you-n-g
84103c7d43
Fix update record bug( #723 )
2021-12-03 10:03:30 +08:00
you-n-g
54ef18ec4e
Update the docs ops.py ( #718 )
...
* Update ops.py
* Update ops.py
2021-11-26 18:15:44 +08:00
demon143
0dfbf8c413
add logger ( #709 )
...
* 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 >
* Add files via upload
* Delete Task-Gen-Recorder-CollectorV3.drawio (2).drawio.svg
* Add files via upload
* Delete Task-Gen-Recorder-CollectorV3.drawio.drawio.svg
* Add files via upload
* Delete Task-Gen-Recorder-CollectorV3.drawio.drawio (1).svg
* Add files via upload
* Delete Task-Gen-Recorder-CollectorV3.drawio (2).drawio (1).svg
* Add files via upload
* Delete Task-Gen-Recorder-CollectorV3.drawio (1).drawio (1).svg
* Add files via upload
* Add files via upload
* Delete Task-Gen-Recorder-CollectorV3.drawio (1).svg
* Delete Task-Gen-Recorder-Collector.svg
* Update manage.py
* Update utils.py
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
2021-11-23 17:29:02 +08:00
you-n-g
45ebb1d0e0
support adding from date when updating pred ( #703 )
...
* support adding from date when updating pred
* fix updating data error
2021-11-22 19:52:52 +08:00
fengcunguang
654033733d
Add A New Baseline: ADD ( #704 )
2021-11-22 18:16:50 +08:00
Pengrong Zhu
d224ea447e
Fix high-freq data ( #702 )
...
* fix the collector.py yahoo 1min factor calculation
* fix HFSignalRecord
2021-11-20 15:03:53 +08:00
you-n-g
d4b56d97b5
Update __init__.py
2021-11-18 18:22:09 +08:00
you-n-g
779b1786bd
Merging Backtest improve ( #694 )
...
* Fix private import
* temporarily fix create exp conflicts for remote mlflow
Co-authored-by: Dong Zhou <Zhou.Dong@microsoft.com >
2021-11-16 11:43:35 +08:00
Lewen Wang
007082a112
Add AdaRNN baseline. ( #689 )
...
* Update TCTS.
* Update TCTS README.
* Update TCTS README.
* Update TCTS.
* Add ADARNN.
* Update README.
* Reformat ADARNN.
* Add README for adarnn.
Co-authored-by: lewwang <lwwang@microsoft.com >
2021-11-16 11:24:43 +08:00
Young
1e410c99be
Support auto skip flawed data
2021-11-13 07:44:26 +00:00
Pengrong Zhu
b223c4304d
add ops_warning_log to config ( #685 )
2021-11-12 22:23:29 +08:00
you-n-g
f2771f1beb
Callable Exp ( #683 )
2021-11-12 14:56:22 +08:00
Pengrong Zhu
9639a8cac9
add default protocol_version ( #677 )
...
* add default protocol_version
* add comment to serial.Serializable.get_backend
2021-11-10 14:37:18 +08:00
you-n-g
a2be6e28e9
handler demo cache ( #606 )
...
* handler demo cache
* Update data_cache_demo.py
* example to reusing processed data in memory
* Skip dumping task of task_train
* FIX Black
Co-authored-by: Wangwuyi123 <51237097+Wangwuyi123@users.noreply.github.com >
2021-11-08 17:33:10 +08:00
you-n-g
fdbc666678
Fix private import
2021-11-08 09:53:58 +08:00
you-n-g
7800dd4ec9
Merge pull request #650 from microsoft/backtest_improve
...
Improve the backtest design and APIs
2021-11-08 09:10:33 +08:00
Young
3fa48d7017
simplify record tmp
2021-11-05 12:57:14 +00:00
fengcunguang
f0b9a807ea
Add A New Baseline: TCN ( #668 )
2021-11-04 20:30:52 +08:00
Mark Zhao
5ee2d9496b
GPU identification bug fix for GATs ( #669 )
...
