Linlang
fbba768006
fixed a problem with multi index caused by the default value of groupkey ( #1917 )
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* fixed a problem with multi index caused by the default value of groupkey
* modify group_key default value
* limit pandas verion
* format with black
* fix docs error
* fix docs error
* fixed bugs caused by pandas upgrade
* remove needless code
* reformat with black
* limit version & add docs
2025-05-13 16:02:49 +08:00
you-n-g
be4646b4b7
Adjust rolling api ( #1594 )
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* Intermediate version
* Fix yaml template & Successfully run rolling
* Be compatible with benchmark
* Get same results with previous linear model
* Black formatting
* Update black
* Update the placeholder mechanism
* Update CI
* Update CI
* Upgrade Black
* Fix CI and simplify code
* Fix CI
* Move the data processing caching mechanism into utils.
* Adjusting DDG-DA
* Organize import
2023-07-14 12:16:12 +08:00
Maxim Smolskiy
5b73b80293
Fix the Errors/Warnings when building Qlib's documentation ( #1381 )
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* Fix the Errors/Warnings when building Qlib's documentation
* Fix
* Fix
* Empty
* Test CI
* Add doc compiling checking to CI
* Fix
* Tries to be consistent with Makefile
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
2022-12-05 09:29:03 +08:00
Maxim Smolskiy
b51e881be3
Fix the Errors with unexpected indentation when building Qlib's documentation ( #1352 )
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* Fix ERROR: Unexpected indentation in qlib/data/dataset/handler.py
* Fix ERROR: Unexpected indentation in qlib/data/dataset/__init__.py
* Fix ERROR: Unexpected indentation in ../qlib/data/cache.py
* Fix ERROR: Unexpected indentation in qlib/model/meta/task.py
* Fix ERROR: Unexpected indentation in qlib/model/meta/dataset.py
* Fix ERROR: Unexpected indentation in qlib/workflow/online/manager.py
* Fix ERROR: Unexpected indentation in qlib/workflow/online/update.py
* Fix ERROR: Unexpected indentation in /qlib/workflow/__init__.py
* Fix ERROR: Unexpected indentation in qlib/data/base.py
* Fix ERROR: Unexpected indentation in qlib/data/dataset/loader.py
* Fix ERROR: Unexpected indentation in qlib/contrib/evaluate.py
* Fix ERROR: Unexpected indentation in qlib/workflow/record_temp.py
* Fix ERROR: Unexpected indentation in qlib/workflow/task/gen.py
* Fix ERROR: Unexpected indentation in qlib/strategy/base.py
* Fix qlib/data/dataset/handler.py
* Retest
2022-11-15 08:49:36 +08:00
wony
67d618d4b2
Update cache.py ( #1329 )
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make D.feature([symbol], [Feature('close')], disk_cache=1) work correctly
2022-11-03 17:08:22 +08:00
Linlang Lv (iSoftStone)
30e457119c
add_pre-commit_and_flake8_to_CI
2022-03-25 16:56:02 +08:00
SunsetWolf
144e1e2459
Fix pylint ( #888 )
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* add_pylint_to_workflow
* fix-pylint
* fix_pylinterror
* fix-issue
2022-01-26 19:27:24 +08:00
luocy16
2bb8a4ce0e
Supporting Arctic Backend Provider & Orderbook, Tick Data Example ( #744 )
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* change weight_decay & batchsize
* del weight_decay
* big weight_decay
* mid weight_decay
* small layer
* 2 layer
* full layer
* no weight decay
* divide into two data source
* change parse field
* delete some debug
* add Toperator
* new format of arctic
* fix cache bug to arctic read
* fix connection problem
* add some operator
* final version for arcitc
* clear HZ cache
