Linlang
2ca0d88d2d
change_pitdata_source ( #1171 )
...
* change_pitdata_source
* retain_normalize
* add_comment
2022-06-28 16:29:59 +08:00
Linlang
50d74b5560
split_CI ( #1141 )
2022-06-28 10:17:29 +08:00
you-n-g
a87b02619a
Qlib dev doc ( #1142 )
2022-06-21 09:46:30 +08:00
you-n-g
da676a20a2
Add time limit for CI ( #1127 )
...
* Add time limit for CI
* Update test_macos.yml
2022-06-16 16:35:20 +08:00
you-n-g
13d904d9a9
Update Version To Dev
2022-06-15 14:53:54 +08:00
Young
36950b905d
Update Qlib Version
2022-06-15 14:48:54 +08:00
you-n-g
58540f76ee
Csi500 example ( #1126 )
...
* Stage code
* Update results and scripts
2022-06-15 10:18:13 +08:00
YaOzI
3e6e2865ce
Fixed a few mixed Chinese punctuation typos ( #1123 )
2022-06-14 20:12:14 +08:00
you-n-g
3fcbaa33fa
Fix hist_ref in update.py ( #1096 )
...
* Fix hist_ref in update.py
* Update setup.py
2022-06-14 11:59:43 +08:00
you-n-g
50409ff17b
Add log info for ensemble ( #1113 )
...
* Add log info for ensemble
* Update ensemble.py
* Update setup.py
2022-06-14 11:58:57 +08:00
you-n-g
afcea404a5
opt local trainer (better mem releasing) ( #1116 )
...
* opt local trainer (better mem releasing)
* Update setup.py
* Update data.py
* fix CI
2022-06-14 11:58:39 +08:00
you-n-g
e24ef67663
Update README.md
2022-06-14 10:53:09 +08:00
you-n-g
2d5eecb9a2
Update README.md
2022-06-14 10:52:50 +08:00
Huoran Li
89972f6c6f
Refine backtest codes ( #1120 )
...
* Refine backtest code
* Keep working
* Minor
* Resolve PR comments
* Fix import error
* Fix import error
2022-06-10 12:14:48 +08:00
Linlang
1ef8e61abd
fix_pylint_for_CI ( #1119 )
...
* fix_pylint_for_CI
* reformat_with_black
* fix_pylint_C3001
* fix_flake8_error
2022-06-09 16:12:33 +08:00
you-n-g
1a4114b683
Add explanation for the evalution metrics of Qlib ( #1090 )
...
* Add explanation for the evalution metrics of Qlib
* Update evaluate.py
2022-05-31 19:37:55 +08:00
Linlang
e874ef2bc1
change_datasource ( #1109 )
...
* change_datasource
* split_test_data_and_complete_data
* fix_CI
2022-05-31 19:35:49 +08:00
Huoran Li
14b2b355a7
Update .gitignore ( #1110 )
2022-05-30 21:27:49 +08:00
Huoran Li
64fadff218
Add .idea/ into gitignore ( #1108 )
2022-05-25 13:59:35 +08:00
you-n-g
a02ac95538
add gym ( #1104 )
2022-05-21 23:50:18 +08:00
you-n-g
cc94c32db6
init_instance_by_config enhancement ( #1103 )
...
* fix SepDataFrame when we del it to empty
* init_instance_by_config enhancement
* Update test_sepdf.py
2022-05-21 20:16:22 +08:00
Yuge Zhang
9a40fd3cdc
Qlib RL framework (stage 1) - single-asset order execution ( #1076 )
...
* rl init
* aux info
* Reward config
* update
* simple
* update saoe init
* update simulator and seed
* minor
* minor
* update sim
* checkpoint
* obs
* Update interpreter
* init qlib simulator
* checkpoint
* Refine codebase
* checkpoint
* checkpoint
* Add one test
* More tests
* Simulator checkpoint
* checkpoint
* First-step tested
* Checkpoint
* Update data_queue API
* Checkpoint
* Update test
* Move files
* Checkpoint
* Single-quote -> double-quote
* Fix finite env tests
* Tested with mypy
* pep-574
* No call for env done
* Update finite env docs
* Fix csv writer
* Refine tester
* Update logger
* Add another logger test
* Checkpoint
* Add network sanity test
* steps per episode is not correct
* Cleanup code, ready for PR
* Reformat with black
* Fix pylint for py37
* Fix lint
* Fix lint
* Fix flake
* update mypy command
* mypy
* Update exclude pattern
* Use pyproject.toml
* test
* .
* .
* Refactor pipeline
* .
* defaults run bash
* .
* Revert and skip follow_imports
* Fix toml issue
* fix mypy
* .
* .
* .
* Fix install
* Minor fix
* Fix test
* Fix test
* Remove requirements
* Revert
* fix tests
* Fix lint
* .
* .
* .
* .
* .
* update install from source command
* .
* Fix data download
* .
* .
* .
* .
* .
* .
* Fix py37
* Ignore tests on non-linux
* resolve comments
* fix tests
* resolve comments
* some typo
* style updates
* More comments
* fix dummy
* add warning
* Align precision in some system
* Added some impl notes
Co-authored-by: Young <afe.young@gmail.com >
2022-05-21 18:19:24 +08:00
you-n-g
c4281121e3
Update README.md ( #1091 )
...
