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Author SHA1 Message Date
Pengrong Zhu
1ecdfd45fe fix dump_bin:DumpDataUpdate (#783) 2021-12-29 09:29:08 +08:00
Chao Ning
622303b83a add map_location to torch.load to make it work when cuda is unavailable (#782) 2021-12-29 00:02:04 +08:00
Chao Ning
6bafd0a09b Reformat example data names: use {region}_data for 1-day data, and {region}_data_1min for 1-min data (#781) 
* Fix high-freq data name from `yahoo_cn_1min` to `cn_data_1min`

* re-format example data names using `qlib_{region}_{feq}`, e.g. qlib_cn_1d

* re-format example data names using `{region}_{feq}`, e.g. us_1d and cn_1min

* keep using  for 1day data, and change 1min data to
 2021-12-28 23:58:49 +08:00
you-n-g
aed9c09091 Update news 2021-12-28 19:54:30 +08:00
Dong Zhou
1b8f0b4575 support optimization based strategy (#754) 
* support optimization based strategy

* fix riskdata not found & update doc

* refactor signal_strategy

* add portfolio example

* Update examples/portfolio/prepare_riskdata.py

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* fix typo

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* fix typo

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* update doc

* fix riskmodel doc

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>
 2021-12-28 18:44:20 +08:00
you-n-g
4709909782 Add hook for supporting RL strategy (#768) 2021-12-27 12:16:36 +08:00
Pengrong Zhu
a0f49fe2e7 fix cn_index collector (#780) 2021-12-26 14:12:48 +08:00
you-n-g
2840570dd3 Fix Typo in README.md 2021-12-26 00:42:16 +08:00
you-n-g
00ad122175 Update Contributor list (#779) 2021-12-26 00:25:03 +08:00
you-n-g
3493f29e16 Enhance Task Dict Var (#778) 2021-12-26 00:18:44 +08:00
you-n-g
e33de44cb9 Update Docs of Alpha360 (#777) 2021-12-25 18:07:44 +08:00
Chia-hung Tai
e843e021a2 Use encoding="utf-8" in open. (#773) 2021-12-25 18:00:56 +08:00
Chia-hung Tai
5aa5a6f356 Replace scripts/get_data.py to get_data.py. (#775) 
For the consitency in this page, replace scripts/get_data.py to get_data.py.
 2021-12-25 16:12:04 +08:00
Chia-hung Tai
f490708025 Fix typo leanable to learnable. (#774) 2021-12-25 16:07:40 +08:00
you-n-g
41a5778684 Update strategy.rst 
Add docs for the prediction score
 2021-12-25 15:24:58 +08:00
you-n-g
ef161715f7 Add docs about the patameters (#771) 2021-12-24 15:26:27 +08:00
you-n-g
d087054a59 Add Cache to avoid frequently loading calendar (#766) 2021-12-23 09:08:52 +08:00
cuicorey
350fbe91c9 Change BCELoss in MLP model (#756) 2021-12-20 19:03:33 +08:00
you-n-g
2aca74cd21 Black Format 2021-12-20 18:21:31 +08:00
you-n-g
92ff3d20b9 Update processor.py 2021-12-20 18:18:59 +08:00
you-n-g
0552120a2e Update documents for qlib_uri 2021-12-20 14:18:53 +08:00
you-n-g
3480fd932f Update README.md 2021-12-18 12:29:36 +08:00
Pengrong Zhu
957f9a18e9 fix IndexError of the last trading day in backtest calendar (#751) 2021-12-17 11:11:56 +08:00
you-n-g
6c83632fc4 Update README.md 2021-12-14 18:13:04 +08:00
Arthur Cui
125922b77a solve VERSION.txt bug (#732) 
* solve VERSION.txt bug

* back to main version

* change setup and init to follow pypi type

* add read function

* solve black format

Co-authored-by: DefangCui <170007807@pku.edu.cn>
 2021-12-12 12:02:20 +08:00
Pengrong Zhu
5e69d089c0 add description of dataset document (#742) 2021-12-12 09:49:10 +08:00
Pengrong Zhu
c10c349b20 remove unneeded code from workflow_by_code.ipynb && fix analysis_model_performance (#740) 2021-12-11 13:23:00 +08:00
upgradvisor-bot
7cb1f7cee0 Hyperopt upgrade (#741) 
* Upgrade hyperopt