* remove not used function
* add topswrappers
* successfully import data and run first test
* A simpler version to support arctic
* Successfully run all high-freq expressions
* Black format and fix add docs
* Add docs for download and test data
* update scripts and docs
* Add docs
* fix bug
* Refine docs
* fix test bug
* fix CI error
* clean code
Co-authored-by: bxdd <bxddream@gmail.com >
Co-authored-by: wangwenxi.handsome <wangwenxi.handsome@gmail.com >
Co-authored-by: Young <afe.young@gmail.com >
2022-01-18 09:13:11 +08:00
SunsetWolf
dfc0ed3c01
fix_typo ( #790 )
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Signed-off-by: unknown <lv.linlang@qq.com >
2021-12-31 22:14:47 +08:00
Pengrong Zhu
9639a8cac9
add default protocol_version ( #677 )
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* add default protocol_version
* add comment to serial.Serializable.get_backend
2021-11-10 14:37:18 +08:00
Pengrong Zhu
4cecaba618
fix 'duplicate axis' error when updating cache ( #661 )
2021-10-29 22:52:42 +08:00
wangwenxi-handsome
3760a18a8d
Merge nested main ( #597 )
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* MVP for Indian Stocks in qlib using yahooquery
* cleaned with black
* cleaned with black
* add YahooNormalizeIN and YahooNormalizeIN1d
* cleaned the code
* added 1min for IN and also updated readme
* update comments
* fix comments
* recorder support upload both raw file and directory
* fix comments
* Update README.md
* Fix docs of QlibRecorder
* sort index after loader (#538 )
make sure the fetch method is based on a index-sorted pd.DataFrame
* refactor online serving rolling api
* refactor TRA
* format by black
* fix horizon
* fix TRA when use single head
* clean up
* improve pretrain
* update README
* fix tra when logdir is None
* fix tra when logdir is None
* Update strategy.py
* Update README.md
* Update README.md
* Conda Suggestion
* code standard docs
* Update ensemble.py (#560 )
* Fix CI Bug (#575 )
Co-authored-by: yuxwang <anduinnn@foxmail.com >
* Update gen.py (#576 )
* Fix multi-process loop calls (#574 )
* check lexsort in the 'lazy_sort_index' function (#566 )
* check lexsort
* check lexsort
* lexsort comment
* lexsort comment
* Delete .DS_Store
* Update README.md
* bug fix & use oracle transport pretrain
* mend
* Add `backend_freq_config` parameter, support multi-freq uri
* Add sample_config to QlibDataLoader, support multi-freq
* add multi-freq example
* get_cls_kwargs renamed get_callable_kwargs
* support multi-freq uri
* Add inst_processors to D.features
* Fix typo
* Fix the index type of the multi-freq example
* Fix duplicate mlflow directories in tests
* Add DataPathManager to QlibConfig && modify inst_processors to supports list only
* Modify the default value in the multi_freq example
* Modify client-server mode and dataset-cache to disable inst_processor
* Add wheel package to github CI
* fix comment
* Update FAQ.rst
* Update README.md
Fix wrong link
* Update the docs of TaskManager (#586 )
* Update manage.py
* update yaml
* update run_all_model
* Modify the Feature to be case sensitive (#589 )
* update README
* remove verbose
* fix spell bug
* fix typos (#592 )
* Update Release Note
* fix portfolio bug
* Add calendar support for resample
* add freq kwargs
* test.yml: Remove redundant code (#595 )
* Supporting shared processor (#596 )
* Supporting shared processor
* fix readonly reverse bug
* remove pytests dependency
* with fit bug
* fix parameter error
* fix comments
* Fix undefined names in Python code (#599 )
* Update pytorch_tabnet.py
