager to QlibConfig && modify inst_processors to supports list only
* Modify the default value in the multi_freq example
* Modify client-server mode and dataset-cache to disable inst_processor
* Add wheel package to github CI
* fix comment
* Update FAQ.rst
* Update README.md
Fix wrong link
* Update the docs of TaskManager (#586 )
* Update manage.py
* update yaml
* update run_all_model
* Modify the Feature to be case sensitive (#589 )
* update README
* remove verbose
* fix spell bug
* fix typos (#592 )
* Update Release Note
* fix portfolio bug
* Add calendar support for resample
* add freq kwargs
* test.yml: Remove redundant code (#595 )
* Supporting shared processor (#596 )
* Supporting shared processor
* fix readonly reverse bug
* remove pytests dependency
* with fit bug
* fix parameter error
* fix comments
* Fix undefined names in Python code (#599 )
* Update pytorch_tabnet.py
$ `flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics`
```
./qlib/qlib/contrib/model/pytorch_tabnet.py:567:38: F821 undefined name 'inp'
self.independ.append(GLU(inp, out_dim, vbs=vbs))
^
./qlib/examples/model_rolling/task_manager_rolling.py:75:18: F821 undefined name 'task_train'
run_task(task_train, self.task_pool, experiment_name=self.experiment_name)
^
2 F821 undefined name 'task_train'
2
```
* Fix undefined names in Python code
* from qlib.model.trainer import task_train
* update seed
* fix some docstring
* add comments
* Fix SimpleDatasetCache
* Update setup.py
updated classifiers
* Update setup.py
change to matplotlib==3.3
* Update python-publish.yml
added python 3.9
* updategrade version number
* Update model list
* fix the type of filter_pipe
* fix comment
* fix record_temp
* update cvxpy version
* Update code_standard.rst (#587 )
* Update code_standard.rst
* Update docs/developer/code_standard.rst
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* Add file lock for MLflowExpManager (#619 )
* fix torch version
* Share version number (#620 )
* Update initialization.rst (#622 )
* Update initialization.rst
* Update docs/start/initialization.rst
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* Update docs/start/initialization.rst
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* fix bugs for running previous exmaple
* fix deal amount bug
* update change doc (#623 )
* Add files via upload
* Update README.md
* Update README.md
* Update README.md
* Delete change doc.gif
* Add files via upload
* Update README.md
* Delete change doc.gif
* Add files via upload
* Delete change doc.gif
* Add files via upload
* Update README.md
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* update doc
* simplify run all model
* fix run all model bug
* Fix Models (#483 )
* fix gat dataset
* fix tft model
* Update tft.py
* Fix tft.py
Co-authored-by: Pengrong Zhu <zhu.pengrong@foxmail.com >
* type and skip empty exp
* fix model yaml config
* fix tft import bug
* skip empty result
* fix model and yaml bug
* fix wrong generate parameter
* Modify multi-freq example (#626 )
* modify the example of multi-freq
* add Copyright
* add a comment to average_ops.py
* modify the example of multi-freq
* add comment to multi_freq_handler.py
* add the Ref expression description to multi_freq_handler.py
* add expression description to multi_freq_handler.py
* update images
* fix workflow and update framework
Co-authored-by: Gaurav <2796gaurav@gmail.com >
Co-authored-by: 2796gaurav <17353992+2796gaurav@users.noreply.github.com >
Co-authored-by: bxdd <bxd98@126.com >
Co-authored-by: Young <afe.young@gmail.com >
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
Co-authored-by: Dong Zhou <Zhou.Dong@microsoft.com >
Co-authored-by: ZhangTP1996 <ztp18@mails.tsinghua.edu.cn >
Co-authored-by: demon143 <59681577+demon143@users.noreply.github.com >
Co-authored-by: Wangwuyi123 <51237097+Wangwuyi123@users.noreply.github.com >
Co-authored-by: yuxwang <anduinnn@foxmail.com >
Co-authored-by: Pengrong Zhu <zhu.pengrong@foxmail.com >
Co-authored-by: Mark Zhao <50850474+markzhao98@users.noreply.github.com >
Co-authored-by: cslwqxx <cslwqxx@users.noreply.github.com >
Co-authored-by: Dong Zhou <evanzd@users.noreply.github.com >
Co-authored-by: SaintMalik <37118134+saintmalik@users.noreply.github.com >
Co-authored-by: Christian Clauss <cclauss@me.com >
Co-authored-by: Anurag Kumar <mailanu98@gmail.com >
Co-authored-by: demon143 <785696300@qq.com >
2021-10-01 02:15:30 +08:00
D-X-Y
67fbdafe76
Fix many bugs in TabNet and use_gpu
2021-03-12 02:42:25 +00:00
D-X-Y
a9a70dfddf
Update repr for DatasetH and ExpManager
2021-03-03 06:47:52 +00:00
王雪
e85646762c
Update .gitignore
2021-01-20 22:12:35 +08:00
Jactus
1235b9c5c3
Add PEP8 style check and add bug report issue template
2020-09-30 18:19:48 +08:00
Young
99ebd87cba
init commit
2020-09-22 01:43:21 +00:00
