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mirror of https://github.com/microsoft/qlib.git synced 2026-07-04 11:30:57 +08:00
Commit Graph

1600 Commits

Author SHA1 Message Date
Ying-Tao Luo
29e66b2dea Add two new model in zoo
Add transformer and localformer (SLGT) models for time series prediction in finance in the Quant Model Zoo.
2021-07-22 11:05:39 +08:00
Ying-Tao Luo
698e59ac72 Add performance of two new models
Add the performance of transformer and localformer.
2021-07-22 11:05:39 +08:00
Ying-Tao Luo
e006ef40ad Update pytorch_localformer_ts.py 2021-07-22 11:05:39 +08:00
Young
59d4bc9394 update run_all_model and black format 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
b07e0bffb1 Add files via upload 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
161343018f Add files via upload 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
bee031af68 Add files via upload 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
35840606a8 Update pytorch_localformer.py 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
2df9b6e076 Add files via upload 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
0c3eaf3f16 Add files via upload 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
2eee064eb8 Add files via upload 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
096ef5a62b Update pytorch_transformer.py
Have passed black
2021-07-22 11:05:39 +08:00
Ying-Tao Luo
dd0eebed53 Update pytorch_localformer.py
Have passed black.
2021-07-22 11:05:39 +08:00
Ying-Tao Luo
7b20abeda1 Add files via upload
Add naive transformer model and a improved transformer model.
2021-07-22 11:05:39 +08:00
wangwenxi.handsome
10c182e2b0 add order_indicator doc 2021-07-21 14:09:12 +00:00
wangwenxi.handsome
83d4387e9f pandas_order_indicator 2021-07-21 12:47:31 +00:00
you-n-g
5519420efd Update test_macos.yml
Give more comments about the MacOS test yaml
2021-07-21 18:30:25 +08:00
zhupr
eb3c5b3088 macos-test-ci split out separately 2021-07-21 18:25:31 +08:00
zhupr
f03df874bf fix macos-test-ci 2021-07-21 18:25:31 +08:00
2796gaurav
8fa22bd2e1 added 1min for IN and also updated readme 2021-07-21 14:16:22 +05:30
Gaurav
d1c8d885aa cleaned the code 2021-07-21 17:59:50 +05:30
zhupr
bf7732e284 fix df_features.index conține np.nan 2021-07-21 14:28:20 +08:00
v-mingzhehan
9bf8c999e6 type checking update 2021-07-20 06:14:40 +00:00
Young
4e862f7d1f add print cash in verbose mode and code format 2021-07-20 05:13:05 +00:00
wuzhe1234
3f5334ab39 Update qrun to automaticly save the config to the artifacts uri 2021-07-19 13:32:14 +08:00
v-mingzhehan
62583ea6ec Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy 2021-07-19 04:18:17 +00:00
Young
92f2891664 fix order factor setting issue
Move the factor setting from init phase to dealing phase.
2021-07-19 02:37:44 +00:00
zhupr
c97a96363d Add a check if change is mutated to YahooNormalize1d 2021-07-18 20:28:46 +08:00
v-mingzhehan
25ff62f542 Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy 2021-07-18 09:00:47 +00:00
slowy07
2023f714c9 [fixed] lgtm issue : unused imported module of 'signal' and change to PEP8 style code imported module 2021-07-18 15:25:18 +08:00
slowy07
f8a2b0533b lgtm issue: fixing unused import of 'time' 2021-07-18 15:25:18 +08:00
chaosyu
3183a232df update doc str 2021-07-18 15:24:23 +08:00
chaosyu
8b715268bd use list_kwargs instead filter_string 2021-07-18 15:24:23 +08:00
chaosyu
28cb827a23 fix lint issue 2021-07-18 15:24:23 +08:00
chaosyu
b723f14619 apply filter string to recorder collector 2021-07-18 15:24:23 +08:00
chaosyu
47535ba530 add mlflow filter string support to limit too much run number 2021-07-18 15:24:23 +08:00
Young
4a62e02fca add get_data_cal_avail_range method 2021-07-18 07:12:14 +00:00
v-mingzhehan
572181ef5d Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy 2021-07-18 03:55:39 +00:00
Young
ed12c7fca3 add common_infra warning and fix time bug 2021-07-18 03:13:15 +00:00
v-mingzhehan
5f50614dbc Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy 2021-07-17 16:31:31 +00:00
Young
7738f39546 filter zero base price 2021-07-17 06:54:44 +00:00
Gaurav
d70e5a4f88 add YahooNormalizeIN and YahooNormalizeIN1d 2021-07-17 10:40:16 +05:30
wangwenxi.handsome
2b8d4dc3c2 callable 2021-07-16 14:09:36 +00:00
wangwenxi.handsome
6ad52e8cf5 black and doc 2021-07-16 13:55:49 +00:00
wangwenxi.handsome
567841e1c6 get qlib data in exchange 2021-07-16 12:56:49 +00:00
wangwenxi.handsome
110141ddac add doc 2021-07-16 09:17:29 +00:00
wangwenxi.handsome
65b44349cd add PandasQuote 2021-07-16 08:29:32 +00:00
you-n-g
3b8087677c Update online.rst 2021-07-16 12:24:33 +08:00
Young
5241b2f918 Merge branch 'nested_decision_exe' of github.com:microsoft/qlib into nested_decision_exe 2021-07-16 03:17:54 +00:00
Young
344f4f69d2 add data calendar API and refine order cal api 2021-07-16 03:11:07 +00:00