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Author SHA1 Message Date
you-n-g
2ed806c846 Remove redundant import [fix pylint] (#962) 2022-03-11 12:15:37 +08:00
Jiabao Qu
d2f0bebf60 feat: add instrument context to inst_processor (#959) 
* feat: add context to data loader

* refactor: add instrument to interface of InstProcessor

Co-authored-by: Jiabao Qu <qujiabao@logiocean.com>
 2022-03-11 12:15:13 +08:00
you-n-g
615a381038 Merge pull request #938 from SunsetWolf/fix-csi500 
Fix csi500
 2022-03-11 12:09:22 +08:00
bxdd
568a88fddb fix cn annotation in PIT script (#958) 2022-03-11 10:15:20 +08:00
Chauncey
058f976727 Fix pit docs format (#957) 
* Fix pit docs list format

* Fix pit docs format
 2022-03-11 10:13:31 +08:00
bxdd
faa99f30fa Support Point-in-time Data Operation (#343) 
* add period ops class

* black format

* add pit data read

* fix bug in period ops

* update ops runnable

* update PIT test example

* black format

* update PIT test

* update tets_PIT

* update code format

* add check_feature_exist

* black format

* optimize the PIT Algorithm

* fix bug

* update example

* update test_PIT name

* add pit collector

* black format

* fix bugs

* fix try

* fix bug & add dump_pit.py

* Successfully run and understand PIT

* Add some docs and remove a bug

* mv crypto collector

* black format

* Run succesfully after merging master

* Pass test and fix code

* remove useless PIT code

* fix PYlint

* Rename

Co-authored-by: Young <afe.young@gmail.com>
 2022-03-10 14:27:52 +08:00
Linlang Lv (iSoftStone)
837067b9e1 fix-csi500 2022-03-09 23:03:28 +08:00
Chia-hung Tai
3a911bc09b Add REG_TW. (#955) 2022-03-08 23:48:27 +08:00
you-n-g
90be21bb40 Change to Dev Version 2022-03-08 22:32:28 +08:00
Young
7540b1257b update version v0.8.4 2022-03-08 22:21:24 +08:00
Chia-hung Tai
57f7ed9914 [949] - Remove argument internal in BaseRun::download_data. (#953) 
* [949] - Remove argument internal in BaseRun::download_data.

* Fix black.

* Fix bug.
 2022-03-08 10:26:35 +08:00
Chao Wang
9e3d0249f7 fix bug (#950) 
fix bug in  elif isinstance(self.N, float) and 0 < self.N < 1:
 2022-03-06 23:42:31 +08:00
cuicorey
2ac964c470 Fix error message in position.py (#922) 
* Update position.py

* Update position.py

fix CI error
 2022-03-06 23:42:02 +08:00
Chia-hung Tai
07f0d4f599 [930] Fix typo HasingStockStorage to HashingStockStorage. (#947) 2022-03-04 12:40:04 +08:00
Chia-hung Tai
ea4fb33ff2 Fix wrong error messages. (#946) 2022-03-03 14:33:24 +08:00
you-n-g
ed0c238787 Update initialization.rst 2022-03-02 21:39:44 +08:00
Linlang
80af395b3c Update initialization.rst (#941) 2022-03-02 20:51:37 +08:00
Chia-hung Tai
4dc66932d5 [931] Remove mutable default argument. (#932) 2022-02-28 18:37:46 +08:00
Linlang Lv (iSoftStone)
40dd84857c update-csi500 2022-02-28 03:48:07 +08:00
BigTreei
74cc21fc2c add CSI500 data collector 2022-02-28 03:33:36 +08:00
you-n-g
ec8969a3ae Update initialization.rst 2022-02-23 12:10:17 +08:00
you-n-g
528f74af09 performance mprovement (#921) 
* performance mprovement

* memory refine
 2022-02-19 18:36:23 +08:00
you-n-g
d482726f28 Update README.md (#920) 2022-02-19 00:46:32 +08:00
you-n-g
cfc3e886ed Add data analysis feature for report (#918) 
* Add data analysis feature for report

