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Author	SHA1	Message	Date
Charles Young	2f9af1af8f	Resolve https://github.com/microsoft/qlib/pull/280\#discussion_r589169769	2021-03-08 19:02:40 +08:00
Charles Young	fc89fec46d	Resolve https://github.com/microsoft/qlib/pull/280\#discussion_r589168764	2021-03-08 18:56:54 +08:00
Charles Young	c6675be792	Resolve https://github.com/microsoft/qlib/pull/280\#discussion_r589166143	2021-03-08 17:51:36 +08:00
Charles Young	351d598c9f	Resolve https://github.com/microsoft/qlib/pull/280\#discussion_r589165409	2021-03-08 17:49:59 +08:00
Charles Young	81b86f8022	Update test to cover changes in structured_cov_estimator	2021-03-08 17:18:07 +08:00
Charles Young	4d5a30b30b	Resolve https://github.com/microsoft/qlib/pull/280\#discussion_r589167776	2021-03-08 17:14:29 +08:00
Charles Young	79c1142d3e	Pass nan_option to structured covariance estimator.	2021-03-08 17:09:33 +08:00
Charles Young	0f3e3d206b	Update __init__.py.	2021-03-04 22:47:42 +08:00
Charles Young	83c6e74783	Reindex files.	2021-03-04 22:30:38 +08:00
Charles Young	2bff6eb781	Split classes in riskmodel.py & optimizer.py into seperate files.	2021-03-04 22:08:11 +08:00
Charles Young	527718a440	Allow enhanced indexing to generate portfolio without industry related restriction.	2021-02-22 19:04:31 +08:00
Charles Young	d3caea60ee	Add unittest for TestStructuredCovEstimator.	2021-02-22 17:32:03 +08:00
Charles Young	f947a2fdef	Correct two mistakes in annotation.	2021-02-22 15:15:51 +08:00
Jactus	dc4aa67503	Black format	2021-02-22 11:42:36 +08:00
Charles Young	37871389b9	Format code with the latest version of black.	2021-02-22 11:25:42 +08:00
Charles Young	2f9d45e03a	Reformat code with black.	2021-02-22 10:29:29 +08:00
Charles Young	b8647c13c7	Reformat code to follow PEP 8.	2021-02-22 10:20:51 +08:00
Charles Young	164687d54b	Add scikit-learn to dependencies.	2021-02-22 10:13:08 +08:00
Charles Young	58f74cfd84	Reformat code to follow PEP 8.	2021-02-22 10:07:03 +08:00
Charles Young	f7d3e56561	Merge optimization related portfolio construction back to portfolio/optimizer.	2021-02-22 09:57:41 +08:00
Charles Young	42f882504e	Reformat code to follow PEP 8.	2021-02-22 09:25:48 +08:00
Charles Young	9448a6e2c7	Add a abstract class as the base class for all optimization related portfolio constructions.	2021-02-22 09:23:48 +08:00
Charles Young	2cc057e438	Fix minor mismatches of type hints.	2021-02-22 09:09:03 +08:00
Charles Young	b2e2142594	Applied slight modification to follow PEP 8.	2021-02-22 09:00:12 +08:00
Charles Young	4000518698	Separate specific implementation of Portfolio Optimizer to folder.	2021-02-22 08:41:35 +08:00
Charles Young	9c2653f125	Add an implementation of Enhanced Indexing to optimizer.py	2021-02-09 20:31:00 +08:00
Charles Young	7b01c5cae7	Add an implementation of Enhanced Indexing to optimizer.py	2021-02-09 20:30:26 +08:00
Charles Young	988b42e159	Add Structured Covariance Estimator to riskmodel.py	2021-02-09 20:28:42 +08:00
Miae Kim	12c8bfa545	Fix typo in Data Layer ... Commit changes	2021-02-08 10:29:37 +08:00
Jactus	c948385e76	Add model saving for qrun and workflow example	2021-02-07 21:32:35 +08:00
bxdd	07b905c153	update	2021-02-05 16:09:06 +08:00
bxdd	0192f28bf4	add docstring & fix code	2021-02-05 16:09:06 +08:00
bxdd	cbf97f56a4	fix market	2021-02-05 16:09:06 +08:00
bxdd	d702c8bcb1	add Cut ops	2021-02-05 16:09:06 +08:00
Jactus	b84686b215	Update models to enable save/load	2021-02-05 13:14:12 +08:00
bxdd	6a670828a5	Update serial.rst	2021-02-05 12:33:47 +08:00
bxdd	ca6c2ffc27	Update serial.rst	2021-02-05 12:33:47 +08:00
bxdd	914637b3ef	update index	2021-02-05 12:33:47 +08:00
bxdd	d8da94de10	update docs	2021-02-05 12:33:47 +08:00
bxdd	477a548fe9	update data.rst docs	2021-02-05 12:33:47 +08:00
bxdd	35af9ad954	update docs	2021-02-05 12:33:47 +08:00
bxdd	8a91e7d34d	black format	2021-02-05 12:33:47 +08:00
bxdd	4ed8b8e233	add docs & fix reinit of datatset	2021-02-05 12:33:47 +08:00
Jactus	c71b645777	Update docs about record-temp	2021-02-05 12:32:47 +08:00
HUAN-PING SU	f2ffb80a0b	Update workflow_by_code.py	2021-02-04 17:01:34 +08:00
HUAN-PING SU	cda1d4be40	Update workflow_by_code.py ... Fix typo in workflow_by_code.py	2021-02-04 17:01:34 +08:00
zhupr	fc1431cd4e	update 1min docs	2021-02-04 16:49:58 +08:00
Jactus	06158fb621	Update readme and setup.py	2021-02-04 16:09:36 +08:00
Jactus	1e2e02368c	Update readme	2021-02-03 14:42:58 +08:00
Jactus	d87d29aca9	Update Windows CI	2021-02-03 14:42:58 +08:00