281 Commits

Author	SHA1	Message	Date
Hong Zhang	e8bb5061b0	change code style for gats	2020-11-26 13:58:45 +08:00
Hong Zhang	85f9d5594e	Merge branch 'main' of github.com:you-n-g/qlib into main	2020-11-26 13:55:35 +08:00
Hong Zhang	f42661f2d4	gat2	2020-11-26 13:55:12 +08:00
Jactus	2a17062421	Update run_all_model and format	2020-11-26 13:49:51 +08:00
Hong Zhang	398f67f8d8	gat1	2020-11-26 13:49:13 +08:00
lwwang1995	5102566aad	Update GRU and LSTM model.	2020-11-26 13:35:07 +08:00
Dong Zhou	d0ca52f3fd	add robust zscore processor & ALPHA360 support custom processors	2020-11-26 12:04:48 +08:00
Jactus	87cee85cea	Update docs and fix tabnet	2020-11-26 00:55:26 +08:00
lwwang1995	f84cb64332	Update xgb parameters.	2020-11-25 22:05:36 +08:00
Hong Zhang	515c627659	hats4	2020-11-25 20:44:52 +08:00
Haoyu Wang	47cf46f0c2	Add copy right	2020-11-25 20:28:00 +08:00
Jactus	7f1f86488c	Fix config and format	2020-11-25 19:53:22 +08:00
Alex Wang	64b7748033	update	2020-11-25 19:46:48 +08:00
Jactus	a99db6a1dc	Add ALSTM config	2020-11-25 19:29:30 +08:00
Don-ustc	05599d1de8	Update about ALSTM	2020-11-25 19:13:53 +08:00
Hong Zhang	62ea2f89ae	hats3	2020-11-25 19:03:16 +08:00
lwwang1995	8c4bc5be65	Add copyright.	2020-11-25 18:44:35 +08:00
Jactus	d3480602c3	Merge	2020-11-25 18:04:54 +08:00
Jactus	b31480a06a	Update doc strings and fix	2020-11-25 18:03:52 +08:00
meng-ustc	cd7c81cfd0	add pretrain-mode to gats	2020-11-25 17:46:34 +08:00
zhupr	c14a99a735	Fix TopkDropoutStrategy && dump_bin	2020-11-25 17:35:26 +08:00
Jactus	3520d3b108	Add SFM config	2020-11-25 14:58:23 +08:00
Alex Wang	fcbafde741	update	2020-11-25 14:27:19 +08:00
Alex Wang	6b90c6d066	update	2020-11-25 14:23:12 +08:00
Alex Wang	dad09e91cf	update	2020-11-25 14:10:46 +08:00
Alex Wang	610535de51	include SFM model	2020-11-25 14:02:12 +08:00
Jactus	991c6195bd	Add TabNet config	2020-11-25 11:16:01 +08:00
lwwang1995	0e2c2fcd7f	Add Tabnet.	2020-11-25 10:44:48 +08:00
Young	8ed01d5c8e	more friendly error info when benchmark error	2020-11-25 01:11:34 +00:00
Jactus	b4671746c2	Update part of the docs	2020-11-24 23:56:16 +08:00
Dong Zhou	e819879232	fix model when using single feature	2020-11-24 21:03:52 +08:00
Jactus	93ce9a4cb2	Format	2020-11-24 16:42:32 +08:00
Dong Zhou	641e7f38bc	Merge branch 'main' of github.com:you-n-g/qlib into main	2020-11-24 10:09:33 +08:00
Young	0112d06ed5	rename group -> fields_group	2020-11-24 02:05:05 +00:00
Dong Zhou	6ded0d50c7	support long-short analysis	2020-11-24 10:04:13 +08:00
Young	89977320e3	black format	2020-11-21 15:34:15 +00:00
Young	e5923333f5	recorder refine; signalTemp; fixbug	2020-11-21 15:20:47 +00:00
zhupr	75d779ebe8	fix report style	2020-11-19 22:48:24 +08:00
Jactus	a8ad2120c9	Update recordTemp and report	2020-11-19 16:50:16 +08:00
lwwang1995	e6a902c659	Add LSTM and Gats	2020-11-18 21:53:28 +08:00
Jactus	d8414b949a	Update pytorch_nn	2020-11-18 19:17:19 +08:00
Jactus	64ed43b791	Update R and workflow	2020-11-17 22:05:18 +08:00
lwwang1995	a8b46dd41d	Delete log.	2020-11-16 23:29:51 +08:00
lwwang1995	0afe57f2fe	Update GRU model.	2020-11-16 23:28:11 +08:00
Young	90d41e4022	add finetune example & fix serial bug	2020-11-16 13:11:39 +00:00
Jactus	42867264f3	Update R and workflow	2020-11-16 15:49:50 +08:00
you-n-g	c06914eb39	Merge branch 'main' into main	2020-11-14 17:17:02 +08:00
Jactus	ea5f14ce12	Update R related codes	2020-11-13 21:34:13 +08:00
Jactus	59745486f5	Update handler	2020-11-12 17:34:43 +08:00
Jactus	4f4a7679ce	Merge branch 'main' of https://github.com/you-n-g/qlib into main	2020-11-12 17:06:05 +08:00