Lee Yuntong
3a348aec9f
Fix typo ( #1811 )
...
Co-authored-by: LeeYuntong <nukuihayu@outlook.com >
2024-06-20 18:12:07 +08:00
Cadenza-Li
76f2fb1a1a
Add ipynb format check ( #1439 )
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* Update test_qlib_from_source.yml
* add ipynb format check to workflow
* test ipynb CI
* modify nbqa check path
* add pylint flake8 mypy check to ipynb
* check ipynb with black and pylint
* reformat .ipynb files
* format line length
nbqa black . -l 120
* update nbqa .ipynb format CI
* format old ipynb files
* add nbconvert check to CI
* adjust CI order to avoid repeating download data
2023-02-21 09:23:22 +08:00
you-n-g
c34051c1ce
Be compatible with Google Colab ( #1188 )
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* Update workflow_by_code.ipynb
* Update workflow_by_code.ipynb
* Update workflow_by_code.ipynb
* Update workflow_by_code.ipynb
* Update workflow_by_code.ipynb
2022-07-08 14:23:25 +08:00
you-n-g
2952c443ca
Add Qlib notebook tutorial ( #1037 )
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* Add Qlib notebook tutorial
* Update tutorial
2022-04-08 21:29:41 +08:00
Chia-hung Tai
184ce34a34
[807] Move the REG_CONSTANT/EPS to constant.py. ( #811 )
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* [807] Move the REG_CONSTANT to constant.py.
* import REG_US.
* Move EPS to constant.py.
2022-01-09 21:39:46 +08:00
Pengrong Zhu
c10c349b20
remove unneeded code from workflow_by_code.ipynb && fix analysis_model_performance ( #740 )
2021-12-11 13:23:00 +08:00
Chao Wang
0b3b95f22f
Update workflow_by_code.ipynb ( #697 )
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changed model_strategy to signal_stragey. there is no model_strategy under qlib.contrib.strategy.
2021-11-18 09:21:45 +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
you-n-g
1fb50d521b
Merge branch 'main' into nested_decision_exe
2021-07-07 17:30:31 +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
bxdd
f78e90171b
fix comments & add VAStrategy & add trade indicator
2021-06-14 21:32:18 +08:00
bxdd
4d48c96d30
fix CI
2021-06-01 18:50:50 +08:00
bxdd
4085b447aa
move backtest to core, fix calendar bugs, add some docstring
2021-05-27 21:14:39 +08:00
Jactus
4861552d28
Update notebook
2021-03-25 17:13:52 +08:00
zhupr
627fc628e0
Fix get_data.py detection
2020-11-28 12:57:00 +08:00
Dong Zhou
cde5c59b7e
fix colab link
2020-11-28 08:38:42 +08:00
Dong Zhou
dc8bf6f077
add colab button
2020-11-28 08:26:18 +08:00
zhupr
c5a3b74a96
Fix the target repository of get_data.py in google.colab
2020-11-27 22:33:22 +08:00
zhupr
be2173d839
Fix
2020-11-27 22:08:35 +08:00
zhupr
f8101214eb
Fix report, support google colab
2020-11-27 20:00:05 +08:00
Young
e2935f214a
fix some typo and bug
2020-11-26 08:42:54 +00:00
Jactus
27b573c7d6
Update run_all_model script
2020-11-23 15:10:14 +08:00
Jactus
aed566fa00
Fix get_data bug in workflows
2020-11-23 10:53:26 +08:00
Jactus
5aa48524d6
Add run_all_model script
2020-11-20 16:09:40 +08:00
Jactus
c91698287a
Add catboost config and notebook
2020-11-19 17:18:18 +08:00