$ `flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics`
```
./qlib/qlib/contrib/model/pytorch_tabnet.py:567:38: F821 undefined name 'inp'
self.independ.append(GLU(inp, out_dim, vbs=vbs))
^
./qlib/examples/model_rolling/task_manager_rolling.py:75:18: F821 undefined name 'task_train'
run_task(task_train, self.task_pool, experiment_name=self.experiment_name)
^
2 F821 undefined name 'task_train'
2
```
* Fix undefined names in Python code
* from qlib.model.trainer import task_train
* update seed
* fix some docstring
* add comments
* Fix SimpleDatasetCache
* Update setup.py
updated classifiers
* Update setup.py
change to matplotlib==3.3
* Update python-publish.yml
added python 3.9
* updategrade version number
* Update model list
* fix the type of filter_pipe
* fix comment
* fix record_temp
* update cvxpy version
* Update code_standard.rst (#587 )
* Update code_standard.rst
* Update docs/developer/code_standard.rst
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 >
* Add file lock for MLflowExpManager (#619 )
* fix torch version
* Share version number (#620 )
* Update initialization.rst (#622 )
* Update initialization.rst
* Update docs/start/initialization.rst
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* Update docs/start/initialization.rst
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 >
* fix bugs for running previous exmaple
* fix deal amount bug
* update change doc (#623 )
* 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
* Add files via upload
* Delete change doc.gif
* Add files via upload
* Update README.md
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 >
* update doc
* simplify run all model
* fix run all model bug
* Fix Models (#483 )
* fix gat dataset
* fix tft model
* Update tft.py
* Fix tft.py
Co-authored-by: Pengrong Zhu <zhu.pengrong@foxmail.com >
* type and skip empty exp
* fix model yaml config
* fix tft import bug
* skip empty result
* fix model and yaml bug
* fix wrong generate parameter
* Modify multi-freq example (#626 )
* modify the example of multi-freq
* add Copyright
* add a comment to average_ops.py
* modify the example of multi-freq
* add comment to multi_freq_handler.py
* add the Ref expression description to multi_freq_handler.py
* add expression description to multi_freq_handler.py
* update images
* fix workflow and update framework
Co-authored-by: Gaurav <2796gaurav@gmail.com >
Co-authored-by: 2796gaurav <17353992+2796gaurav@users.noreply.github.com >
Co-authored-by: bxdd <bxd98@126.com >
Co-authored-by: Young <afe.young@gmail.com >
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
Co-authored-by: Dong Zhou <Zhou.Dong@microsoft.com >
Co-authored-by: ZhangTP1996 <ztp18@mails.tsinghua.edu.cn >
Co-authored-by: demon143 <59681577+demon143@users.noreply.github.com >
Co-authored-by: Wangwuyi123 <51237097+Wangwuyi123@users.noreply.github.com >
Co-authored-by: yuxwang <anduinnn@foxmail.com >
Co-authored-by: Pengrong Zhu <zhu.pengrong@foxmail.com >
Co-authored-by: Mark Zhao <50850474+markzhao98@users.noreply.github.com >
Co-authored-by: cslwqxx <cslwqxx@users.noreply.github.com >
Co-authored-by: Dong Zhou <evanzd@users.noreply.github.com >
Co-authored-by: SaintMalik <37118134+saintmalik@users.noreply.github.com >
Co-authored-by: Christian Clauss <cclauss@me.com >
Co-authored-by: Anurag Kumar <mailanu98@gmail.com >
Co-authored-by: demon143 <785696300@qq.com >
2021-10-01 02:15:30 +08:00
Young
a3679e6758
simplify the code and prevent float when shifting
2021-06-21 00:24:31 +08:00
shubhendra
5015d218ff
Remove methods with unnecessary super delegation.
...
