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Code Activity
1,296 Commits 46 Branches 26 Tags
25ff62f542e85a652d46a13fcb9b0e1fda3caf80
Commit Graph

390 Commits

Author SHA1 Message Date
v-mingzhehan
5c5379e09d Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy 2021-07-07 12:26:43 +00:00
you-n-g
1fb50d521b Merge branch 'main' into nested_decision_exe 2021-07-07 17:30:31 +08:00
wangwenxi.handsome
93796bdcef add exchange kwargs 2021-07-07 17:27:29 +08:00
wangwenxi.handsome
267ee3555d fix all example 2021-07-07 17:27:29 +08:00
wangwenxi.handsome
bd6080b8f5 yaml update 2021-07-07 17:27:29 +08:00
wangwenxi.handsome
cbe7c5285a high_fre_yaml 2021-07-07 17:27:29 +08:00
Lewen Wang
ace7484304 Update TCTS. (#495) 
* Update TCTS Model.

Co-authored-by: lewwang <lwwang@microsoft.com>
 2021-07-04 16:45:05 +08:00
bxdd
2d4f0e80f9 black format 2021-07-02 08:47:52 +08:00
bxdd
946c9392a1 support check_transform_proc module_path 2021-07-02 08:47:52 +08:00
Yuge Zhang
8e8bba1a96 Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy 2021-06-28 18:01:02 +08:00
Young
b41267fa59 successful run random order gen in day script 2021-06-28 17:47:30 +08:00
Guodong Xu
d66733c358 examples/workflow_by_code.ipynd: fix an error in R.get_recorder() parameters 
get_recorder() needs specify 'recorder_id='. However workflow_by_code.ipynd
didn't. This patch fixes it.

Without this fix, here is the error message jupyter-notebook reports:

"---------------------------------------------------------------------------
TypeError Traceback (most recent call last)

<ipython-input-7-e6a7b5f4da00> in <module>
26 # backtest and analysis
27 with R.start(experiment_name="backtest_analysis"):
---> 28 recorder = R.get_recorder(rid, experiment_name="train_model")
29 model = recorder.load_object("trained_model")
30

TypeError: get_recorder() takes 1 positional argument but 2 positional arguments (and 1 keyword-only argument) were given"

Signed-off-by: Guodong Xu <guodong.xu@linaro.org>
 2021-06-26 18:25:47 +08:00
linhx25
107e40f3ee Add TRA Model 2021-06-25 16:12:50 +08:00
bxdd
1517a9eb91 add default executor config & update bug in indicator 2021-06-24 13:59:10 +00:00
zhupr
0e277723a3 Merge remote-tracking branch 'qlib/main' into qlib_main 
# Conflicts:
#	scripts/data_collector/yahoo/README.md
 2021-06-24 00:09:54 +08:00
zhupr
bab50e8837 fix YahooNormalize1min && update docs 2021-06-23 16:13:26 +08:00
bxdd
ab97e82484 fix bug in Exchange 2021-06-22 15:03:05 +08:00
bxdd
4ac6e6e246 fix account bug & update indicator_analysis & fix some comments 2021-06-22 02:42:09 +08:00
lewwang
5331ab93f8 Update TCTS README. 2021-06-16 12:23:22 +08:00
bxdd
9e45528165 update backtest time range 2021-06-14 22:31:31 +08:00
bxdd
f78e90171b fix comments & add VAStrategy & add trade indicator 2021-06-14 21:32:18 +08:00
you-n-g
40416d8c30 Merge pull request #464 from lwwang1995/main 
Add TCTS baseline.
 2021-06-10 10:18:20 +08:00
lewwang
567e42840c asdf 2021-06-09 18:37:25 +08:00
lewwang
65ddca133f asdf 2021-06-09 18:36:12 +08:00
lewwang
d199256d34 asdf 2021-06-09 18:35:14 +08:00
lewwang
073fe4668e asdf 2021-06-09 18:34:31 +08:00
lewwang
89d53853e5 asdf 2021-06-09 18:30:42 +08:00
lewwang
bb6c1572ca asdf 2021-06-09 18:29:55 +08:00
lewwang
4c4e77b11f asdf 2021-06-09 18:28:31 +08:00
lewwang
38c7b7303a dsaf 2021-06-09 18:26:50 +08:00
lewwang
02d0eedd68 update 2021-06-09 18:21:16 +08:00
lewwang
5a3dde93a8 update 2021-06-09 18:15:06 +08:00
lewwang
177f6a59d2 asdf 2021-06-09 17:47:24 +08:00
lewwang
492a62a569 tcts demo page 2021-06-09 17:32:24 +08:00
Yuge Zhang
76be5d50e5 Refine example 2021-06-07 10:56:12 +08:00
Yuge Zhang
a06fa2bc44 Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy 2021-06-04 15:06:00 +08:00
Yuge Zhang
1581ef12ac Update impl for robustness 2021-06-04 13:01:49 +08:00
Yuge Zhang
c43805eff6 Update end-to-end example and requirements 2021-06-04 12:20:27 +08:00
Yuge Zhang
bf02fc23f8 Add RL strategy demo 2021-06-02 23:20:27 +08:00
Yuge Zhang
f5ac6230e1 Refactor for strategy 2021-06-02 22:04:54 +08:00
lzh222333
811d2c975e update & fix 2021-06-02 08:56:15 +00:00
Yuge Zhang
2314405613 Rename files 2021-06-02 16:53:39 +08:00
bxdd
4d48c96d30 fix CI 2021-06-01 18:50:50 +08:00
Yuge Zhang
a8e96e59f8 Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy 2021-06-01 17:51:39 +08:00
bxdd
04fff8ca36 solve conflict 2021-06-01 17:46:47 +08:00
bxdd
a183d8a631 update workflow_by_code & update executor 2021-06-01 17:44:22 +08:00
lzh222333
8d05cd2daf modify tests.config.py 2021-06-01 09:40:53 +00:00
lzh222333
231bdf8608 Merge remote-tracking branch 'microsoft/main' into online_srv 2021-06-01 08:29:02 +00:00
Yuge Zhang
cdc59a78f0 Merge branch 'nested_decision_exe' into rl-dummy 2021-06-01 11:34:45 +08:00
bxdd
60e082e446 add infra interface & fix no KeyboardInterpret bug 2021-05-31 20:40:11 +08:00