* Do not use newly added progress bar

Co-authored-by: Raphael Sofaer <rsofaer@gmail.com>
 2021-12-11 12:37:08 +08:00
you-n-g
d0ff5eea9d Update README.md 2021-12-10 17:39:15 +08:00
you-n-g
e99f00b445 Add method parameter for volume (#734) 2021-12-09 10:45:25 +08:00
you-n-g
e50ad4309e Update news 2021-12-08 10:24:58 +08:00
Young
d89ae2370f update version to dev 2021-12-08 08:25:28 +08:00
Young
ee3d4092ae release 0.8.0 v0.8.0 2021-12-08 07:32:03 +08:00
you-n-g
ae83f9056f docs improvement (#730) 2021-12-07 21:45:29 +08:00
Pengrong Zhu
c276de4040 Fix backtest (#719) 
* modify FileStorage to support multiple freqs

* modify backtest's sample documentation

* change the logging level of read data exception from error to debug

* fix the backtest exception when volume is 0 or np.nan

* fix test_storage.py

* add backtest_daily

* modify backtest_daily's docstring

* add __repr__/__str__ to Position

* fix the bug of nested_decision_execution example

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2021-12-07 19:04:23 +08:00
you-n-g
84103c7d43 Fix update record bug(#723) 2021-12-03 10:03:30 +08:00
you-n-g
6d6c586dc2 Update data crawler 2021-11-28 13:44:49 +08:00
you-n-g
54ef18ec4e Update the docs ops.py (#718) 
* Update ops.py

* Update ops.py
 2021-11-26 18:15:44 +08:00
demon143
0dfbf8c413 add logger (#709) 
* 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

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* Delete change doc.gif

* Add files via upload

* Update README.md

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* Add files via upload

* Delete Task-Gen-Recorder-CollectorV3.drawio (2).drawio.svg

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* Update manage.py

* Update utils.py

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2021-11-23 17:29:02 +08:00
cslwqxx
f9c35284e1 Update README.md 2021-11-23 15:58:32 +08:00
you-n-g
3974bfe746 Add SigAnaRecord in to workflow_by_code.py (#707) 
* Update workflow_by_code.py

* Update workflow_by_code.py
 2021-11-23 12:37:50 +08:00
you-n-g
45ebb1d0e0 support adding from date when updating pred (#703) 
* support adding from date when updating pred

* fix updating data error
 2021-11-22 19:52:52 +08:00
you-n-g
103f8579c1 Update README.md 2021-11-22 18:19:16 +08:00
fengcunguang
654033733d Add A New Baseline: ADD (#704) 2021-11-22 18:16:50 +08:00
Pengrong Zhu
d224ea447e Fix high-freq data (#702) 
* fix the collector.py yahoo 1min factor calculation

* fix HFSignalRecord
 2021-11-20 15:03:53 +08:00
demon143
9265b66e09 Update task_management.rst (#700) 2021-11-18 18:23:43 +08:00
you-n-g
d4b56d97b5 Update __init__.py 2021-11-18 18:22:09 +08:00
Chao Wang
0b3b95f22f Update workflow_by_code.ipynb (#697) 
changed model_strategy to signal_stragey. there is no model_strategy under qlib.contrib.strategy.
 2021-11-18 09:21:45 +08:00
demon143
0596174b94 Update task_management.rst (#654) 
* Update task_management.rst

* Update task_management.rst

* Update task_management.rst

* Update task_management.rst

* Update task_management.rst

* Update task_management.rst

* Update task_management.rst

* Update task_management.rst

* Update task_management.rst

* Update task_management.rst

* Update task_management.rst

* Add files via upload
 2021-11-18 09:20:54 +08:00
you-n-g
779b1786bd Merging Backtest improve (#694) 
* Fix private import

* temporarily fix create exp conflicts for remote mlflow

Co-authored-by: Dong Zhou <Zhou.Dong@microsoft.com>
 2021-11-16 11:43:35 +08:00