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1,787 Commits 46 Branches 26 Tags
36950b905dfcae7e2fca321102a30b7bc4f9857e
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45 Commits

Author SHA1 Message Date
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
Linlang
e874ef2bc1 change_datasource (#1109) 
* change_datasource

* split_test_data_and_complete_data

* fix_CI
 2022-05-31 19:35:49 +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
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
Wangwuyi123
c60366addd update ci with test doc (#1054) 2022-04-15 18:16:45 +08:00
Linlang Lv (iSoftStone)
5200ff520a fix_download_data_for_CI 2022-03-25 16:56:02 +08:00
Linlang Lv (iSoftStone)
30e457119c add_pre-commit_and_flake8_to_CI 2022-03-25 16:56:02 +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
Young
3a152f9b8b fix CI 2021-10-03 14:58:37 +08:00
Young
2b75b41a08 remove 3.6 2021-10-03 14:58:37 +08:00
Young
4099050935 Merge remote-tracking branch 'origin/main' into nested_decision_exe 2021-09-30 18:41:15 +00:00
wangwenxi-handsome
3760a18a8d Merge nested main (#597) 
* 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
b9809a4c33 make the prediction update more friendly (#609) 
* make the prediction update more friendly

* Update test_storage.py

* LabelUpdater

* Update test_storage.py

* Update test_storage.py

* Update test_storage.py

* Update test_storage.py

* Update setup.py

* Update workflow_config_lightgbm_Alpha158.yaml

* Update workflow_config_lightgbm_Alpha158.yaml

* Update workflow_config_lightgbm_Alpha158.yaml

* Update workflow_config_lightgbm_Alpha158.yaml

* Update workflow_config_lightgbm_Alpha158.yaml

* Update setup.py

* Update setup.py

* test CI only

* test CI only

* Update workflow_config_lightgbm_Alpha158.yaml

* Update setup.py

* fix "Segmentation fault" in macos

* Update test.yml

github action no longer supported ubuntu-16.04

* Update api.rst

update doc with new_lable

* Update api.rst

Co-authored-by: Wangwuyi123 <51237097+Wangwuyi123@users.noreply.github.com>
Co-authored-by: Pengrong Zhu <zhu.pengrong@foxmail.com>
 2021-09-30 20:54:44 +08:00
Christian Clauss
28c99c77be test.yml: Remove redundant code (#595) 2021-09-13 14:31:32 +08:00
zhupr
0fc52333b7 Add wheel package to github CI 2021-09-07 20:41:10 +08:00
Wangwuyi123
509bfcb02e Fix CI Bug (#575) 
Co-authored-by: yuxwang <anduinnn@foxmail.com>
 2021-08-25 08:51:39 +08:00
wangwenxi.handsome
6dcbf51298 update action 2021-07-24 11:36:28 +00:00
wangwenxi-handsome
9d732e9646 Update Action 2021-07-24 10:12:59 +00:00
zhupr
eb3c5b3088 macos-test-ci split out separately 2021-07-21 18:25:31 +08:00
zhupr
f03df874bf fix macos-test-ci 2021-07-21 18:25:31 +08:00
Jactus
d87d29aca9 Update Windows CI 2021-02-03 14:42:58 +08:00
Jactus
005da6306c Update CI 2021-02-03 14:42:58 +08:00
Jactus
ea96c9e22d Update docs and support Python 3.9 2021-01-13 19:19:48 +08:00
Jactus
cb0b6fcdaa Update CI and script 2020-12-14 19:23:43 +08:00
Jactus
d6dd423dc2 Update benchmark performance 2020-12-11 17:19:12 +08:00
Jactus
b04d2c39c8 Update CI 2020-12-10 19:37:18 +08:00
Young
303021cd47 CI updating 2020-12-09 20:24:56 +08:00
Jactus
895b1e7944 Update CI 2020-12-04 13:10:45 +08:00
Jactus
99adc514a5 Update CI 2020-12-04 11:51:45 +08:00
Jactus
27b573c7d6 Update run_all_model script 2020-11-23 15:10:14 +08:00
Young
c8d7d3ea2a fix record_tmp bug 2020-11-22 04:44:56 +00:00
Jactus
c22bd73f67 Update CI 2020-11-20 17:54:56 +08:00
Young
4a0394ce05 Merge remote-tracking branch 'origin/main' into main 2020-11-19 08:27:42 +00:00
zhupr
d019183af9 update workflows/test.yml 2020-11-19 10:36:14 +08:00
Jactus
b839733ec7 Add black formatter output 2020-11-11 09:50:38 +08:00
Jactus
722655ad13 Update black formatter 2020-11-11 09:34:10 +08:00
Jactus
04fbe8d2f8 Update brew install link 2020-10-10 10:13:51 +08:00
Jactus
97164f8f5d Update brew install for MacOS 2020-10-10 10:13:51 +08:00
Jactus
7c6e5e822c Update CI & add black formatter 2020-10-10 10:13:51 +08:00
Jactus
34ce3ad9bf Fix pytest bug 2020-09-30 18:19:48 +08:00
Jactus
6c401d17b8 Remove estimator test and Update README 2020-09-30 18:19:48 +08:00
Jactus
b332321e90 Update test CI 2020-09-30 18:19:48 +08:00
Jactus
6ae77b5524 Update CI and add doc & question issue template 2020-09-30 18:19:48 +08:00
Jactus
1235b9c5c3 Add PEP8 style check and add bug report issue template 2020-09-30 18:19:48 +08:00
Jactus
dbe8bedf63 Add CI 2020-09-30 18:19:48 +08:00