* check lexsort
* check lexsort
* lexsort comment
* lexsort comment
* fix GPU identification bug
2021-11-03 14:41:46 +08:00
Young
4f2d6b0d84
fix pytorch memory amount error
2021-11-02 20:41:39 +08:00
Young
3943b7001f
fix CI bug for AyncCaller
2021-11-02 14:32:09 +08:00
Young
2593185721
Simplify TSDataset and async recorder
2021-11-02 11:07:40 +08:00
Young
7a884fa9f2
remove redundant file only when remote artifact
2021-11-01 18:55:44 +08:00
Dong Zhou
d929d4bb21
rm recorder temp file
2021-11-01 09:29:44 +00:00
Young
e54b019ee2
solve init kwargs conflictions
2021-11-01 06:22:25 +00:00
Young
426b98a3bc
make the logic of online manager cleaner
2021-11-01 02:40:54 +00:00
Young
82f8ff9066
Update seperate dataframe
2021-11-01 00:51:21 +08:00
Pengrong Zhu
4cecaba618
fix 'duplicate axis' error when updating cache ( #661 )
2021-10-29 22:52:42 +08:00
Pengrong Zhu
63b823f343
add logs in case of ops.py errors ( #659 )
...
* add logs in case of ops.py errors
* Update qlib/data/ops.py
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
2021-10-29 08:52:43 +08:00
you-n-g
e41c0ac90a
Adjusting gbdt.py's parameter ( #660 )
...
* Update gbdt.py
* Update gbdt.py
* Update gbdt.py
2021-10-28 19:43:05 +08:00
Young
31e9d529de
Add multi horizon task generator
2021-10-28 00:01:19 +08:00
Young
5fa56703ae
add handler pickle attr, enhance init_instance_by_config
2021-10-26 23:32:33 +08:00
Dong Zhou
c6bb11fe56
avoid trade without enough cash
2021-10-25 05:46:19 +00:00
Dong Zhou
3d7ebd1fe0
add back trade_val
2021-10-22 10:13:15 +00:00
Dong Zhou
7313b4dad0
fix impact cost
2021-10-22 08:58:37 +00:00
Dong Zhou
b70caff522
add doc
2021-10-22 08:49:20 +00:00
Dong Zhou
96b422a906
support market impact cost
2021-10-22 08:44:47 +00:00
Young
64130d9407
Fix the aggregation function of IndexData
2021-10-22 15:20:45 +08:00
Young
a58bc03a8e
add sepdf(make mini project only rely on qlib)
2021-10-21 13:15:02 +00:00
Young
f537222ce3
make handler seperable
2021-10-21 12:38:24 +00:00
Dong Zhou
c427c64845
fix calendar
2021-10-19 06:17:53 +00:00
Young
4efb0a75c1
Being compatible with previous Qlib version
2021-10-16 16:43:38 +00:00
Young
052aad7982
simplify signal parameter
2021-10-15 14:48:31 +00:00
Young
12f05c7182
Merge branch 'backtest_improve' of github.com:microsoft/qlib into backtest_improve
2021-10-15 11:27:33 +00:00
Young
ac08468330
Make static prediction easier
2021-10-15 11:21:03 +00:00
Dong Zhou
df9745f134
support empty order
2021-10-15 09:07:03 +00:00
Dong Zhou
2e49a5f7c0
fix order generator
2021-10-15 07:04:47 +00:00
you-n-g
3ab5721448
Fix OrderGenerator's return value
2021-10-15 14:28:08 +08:00
you-n-g
6a94b45503
Update order_generator.py
2021-10-15 13:52:55 +08:00
you-n-g
7c31012b50
Auto injecting model and dataset for Recorder ( #645 )
...
* Auto injecting model and dataset for Recorder
* Support using Feature in expression
2021-10-15 13:50:24 +08:00