Signed-off-by: shubhendra <withshubh@gmail.com >
2021-03-06 13:01:34 +05:30
you-n-g
8c29105bca
Update cache.py
2021-01-27 19:52:33 +08:00
zhupr
3dda2cb379
Merge remote-tracking branch 'qlib/main' into qlib_register_ops
2021-01-20 15:16:06 +08:00
hadrianl
e8d7a22651
fix _adjust_size
2020-12-23 17:39:04 +08:00
hadrianl
4a62b929ad
add _get_value_size and remove _limit_flag
2020-12-23 17:39:04 +08:00
hadrianl
5efe82fb56
make code cleaner
2020-12-23 17:39:04 +08:00
hadrianl
40bbafcaab
black format
2020-12-23 17:39:04 +08:00
hadrianl
4c4f0f3c5e
black format
2020-12-23 17:39:04 +08:00
hadrianl
ae0e0eca3d
better MemCacheUnit implement
2020-12-23 17:39:04 +08:00
G_will
3f85af05e5
Refactor to Python3 style
2020-12-15 20:37:43 +08:00
bxdd
16450c2876
fix import
2020-12-10 09:54:05 +00:00
Jactus
87cee85cea
Update docs and fix tabnet
2020-11-26 00:55:26 +08:00
Jactus
b4671746c2
Update part of the docs
2020-11-24 23:56:16 +08:00
Wendi Li
71ba15c097
Update cache.py
2020-11-23 15:19:34 +08:00
Young
5c2f218cfb
refactor qlib conf&init. Fix test bug
2020-09-30 18:19:48 +08:00
zhupr
3c9f3acf79
Add FAQ
2020-09-30 18:19:48 +08:00
you-n-g
de9e13b171
release-0.5.0 ( #1 )
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* init commit
* change the version number
* rich the docs&fix cache docs
* update index readme
* Modify cache class name
* Modify sharpe to information_ratio
* Modify Group- to Group
* add the description of graphical results & fix the backtest docs
* fix docs in details
* update docs
* Update introduction.rst
* Update README.md
* Update introduction.rst
* Update introduction.rst
* Update introduction.rst
* Update installation.rst
* Update installation.rst
* Update initialization.rst
* Update getdata.rst
* Update integration.rst
* Update initialization.rst
* Update getdata.rst
* Update estimator.rst
Modify some typos.
* Update README.md
Modify the typos.
* Update initialization.rst
* Update data.rst
* Update report.rst
* Update estimator.rst
* Update cumulative_return.py
* Update model.rst
* Update rank_label.py
* Update cumulative_return.py
* Update strategy.rst
* Update getdata.rst
* Update backtest.rst
* Update integration.rst
* Update getdata.rst
* Update introduction.rst
* Update introduction.rst
* Update README.md
* Update report.rst
* Update integration.rst
Fix typos
* Update installation.rst
Fix typos
* Update getdata.rst
* Update initialization.rst
Fix typos.
* add quick start docs&fix detials
* fix estimator docs & fix strategy docs
* fix the cahce in data.rst
* update documents
* Fix Corr && Rsquare
* fix data retrival example to csi300 & fix a data bug
* fix filter bug
* Fix data collector
* Modift model args
* add the log & fix README.md\quick.rst
* add enviroment depend & add intoduction of qlib-server online mode
* fix image center fomat & set log_only of docs is True
* fix README.md format
* update data preparation & readme logo image
* get_data support version
* Modify analysis names
* Modify analysis graph
* update report.rst & data.rst
* commmit estimator for merge
* minimal requirements
* Update README.md
* Update README.md
* Update README.md
* Update README.md
* Update README.md
* Update README.md
* Update README.md
* Update READEME.md
* Update READEME.md
* update estimator
* Fix doc urls
* fix get_data.py docstring
* update test_get_data.py
* Upate docs
* Upate docs
* Upate docs
Co-authored-by: bxdd <bxddream@gmail.com >
Co-authored-by: zhupr <zhu.pengrong@foxmail.com >
Co-authored-by: Wendi Li <wendili.academic@qq.com >
Co-authored-by: Dingsu Wang <dingsu.wang@gmail.com >
Co-authored-by: bxdd <45119470+bxdd@users.noreply.github.com >
Co-authored-by: cslwqxx <cslwqxx@users.noreply.github.com >
2020-09-24 12:01:39 +08:00
Young
99ebd87cba
init commit
2020-09-22 01:43:21 +00:00