* better display
 2022-02-17 08:24:42 +08:00
you-n-g
60d45ad770 Enhance pytorch nn (#917) 
* enhance pytorch_nn

* fix dim bug

* Black format

* Fix pylint error
 2022-02-15 19:22:48 +08:00
Wendi Li
0e8b94a552 Update README.md (#915) 
Add the memory and disk requirement of DDG-DA.
 2022-02-15 09:27:51 +08:00
you-n-g
4bf127eba5 Some links about high-frequency trading (#884) 
* Some links about high-frequency trading

* Update highfreq.rst

* Update highfreq.rst

* Update highfreq.rst
 2022-02-13 20:22:05 +08:00
you-n-g
c149c8616c Update strategy.rst 2022-02-12 23:10:46 +08:00
you-n-g
3274e16c95 Support Reweighter for HighFreq Model (#908) 2022-02-07 21:45:53 +08:00
you-n-g
d496cf7476 Update Portfolio README.md (#900) 
* Update README.md

* Update README.md
 2022-02-07 16:04:11 +08:00
you-n-g
357ee74b6f Update pytorch_lstm_ts.py 2022-02-07 00:05:49 +08:00
aurora5161
5da5cf5175 add weight param (#907) 2022-02-06 22:34:00 +08:00
Young
6a946761cf Black(new version) Format 2022-02-06 22:33:16 +08:00
you-n-g
76b7b5f24b Update README.md 2022-02-01 12:32:28 +08:00
dependabot[bot]
d7d19feb4e Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/TabNet (#898) 
Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.17.4...v1.21.0)

---
updated-dependencies:
- dependency-name: numpy
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
 2022-01-27 11:17:01 +08:00
dependabot[bot]
bba6972a55 Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/Transformer (#897) 
Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.17.4...v1.21.0)

---
updated-dependencies:
- dependency-name: numpy
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
 2022-01-27 11:16:54 +08:00
dependabot[bot]
18af288692 Bump numpy from 1.17.4 to 1.21.0 in /examples/hyperparameter/LightGBM (#896) 
Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.17.4...v1.21.0)

---
updated-dependencies:
- dependency-name: numpy
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
 2022-01-27 11:16:48 +08:00
dependabot[bot]
ba056850cb Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/XGBoost (#895) 
Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.17.4...v1.21.0)

---
updated-dependencies:
- dependency-name: numpy
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
 2022-01-27 11:16:41 +08:00
you-n-g
aed5b8ebc0 Update Benchmark Docs (#899) 
* Update README.md

* Update README.md

* Update README.md
 2022-01-27 11:16:24 +08:00
you-n-g
79355666a9 Docs improvement of backtest (#885) 
* Docs improvement of backtest

* Update strategy.rst
 2022-01-26 19:59:59 +08:00
SunsetWolf
144e1e2459 Fix pylint (#888) 
* add_pylint_to_workflow

* fix-pylint

* fix_pylinterror

* fix-issue
 2022-01-26 19:27:24 +08:00
you-n-g
635632e4ed Update handler processors docs (#879) 
* Update handler.py

* Update handler.py

* Update handler.py
 2022-01-25 11:28:23 +08:00
you-n-g
c5834476e2 expression example (#887) 2022-01-25 10:49:00 +08:00
you-n-g
01afd06e18 fix workflow bug (#882) 
* fix workflow bug

* Fix output of pytorch NN

* Fix parameter bug
 2022-01-22 10:18:37 +08:00
you-n-g
d533219738 Update data.rst (#878) 2022-01-21 14:08:59 +08:00
you-n-g
5b5c99fe75 Add more docs about initialization (#880) 
* Add more docs about initialization

* Update initialization.rst
 2022-01-21 14:08:04 +08:00
you-n-g
da48f42f3f Make the logic of handler Clear (#877) 2022-01-20 22:36:28 +08:00
you-n-g
f979dcf5e8 Update __init__.py 2022-01-20 22:35:57 +08:00
you-n-g
97aa16a078 Update __init__.py v0.8.3 2022-01-20 02:02:56 +08:00
you-n-g
094be9be86 Update python-publish.yml 2022-01-20 01:56:35 +08:00