* Update README.md
* Fix typo
2022-05-08 20:19:19 +08:00
Linlang
2de9903200
fix_issue_1060 ( #1092 )
...
* fix_issue_1060
* fix_import_error
2022-05-07 20:59:06 +08:00
Linlang
2cf842bcfe
add_test_pit ( #1089 )
...
* add_test_pit
* add_test_pit_to_tests
* add_baostock_to_setup
* add_pip_to_CI
Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com >
2022-05-06 16:47:20 +08:00
you-n-g
9e381493c2
Add instructions to add models ( #1088 )
2022-05-05 21:27:24 +08:00
Chia-hung Tai
a73b60d05a
Update detailed_workflow.ipynb ( #1084 )
...
time_per_step bug.
2022-05-03 15:11:27 +08:00
you-n-g
64979ad769
Yahoo data Docs ( #1077 )
2022-04-29 17:24:53 +08:00
you-n-g
c5cf8fb9cc
fix est_sepdf.py with black
2022-04-29 17:21:20 +08:00
Linlang
5d579d1a20
fix_macos_CI ( #1081 )
...
Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com >
2022-04-29 17:04:28 +08:00
you-n-g
3c9c76b384
fix SepDataFrame when we del it to empty ( #1082 )
2022-04-29 14:29:17 +08:00
you-n-g
9d0a8f61d1
Make sepdf more like DataFrame ( #1080 )
2022-04-28 19:13:45 +08:00
Linlang
701b18af1b
fix_issue_715 ( #1070 )
...
* fix_issue_715
* fix_issue_1065
Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com >
2022-04-28 16:09:31 +08:00
Hubedge
84ff662a26
Fixed pandas FutureWarning ( #1073 )
...
* Fixed pandas FutureWarning
`FutureWarning: Passing a set as an indexer is deprecated and will raise in a future version. Use a list instead.`
* fixed another pandas FutureWarning
```
scripts/data_collector/index.py:228: FutureWarning: The frame.append method is deprecated and will be removed from pandas in a future version. Use pandas.concat instead.
new_df = new_df.append(_tmp_df, sort=False)
```
* fixed more pandas futurewarnings
2022-04-27 18:43:26 +08:00
金戈
00e40e775b
Fixed typos in workflow.rst ( #1068 )
...
* Update workflow.rst
Fixed a typo. `please refer to Qlib Model` should be `please refer to Qlib Data` in Dataset section.
* Fix typo. `preprossing` should be `preprocessing`
* Update data.rst
Remove extra `of`.
2022-04-27 18:36:47 +08:00
code-review-doctor
45fe5e6974
Fix issue probably-meant-fstring found at https://codereview.doctor ( #1072 )
2022-04-25 16:12:40 +08:00
you-n-g
366a9c33f3
Bump to Dev Version
2022-04-25 16:11:47 +08:00
Young
982e0da715
Update Version
2022-04-25 00:08:08 +08:00
you-n-g
cd5e5d5235
fast fillna ( #1074 )
...
* fast fillna
* fix TSDataSampler bug
2022-04-24 23:24:32 +08:00
you-n-g
caea495f40
Update handler.py ( #1044 )
2022-04-22 09:16:06 +08:00
Linlang
d934c8caba
fix_issue_1019_1026 ( #1046 )
...
Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com >
2022-04-22 09:15:53 +08:00
wuzhe1234
a139986f4e
Change Power to a NpPairOperator ( #1052 )
...
* Change Power to a NpPairOperator
* Change Power to pair operator and use black to format
2022-04-21 20:50:16 +08:00
you-n-g
12c3de42d0
Update Tutorial Notebook
2022-04-21 10:08:47 +08:00
Chia-hung Tai
fe0f9427f2
Use the region in qlib.config for FileCalendarStorage. ( #1049 )
...
* Use the region in qlib.config for FileCalendarStorage.
* Fix black.
* Make region as an optional parameter.
2022-04-20 19:20:43 +08:00
Wangwuyi123
a973e4fb66
Update test_macos.yml ( #1055 )
2022-04-15 18:17:16 +08:00
Wangwuyi123
c60366addd
update ci with test doc ( #1054 )
2022-04-15 18:16:45 +08:00
you-n-g
41447f320b
fix tra dataset bug ( #1050 )
2022-04-15 17:15:44 +08:00
you-n-g
e1271a83f7
Update setup.py ( #1048 )
2022-04-14 20:41:06 +08:00
Tuozhen Liu
30b531086c
Fixed issue #943 about TCTS init_fore_model ( #1047 )
...
p.init_fore_model = False -> p.requires_grad = False
2022-04-14 11:23:08 +08:00
Wentao Xu
87926513cb
Add the HIST and IGMTF model on Alpha360 ( #1040 )
...
* Commit the code of HIST and IGMTF on Alpha360
* add stock index
* Update README.md
* delete useless code
* fix the bug of code format with black
* fix pylint bugs
* fix the bugs of pylint
* fix pylint bugs
* fix flake8
2022-04-14 01:45:49 +08:00
