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Commit Graph

1146 Commits

Author SHA1 Message Date
xiaowuhu
1cb43ea69b Update workflow.rst
remove 空格 before module_path, kwargs, etc, otherwise, yaml parser will report error: ruamel.yaml.scanner.ScannerError: mapping values are not allowed here
2021-07-06 09:21:14 +08:00
you-n-g
7ca9cf79f7 Update README.md 2021-07-05 19:47:49 +08:00
you-n-g
35f090a6e4 Update what's new 2021-07-04 16:47:33 +08:00
Lewen Wang
ace7484304 Update TCTS. (#495)
* Update TCTS Model.

Co-authored-by: lewwang <lwwang@microsoft.com>
2021-07-04 16:45:05 +08:00
bxdd
2d4f0e80f9 black format 2021-07-02 08:47:52 +08:00
bxdd
946c9392a1 support check_transform_proc module_path 2021-07-02 08:47:52 +08:00
lzh222333
b523b27d5a add docstring 2021-06-30 10:59:34 +08:00
lzh222333
0b83fb3564 more general exception 2021-06-30 10:59:34 +08:00
lzh222333
d96f7a67c6 bug & docs fixed 2021-06-30 10:59:34 +08:00
lzh222333
a7862387a2 fixed update bugs 2021-06-30 10:59:34 +08:00
lzh222333
c4c438249c modify OnlineToolR 2021-06-30 10:59:34 +08:00
you-n-g
8709dde65b Merge pull request #481 from ai4stocks/working_workflow_fix_ipynb
examples/workflow_by_code.ipynd: fix an error in R.get_recorder() par…
2021-06-26 19:57:24 +08:00
Guodong Xu
d66733c358 examples/workflow_by_code.ipynd: fix an error in R.get_recorder() parameters
get_recorder() needs specify 'recorder_id='. However workflow_by_code.ipynd
didn't. This patch fixes it.

Without this fix, here is the error message jupyter-notebook reports:

"---------------------------------------------------------------------------
TypeError Traceback (most recent call last)

<ipython-input-7-e6a7b5f4da00> in <module>
26 # backtest and analysis
27 with R.start(experiment_name="backtest_analysis"):
---> 28 recorder = R.get_recorder(rid, experiment_name="train_model")
29 model = recorder.load_object("trained_model")
30

TypeError: get_recorder() takes 1 positional argument but 2 positional arguments (and 1 keyword-only argument) were given"

Signed-off-by: Guodong Xu <guodong.xu@linaro.org>
2021-06-26 18:25:47 +08:00
Dong Zhou
9cf574b697 Merge pull request #479 from linhx25/main
Add TRA Model
2021-06-25 18:08:23 +08:00
linhx25
107e40f3ee Add TRA Model 2021-06-25 16:12:50 +08:00
you-n-g
4837ba8db3 Merge pull request #476 from bxdd/qlib_ops_config
Support using config to register custom operators
2021-06-24 20:41:48 +08:00
Qian Chen
2ab4a9adb3 Set self.fitted = True instead of self._fitted. 2021-06-24 20:40:59 +08:00
bxdd
8d0b673341 add custom_ops docstring 2021-06-24 15:00:45 +08:00
you-n-g
8ebdb1e873 Merge pull request #463 from zhupr/support_extend_data
Support extend data
2021-06-24 13:53:30 +08:00
zhupr
39340fbf06 fix: typo 2021-06-24 11:07:40 +08:00
zhupr
0e277723a3 Merge remote-tracking branch 'qlib/main' into qlib_main
# Conflicts:
#	scripts/data_collector/yahoo/README.md
2021-06-24 00:09:54 +08:00
zhupr
1418417034 fix automatic update of daily frequency data 2021-06-23 23:59:59 +08:00
you-n-g
b261f7b501 Update README.md 2021-06-23 20:51:21 +08:00
zhupr
bab50e8837 fix YahooNormalize1min && update docs 2021-06-23 16:13:26 +08:00
bxdd
0eee4a0f2e support config custom_ops 2021-06-23 15:56:36 +08:00
Young
21eb71d4a9 update framework for online serving 2021-06-23 02:05:38 +00:00
zhupr
46714adf4c modify the YahooNormalize1min factor calculation 2021-06-22 11:15:09 +08:00
zhupr
99fb49650a add end_date parameter to collector.normalize_data 2021-06-21 17:20:37 +08:00
zhupr
985fd0816c Fix cn_index.collector network error 2021-06-21 17:18:04 +08:00
Young
d0f54343c7 support subclass of TSDatasetH 2021-06-21 00:24:31 +08:00
Young
a3679e6758 simplify the code and prevent float when shifting 2021-06-21 00:24:31 +08:00
zhupr
b6c31540e8 add function to automatically update daily frequency data 2021-06-17 23:07:56 +08:00
zhupr
a4f6e04199 modify dump_update starts with the last end date of each symbol 2021-06-17 22:33:31 +08:00
you-n-g
0aee46ee79 Merge pull request #466 from you-n-g/online_hotfix
Online bug fix, enhancement &  docs for dataset, workflow, trainer ...
2021-06-17 11:38:44 +08:00
Young
9c8d423a86 fix ModelUpdater 2021-06-16 14:10:51 +00:00
zhupr
b4efbd53b2 Fix 'report' compatibility with matplotlib versions 2021-06-16 22:00:43 +08:00
you-n-g
5a50d7c952 Merge pull request #471 from Derek-Wds/main
Update Recorder Wrapper to prevent reinitialization
2021-06-16 17:46:31 +08:00
Jactus
0fe8b281ba Update R wrapper logic 2021-06-16 12:28:20 +08:00
lewwang
5331ab93f8 Update TCTS README. 2021-06-16 12:23:22 +08:00
Jactus
64582e9d46 Add QlibException 2021-06-15 15:02:11 +08:00
Jactus
9e0e2ff736 Update QlibRecorder wrapper 2021-06-15 14:46:31 +08:00
Young
973c4137e4 fix mlflow & task bug 2021-06-12 13:54:26 +00:00
Young
730f6258d6 add warning and * 2021-06-11 10:40:56 +00:00
Young
5850490b24 simplify the code and add docs 2021-06-11 08:29:10 +00:00
Young
d4b36bdab4 Online fix
- Skip duplicated qlib.auto_init()
- Fix TSDatasetH flt_col bug!
- Resolve qlib log attribute confliction
- Trainer API enhancement
- More docs and user-friendly warning
2021-06-11 02:06:07 +00:00
you-n-g
40416d8c30 Merge pull request #464 from lwwang1995/main
Add TCTS baseline.
2021-06-10 10:18:20 +08:00
lewwang
567e42840c asdf 2021-06-09 18:37:25 +08:00
lewwang
65ddca133f asdf 2021-06-09 18:36:12 +08:00
lewwang
d199256d34 asdf 2021-06-09 18:35:14 +08:00
lewwang
073fe4668e asdf 2021-06-09 18:34:31 +08:00