wangwenxi-handsome
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3760a18a8d
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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>
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2021-10-01 02:15:30 +08:00 |
|
zhupr
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c97a96363d
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Add a check if change is mutated to YahooNormalize1d
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2021-07-18 20:28:46 +08:00 |
|
zhupr
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4ec41ea0e7
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Add a check if change is mutated to YahooNormalize1d
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2021-07-15 19:13:25 +08:00 |
|
zhupr
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39340fbf06
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fix: typo
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2021-06-24 11:07:40 +08:00 |
|
zhupr
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1418417034
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fix automatic update of daily frequency data
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2021-06-23 23:59:59 +08:00 |
|
zhupr
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bab50e8837
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fix YahooNormalize1min && update docs
|
2021-06-23 16:13:26 +08:00 |
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zhupr
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46714adf4c
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modify the YahooNormalize1min factor calculation
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2021-06-22 11:15:09 +08:00 |
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zhupr
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99fb49650a
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add end_date parameter to collector.normalize_data
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2021-06-21 17:20:37 +08:00 |
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zhupr
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b6c31540e8
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add function to automatically update daily frequency data
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2021-06-17 23:07:56 +08:00 |
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zhupr
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03eb0882de
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fix YahooNormalizeCN1minOffline bugs
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2021-06-08 22:23:05 +08:00 |
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zhupr
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a845a2271b
|
add normalize 1min to use local data && change the default parameters for collecting 1min
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2021-06-08 14:45:20 +08:00 |
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zhupr
|
554b9c7826
|
fix YahooCollector getting 1min data occasionally missing
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2021-06-05 23:43:48 +08:00 |
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zhupr
|
6f150f3fd6
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Add YahooCollector support for extend data
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2021-06-04 22:28:42 +08:00 |
|
zhupr
|
114162693f
|
Fix YahooCollector can't download 1min data
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2021-05-26 18:29:41 +08:00 |
|
zhupr
|
8b8d21107c
|
Add future trading date collector
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2021-04-27 21:20:47 +08:00 |
|
zhupr
|
598ee875a0
|
Fix yahoo_collector
|
2021-03-22 10:29:07 +08:00 |
|
zhupr
|
42be8ac312
|
Add BaseCollector
|
2021-03-12 10:30:38 +08:00 |
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zhupr
|
7f9216dc90
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Fix the number of minutes on the first and last trading day of high frequency
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2021-01-27 10:59:46 +08:00 |
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zhupr
|
263ccdfe6f
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US stock code supports Windows
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2021-01-27 10:59:46 +08:00 |
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zhupr
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1a8f1bfc57
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support collecting yahoo 1min data
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2021-01-27 10:59:46 +08:00 |
|
zhupr
|
1a1c45981c
|
US stock code supports Windows
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2021-01-26 16:06:38 +08:00 |
|
zhupr
|
6fc4ff0a62
|
Fix yahoo collector
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2020-11-28 00:36:23 +08:00 |
|
zhupr
|
00277699c7
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update tests && fix typo
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2020-11-19 10:36:14 +08:00 |
|
zhupr
|
9eb58ad366
|
fix collector start datetime
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2020-11-19 10:36:14 +08:00 |
|
zhupr
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ae300592a0
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refactor yahoo_collector && support US and 1m
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2020-11-19 10:36:14 +08:00 |
|
zhupr
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5bca9d892a
|
Support csi100 data collection && Fix data collector
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2020-10-21 12:01:34 +08:00 |
|
Jactus
|
7c6e5e822c
|
Update CI & add black formatter
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2020-10-10 10:13:51 +08:00 |
|
zhupr
|
c825c99c2c
|
Fix data collector
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2020-09-26 23:36:43 +08:00 |
|
you-n-g
|
de9e13b171
|
release-0.5.0 (#1)
* init commit
* change the version number
* rich the docs&fix cache docs
* update index readme
* Modify cache class name
* Modify sharpe to information_ratio
* Modify Group- to Group
* add the description of graphical results & fix the backtest docs
* fix docs in details
* update docs
* Update introduction.rst
* Update README.md
* Update introduction.rst
* Update introduction.rst
* Update introduction.rst
* Update installation.rst
* Update installation.rst
* Update initialization.rst
* Update getdata.rst
* Update integration.rst
* Update initialization.rst
* Update getdata.rst
* Update estimator.rst
Modify some typos.
* Update README.md
Modify the typos.
* Update initialization.rst
* Update data.rst
* Update report.rst
* Update estimator.rst
* Update cumulative_return.py
* Update model.rst
* Update rank_label.py
* Update cumulative_return.py
* Update strategy.rst
* Update getdata.rst
* Update backtest.rst
* Update integration.rst
* Update getdata.rst
* Update introduction.rst
* Update introduction.rst
* Update README.md
* Update report.rst
* Update integration.rst
Fix typos
* Update installation.rst
Fix typos
* Update getdata.rst
* Update initialization.rst
Fix typos.
* add quick start docs&fix detials
* fix estimator docs & fix strategy docs
* fix the cahce in data.rst
* update documents
* Fix Corr && Rsquare
* fix data retrival example to csi300 & fix a data bug
* fix filter bug
* Fix data collector
* Modift model args
* add the log & fix README.md\quick.rst
* add enviroment depend & add intoduction of qlib-server online mode
* fix image center fomat & set log_only of docs is True
* fix README.md format
* update data preparation & readme logo image
* get_data support version
* Modify analysis names
* Modify analysis graph
* update report.rst & data.rst
* commmit estimator for merge
* minimal requirements
* Update README.md
* Update README.md
* Update README.md
* Update README.md
* Update README.md
* Update README.md
* Update README.md
* Update READEME.md
* Update READEME.md
* update estimator
* Fix doc urls
* fix get_data.py docstring
* update test_get_data.py
* Upate docs
* Upate docs
* Upate docs
Co-authored-by: bxdd <bxddream@gmail.com>
Co-authored-by: zhupr <zhu.pengrong@foxmail.com>
Co-authored-by: Wendi Li <wendili.academic@qq.com>
Co-authored-by: Dingsu Wang <dingsu.wang@gmail.com>
Co-authored-by: bxdd <45119470+bxdd@users.noreply.github.com>
Co-authored-by: cslwqxx <cslwqxx@users.noreply.github.com>
|
2020-09-24 12:01:39 +08:00 |
|
Young
|
99ebd87cba
|
init commit
|
2020-09-22 01:43:21 +00:00 |
|