281 Commits

Author	SHA1	Message	Date
Dong Zhou	5279e71423	Merge pull request #591 from evanzd/fix_tra ... Fix TRA	2021-09-11 18:48:13 +08:00
zhupr	e84cc23589	Add DataPathManager to QlibConfig && modify inst_processors to supports list only	2021-09-07 20:41:10 +08:00
zhupr	d1cbf4c3d9	support multi-freq uri	2021-09-07 20:41:10 +08:00
zhupr	6011a21308	get_cls_kwargs renamed get_callable_kwargs	2021-09-07 20:41:10 +08:00
zhupr	c99494eb76	Add sample_config to QlibDataLoader, support multi-freq	2021-09-07 20:41:10 +08:00
Dong Zhou	8f4d320832	bug fix & use oracle transport pretrain	2021-08-30 07:32:04 +00:00
ZhangTP1996	398131cff7	Update strategy.py	2021-08-05 17:21:10 +08:00
Dong Zhou	e71e2f941c	fix tra when logdir is None	2021-08-02 19:02:37 +08:00
Dong Zhou	0483406c12	fix tra when logdir is None	2021-08-02 03:57:14 -07:00
Dong Zhou	a7c41b6969	improve pretrain	2021-07-30 16:05:07 +08:00
Dong Zhou	5b7b48e376	clean up	2021-07-30 16:05:07 +08:00
Dong Zhou	4f9f978909	fix TRA when use single head	2021-07-30 16:05:07 +08:00
Dong Zhou	319a2f38cc	fix horizon	2021-07-30 16:05:07 +08:00
Dong Zhou	a2c38c979e	format by black	2021-07-30 16:05:07 +08:00
Dong Zhou	07655f2d5b	refactor TRA	2021-07-30 16:05:07 +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	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	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
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	946c9392a1	support check_transform_proc module_path	2021-07-02 08:47:52 +08:00
Qian Chen	2ab4a9adb3	Set self.fitted = True instead of self._fitted.	2021-06-24 20:40:59 +08:00
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	1418417034	fix automatic update of daily frequency data	2021-06-23 23:59:59 +08:00
zhupr	46714adf4c	modify the YahooNormalize1min factor calculation	2021-06-22 11:15:09 +08:00
zhupr	b4efbd53b2	Fix 'report' compatibility with matplotlib versions	2021-06-16 22:00:43 +08:00
you-n-g	40416d8c30	Merge pull request #464 from lwwang1995/main ... Add TCTS baseline.	2021-06-10 10:18:20 +08:00
al	7d9544fb91	Remove non-existing parameter from doc ... Remove non-existing TradeExchange parameter from generate_target_weight_position doc	2021-06-08 09:35:36 +08:00
zhupr	b2fe2385d5	fix XGBoost predict error	2021-06-01 21:02:32 +08:00
zhupr	0a4e241608	add get_feature_importance to model interpret	2021-05-27 14:19:10 +08:00
zhupr	8e6c744a1b	Merge remote-tracking branch 'microsoft/main' into data_storage	2021-05-21 09:49:29 +08:00
zhupr	9e296a8a4e	replace the type of numpy deprecated	2021-05-21 08:56:44 +08:00
you-n-g	d08146c30f	Merge pull request #290 from you-n-g/online_srv ... init version of online serving and rolling	2021-05-17 17:35:29 +08:00
Jactus	bd37f5d953	Fix bug and update doc	2021-05-13 14:21:54 +08:00
lzh222333	2b7ffa100f	Merge remote-tracking branch 'microsoft/main' into online_srv	2021-04-29 05:23:42 +00:00
Young	5a7eecabee	black formating (black is upgraded in github)	2021-04-27 04:04:43 +00:00
you-n-g	50be7a9171	Merge pull request #393 from Derek-Wds/main ... Update qlib logger	2021-04-23 12:41:05 +08:00
Jactus	8adfafa6aa	Black format	2021-04-22 14:17:25 +08:00
Jactus	aafaff45d2	Update doc	2021-04-22 14:13:36 +08:00
Jactus	cbf1fa721e	Update	2021-04-17 15:47:49 +08:00
you-n-g	a3a2b5ae0b	Merge pull request #358 from javaThonc/high_freq_demp ... update high freq demo	2021-04-14 20:05:07 +08:00
Young	71605794a2	Merge branch 'online_srv_wd' into online_srv	2021-04-07 05:17:07 +00:00
Young	1dbb561744	Fix some API(for lb nn)	2021-04-07 03:53:56 +00:00
D-X-Y	968930e85f	Fix print issue	2021-03-29 04:46:38 +00:00
D-X-Y	f809f0a063	Remove un-used imports	2021-03-28 10:50:25 +00:00
D-X-Y	0386df7b16	Collect all contrib models in __init__ and add unit tests for init	2021-03-28 10:39:28 +00:00
D-X-Y	8a2e7b62af	Add segment args for pred and refine MultiSegRecord	2021-03-28 08:30:16 +00:00