26 Commits

Author	SHA1	Message	Date
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
Young	10066ecf79	Draft version of refactoring handler	2020-10-17 10:04:02 +00:00
Young	d4091a8711	split code into core and contrib for data&model	2020-10-17 10:04:02 +00:00