liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-03 19:10:58 +08:00
Code Activity
1,548 Commits 46 Branches 26 Tags
1e410c99be7a9bda792fbcc64d49b8b7d0433ae2
Commit Graph

1548 Commits

This Branch
This Branch
All Branches
Author SHA1 Message Date
Young
1e410c99be Support auto skip flawed data 2021-11-13 07:44:26 +00:00
Pengrong Zhu
b223c4304d add ops_warning_log to config (#685) 2021-11-12 22:23:29 +08:00
you-n-g
f2771f1beb Callable Exp (#683) 2021-11-12 14:56:22 +08:00
Ckend
01bdf6c1b1 bugfix: Fix the problem that caused highfreq's yaml to be unusable (#678) 2021-11-10 22:32:58 +08:00
Pengrong Zhu
9639a8cac9 add default protocol_version (#677) 
* add default protocol_version

* add comment to serial.Serializable.get_backend
 2021-11-10 14:37:18 +08:00
you-n-g
cae4c9c924 An example to get index from TSDataSampler (#679) 2021-11-10 14:35:27 +08:00
you-n-g
a2be6e28e9 handler demo cache (#606) 
* handler demo  cache

* Update data_cache_demo.py

* example to reusing processed data in memory

* Skip dumping task of task_train

* FIX Black

Co-authored-by: Wangwuyi123 <51237097+Wangwuyi123@users.noreply.github.com>
 2021-11-08 17:33:10 +08:00
you-n-g
fdbc666678 Fix private import 2021-11-08 09:53:58 +08:00
you-n-g
7800dd4ec9 Merge pull request #650 from microsoft/backtest_improve 
Improve the backtest design and APIs
 2021-11-08 09:10:33 +08:00
Young
3fa48d7017 simplify record tmp 2021-11-05 12:57:14 +00:00
Mark Zhao
b18132dce1 More citations (#673) 
* check lexsort

* check lexsort

* lexsort comment

* lexsort comment

* fix GPU identification bug

* Create README.md

* Update README.md

* Create README.md

* Create README.md

* Update README.md

* Create README.md

* Update README.md

* Update README.md

* Create README.md

* Create README.md

* Create README.md
 2021-11-05 19:43:50 +08:00
you-n-g
16957176a9 Update README.md 
Update  benchmark link
 2021-11-05 13:00:32 +08:00
fengcunguang
f0b9a807ea Add A New Baseline: TCN (#668) 2021-11-04 20:30:52 +08:00
Mark Zhao
5ee2d9496b GPU identification bug fix for GATs (#669) 
* check lexsort

* check lexsort

* lexsort comment

* lexsort comment

* fix GPU identification bug
 2021-11-03 14:41:46 +08:00
Young
4f2d6b0d84 fix pytorch memory amount error 2021-11-02 20:41:39 +08:00
Young
3943b7001f fix CI bug for AyncCaller 2021-11-02 14:32:09 +08:00
Young
2593185721 Simplify TSDataset and async recorder 2021-11-02 11:07:40 +08:00
Young
7a884fa9f2 remove redundant file only when remote artifact 2021-11-01 18:55:44 +08:00
Dong Zhou
d929d4bb21 rm recorder temp file 2021-11-01 09:29:44 +00:00
Young
e54b019ee2 solve init kwargs conflictions 2021-11-01 06:22:25 +00:00
Young
426b98a3bc make the logic of online manager cleaner 2021-11-01 02:40:54 +00:00
Young
82f8ff9066 Update seperate dataframe 2021-11-01 00:51:21 +08:00
you-n-g
7b15682c63 Update initialization.rst 2021-10-30 21:42:22 +08:00
you-n-g
df36839a7f Update README.md 2021-10-30 21:36:15 +08:00
Pengrong Zhu
4cecaba618 fix 'duplicate axis' error when updating cache (#661) 2021-10-29 22:52:42 +08:00
Pengrong Zhu
63b823f343 add logs in case of ops.py errors (#659) 
* add logs in case of ops.py errors

* Update qlib/data/ops.py

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2021-10-29 08:52:43 +08:00
you-n-g
e41c0ac90a Adjusting gbdt.py's parameter (#660) 
* Update gbdt.py

* Update gbdt.py

* Update gbdt.py
 2021-10-28 19:43:05 +08:00
Young
31e9d529de Add multi horizon task generator 2021-10-28 00:01:19 +08:00
Young
5fa56703ae add handler pickle attr, enhance init_instance_by_config 2021-10-26 23:32:33 +08:00
Dong Zhou
c6bb11fe56 avoid trade without enough cash 2021-10-25 05:46:19 +00:00
Dong Zhou
3d7ebd1fe0 add back trade_val 2021-10-22 10:13:15 +00:00
Dong Zhou
7313b4dad0 fix impact cost 2021-10-22 08:58:37 +00:00
Dong Zhou
b70caff522 add doc 2021-10-22 08:49:20 +00:00
Dong Zhou
96b422a906 support market impact cost 2021-10-22 08:44:47 +00:00
Young
64130d9407 Fix the aggregation function of IndexData 2021-10-22 15:20:45 +08:00
Young
a58bc03a8e add sepdf(make mini project only rely on qlib) 2021-10-21 13:15:02 +00:00
Young
f537222ce3 make handler seperable 2021-10-21 12:38:24 +00:00
Dong Zhou
c427c64845 fix calendar 2021-10-19 06:17:53 +00:00
Young
22ff8fdc44 simple change log 2021-10-16 17:14:37 +00:00
Young
4efb0a75c1 Being compatible with previous Qlib version 2021-10-16 16:43:38 +00:00
Young
052aad7982 simplify signal parameter 2021-10-15 14:48:31 +00:00
Young
12f05c7182 Merge branch 'backtest_improve' of github.com:microsoft/qlib into backtest_improve 2021-10-15 11:27:33 +00:00
Young
ac08468330 Make static prediction easier 2021-10-15 11:21:03 +00:00
Dong Zhou
df9745f134 support empty order 2021-10-15 09:07:03 +00:00
Dong Zhou
2e49a5f7c0 fix order generator 2021-10-15 07:04:47 +00:00
you-n-g
3ab5721448 Fix OrderGenerator's return value 2021-10-15 14:28:08 +08:00
you-n-g
6a94b45503 Update order_generator.py 2021-10-15 13:52:55 +08:00
you-n-g
7c31012b50 Auto injecting model and dataset for Recorder (#645) 
* Auto injecting model and dataset for Recorder

* Support using Feature in expression
 2021-10-15 13:50:24 +08:00
you-n-g
334b92ace7 Checking dataset empty (#647) 
* Checking dataset empty

* add dataset checker
 2021-10-14 23:35:12 +08:00
you-n-g
9a175d7507 improve the doc of auto init (#541) 
* improve the doc of auto init

* Update setup.py

* Update setup.py

* change cvxpy version

Co-authored-by: Wangwuyi123 <51237097+Wangwuyi123@users.noreply.github.com>
 2021-10-12 11:58:27 +08:00