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Code Activity
1,935 Commits 46 Branches 26 Tags
3e074c84353da97305a0b8ea17904921891ca583
Commit Graph

39 Commits

Author SHA1 Message Date
Huoran Li
653c082e7a Order execution open source (#1447) 
* Waiting for bin data

* Complete readme

* CI

* Add inst filter by time

* Update qlib/data/dataset/processor.py

* typo

* Fix time filter bug

* Add Filter and set Universe

* Complete data pipeline

* Fix Provider Logger Info Args

* Add DQN; a minor bugfix in ppo reward.

* update readme. modify assertion logic in strategy check.

* Fix Doc issues and fix black

* Fix pylint Error

---------

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2023-03-13 12:06:28 +08:00
YQ Tsui
cc01812c62 Fix typos and grammar errors in docstrings and comments (#1366) 
* fix gramma error in doc strings

* fix typos in exchange.py

* fix typos and gramma errors

* fix typo and rename function param to avoid shading python keyword

* remove redundant parathesis; pass kwargs to parent class

* fix pyblack

* further correction

* assign -> be assigned to
 2022-11-20 14:15:59 +08:00
you-n-g
a53f59cdf7 Update handler.py to fix CI (#1227) 
* Update handler.py

* Update handler.py
 2022-07-25 10:19:09 +08:00
Di
86f08e47e8 Qlib data doc (#1207) 
* Explain data crawler structure

* Add documentation for data and feature

* Update scripts/data_collector/yahoo/README.md

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* Remove some confusing wording

* Add third party data source

* Fix command typo

* Update commands

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2022-07-22 09:24:58 +08:00
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
SunsetWolf
144e1e2459 Fix pylint (#888) 
* add_pylint_to_workflow

* fix-pylint

* fix_pylinterror

* fix-issue
 2022-01-26 19:27:24 +08:00
安阁锐
e76b409d9a Fix $volume normalization issue (#792) 
* Fix $volume normalization issue

Fix: https://github.com/microsoft/qlib/issues/765

* black formatting

black formatting

* black formatting

black formatting

* black formatting

black formatting
 2022-01-01 23:44:17 +08:00
you-n-g
e33de44cb9 Update Docs of Alpha360 (#777) 2021-12-25 18:07:44 +08:00
zhupr
e84cc23589 Add DataPathManager to QlibConfig && modify inst_processors to supports list only 2021-09-07 20:41:10 +08:00
zhupr
6011a21308 get_cls_kwargs renamed get_callable_kwargs 2021-09-07 20:41:10 +08:00
zhupr
c99494eb76 Add sample_config to QlibDataLoader, support multi-freq 2021-09-07 20:41:10 +08:00
bxdd
946c9392a1 support check_transform_proc module_path 2021-07-02 08:47:52 +08:00
Young
1dbb561744 Fix some API(for lb nn) 2021-04-07 03:53:56 +00:00
Young
a87fb5a68c fix contrib data freq 2021-02-02 16:52:50 +08:00
bxdd
f50463aca9 Fix bug in alpha360 2021-02-01 18:33:51 +08:00
Jactus
c0e7cbc983 Add filter_pipe API 2021-01-29 12:47:04 +08:00
bxdd
ffedb6382f add highfreq example 2021-01-25 17:58:45 +00:00
Jactus
2fb7774927 Update config names 2020-12-04 13:02:09 +08:00
lwwang1995
d6ff62b48c Delete Alpha360_denoise 2020-12-01 09:31:22 +08:00
bxdd
ae757a4b51 black format 2020-11-27 13:09:40 +08:00
bxdd
8b275a6006 fix bug 2020-11-27 13:07:18 +08:00
bxdd
c31bf61278 Merge branch 'main' into dnn_drop 2020-11-26 23:04:34 -06:00
bxdd
a144a9c3c6 update dnn 2020-11-27 13:00:14 +08:00
Dong Zhou
07c1ca69a7 alpha158 & alpha360 support custom label 2020-11-26 22:20:59 +08:00
Dong Zhou
d0ca52f3fd add robust zscore processor & ALPHA360 support custom processors 2020-11-26 12:04:48 +08:00
Young
0112d06ed5 rename group -> fields_group 2020-11-24 02:05:05 +00:00
Jactus
64ed43b791 Update R and workflow 2020-11-17 22:05:18 +08:00
lwwang1995
0afe57f2fe Update GRU model. 2020-11-16 23:28:11 +08:00
Jactus
59745486f5 Update handler 2020-11-12 17:34:43 +08:00
Jactus
b32f6a8bb1 Fix handler bug 2020-11-12 17:05:24 +08:00
Jactus
52c0c4b7a8 Fix processor bug and format 2020-11-11 14:24:04 +08:00
lwwang1995
9c2dbaa94e add time series model GRU 2020-11-11 10:26:28 +08:00
Jactus
722655ad13 Update black formatter 2020-11-11 09:34:10 +08:00
Young
65a009acb2 remove vwap related feature 2020-11-05 12:30:43 +00:00
Jactus
da9d1c8ac6 Format with black 2020-10-29 13:22:49 +08:00
Young
aee507d5dd adjust data and model interface 2020-10-26 13:26:01 +00:00
Young
393584e535 Update handler interface round2 2020-10-23 03:37:10 +00:00
Young
10066ecf79 Draft version of refactoring handler 2020-10-17 10:04:02 +00:00
Young
d4091a8711 split code into core and contrib for data&model 2020-10-17 10:04:02 +00:00