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
163e3c6266
replace multi processing with joblib ( #477 )
...
* replace multi processing with joblib
* update class Parallel and data.py
* update class Parallel and data.py
* update class Parallel and data.py
* update class Parallel and data.py
* update class Parallel and data.py
* update class Parallel and data.py
* update class Parallel and data.py
* update class Parallel and data.py
* Fix Parallel support for maxtasksperchild
Co-authored-by: wangw <1666490690@qq.com >
Co-authored-by: zhupr <zhu.pengrong@foxmail.com >
2021-09-14 01:16:03 +08:00
you-n-g
6203e4c09e
Update the docs of Report
2021-09-13 17:53:34 +08:00
Young
88d2f9263e
fix sum index data bug
2021-09-02 01:57:44 +00:00
wangwenxi.handsome
f71b0c1189
250s
2021-09-02 09:56:38 +08:00
wangwenxi.handsome
919380597b
close and reindex
2021-09-02 09:56:38 +08:00
wangwenxi.handsome
4da3f3b104
broadcast_to and get single data
2021-09-02 09:56:38 +08:00
wangwenxi.handsome
9446116642
redundant references
2021-09-02 09:56:38 +08:00
Young
5003e49197
fix metric calculation error
2021-09-02 09:56:38 +08:00
Young
5f0ee6ce68
fix bugs
2021-09-02 09:56:38 +08:00
Young
9a74471ab6
Pass basic tests
2021-09-02 09:56:38 +08:00
Young
d39c8de800
draft design
2021-09-02 09:56:38 +08:00
wangwenxi.handsome
43a8f502ed
fix bug
2021-09-02 09:56:38 +08:00
wangwenxi.handsome
7ee4a207bc
add lru
2021-09-02 09:56:38 +08:00
wangwenxi.handsome
25f54ddaeb
new high freq struc
2021-09-02 09:56:38 +08:00
wangwenxi.handsome
d9ad8ff791
index_data
2021-09-02 09:56:38 +08:00
Young
13a9b7cea0
type error bug
2021-09-02 09:56:38 +08:00
Young
9c326fd398
add import order
2021-09-02 09:56:38 +08:00
wangwenxi.handsome
f111e34bd2
align interface
2021-09-02 09:56:38 +08:00
wangwenxi.handsome
be0d9e6a22
update freq
2021-09-02 09:56:38 +08:00
wangwenxi.handsome
e134c358fd
fix index data bug
2021-09-02 09:56:38 +08:00
wangwenxi.handsome
16b954866f
get_base_info
2021-09-02 09:56:38 +08:00
wangwenxi.handsome
f7d7f1a223
fix nanmean
2021-09-02 09:56:38 +08:00
wangwenxi.handsome
8eb7a1fddc
numpy_order_indicator
2021-09-02 09:56:38 +08:00
wangwenxi.handsome
222c2fd21a
fix exchange bug
2021-09-02 09:56:38 +08:00
wangwenxi.handsome
f67b99a30e
update exchange
2021-09-02 09:56:38 +08:00
wangwenxi.handsome
2da6a8c770
fix Path re
2021-08-31 11:57:14 +00:00
Young
309dfa36cc
Add a example to collecting all the decisions
2021-08-15 15:22:48 +00:00
wangwenxi-handsome
735153a50d
Cash Update ( #559 )
...
* fix negative cash
* update order test
* fix bug
* update file_order_test
2021-08-12 23:44:22 +08:00
you-n-g
05b9fb5a47
Fix bug when Account.benchmark_config is None
2021-08-09 19:23:17 +08:00
wangwenxi.handsome
7c858803f0
add position test
2021-08-08 14:32:33 +00:00
wangwenxi.handsome
74e1ee6921
update position and negative cash
2021-08-06 04:34:30 +00:00
Young
8e87950292
Print volume limitation log
2021-08-04 11:04:28 +00:00
wangwenxi.handsome
3ff1d91d61
add __init__
2021-08-02 07:45:03 +00:00
wangwenxi.handsome
f5db0e1b05
fix vol limit bug
2021-08-02 03:49:03 +00:00
wangwenxi.handsome
0f2d85d098
volume limit update
2021-08-01 16:03:08 +00:00
wangwenxi.handsome
5c2ddac7f0
volume limit
2021-07-31 09:31:01 +00:00
Young
73f5cc0a2b
add suspend check in twap
2021-07-29 04:11:18 +00:00
Young
ab3c4a2c05
new twap (more even)
2021-07-28 03:11:56 +00:00
you-n-g
c1992b1bb1
Merge pull request #456 from ultmaster/rl-dummy
...
Dummy RL example on nested decision framework
2021-07-27 22:58:15 +08:00
v-mingzhehan
e817413769
Restore examples
2021-07-27 14:52:29 +00:00
v-mingzhehan
0b607da690
Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy
2021-07-27 14:32:36 +00:00
Young
0d41ca26ab
fix data format bug & twap peeking strategy
2021-07-27 14:17:59 +00:00
wangwenxi.handsome
ba1c575aa9
doc and black for indicator
2021-07-27 12:14:43 +00:00
wangwenxi.handsome
66971d5f0d
fix indicator
2021-07-27 09:06:13 +00:00
Young
fcca242807
add cash settlement mechanism
2021-07-26 17:14:41 +00:00
wangwenxi.handsome
4924717276
fix black
2021-07-26 11:25:14 +00:00
wangwenxi.handsome
c202a4b1e6
fix _get_base_vol_pri clip_time_range
2021-07-26 11:21:05 +00:00
Young
bdebe12cf2
support empty benchmark
...
Empty benchmark could accelerate the learning process
2021-07-26 06:14:57 +00:00
wangwenxi.handsome
e88c45e13c
update position
2021-07-25 12:38:54 +00:00
