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
zhupr
c97a96363d
Add a check if change is mutated to YahooNormalize1d
2021-07-18 20:28:46 +08:00
zhupr
4ec41ea0e7
Add a check if change is mutated to YahooNormalize1d
2021-07-15 19:13:25 +08:00
Gaurav Chauhan
4610e16ac2
updated readme of yahoo collector where region parameter was incorrect ( #504 )
...
* updated readme of yahoo collector where region parameter was incorrect
* changes
update readme of yahoo collector where region parameter was incorrect
* update readme of yahoo collector
update readme of yahoo collector where region parameter was incorrect
* updated changes
* updated readme of cn1d data
Co-authored-by: Gaurav Chauhan01/HO/Analytics/General <Gaurav.Chauhan01@bajajallianz.in >
2021-07-13 09:46:13 +08:00
zhupr
39340fbf06
fix: typo
2021-06-24 11:07:40 +08:00
zhupr
0e277723a3
Merge remote-tracking branch 'qlib/main' into qlib_main
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# Conflicts:
# scripts/data_collector/yahoo/README.md
2021-06-24 00:09:54 +08:00
zhupr
1418417034
fix automatic update of daily frequency data
2021-06-23 23:59:59 +08:00
zhupr
bab50e8837
fix YahooNormalize1min && update docs
2021-06-23 16:13:26 +08:00
zhupr
46714adf4c
modify the YahooNormalize1min factor calculation
2021-06-22 11:15:09 +08:00
zhupr
99fb49650a
add end_date parameter to collector.normalize_data
2021-06-21 17:20:37 +08:00
zhupr
b6c31540e8
add function to automatically update daily frequency data
2021-06-17 23:07:56 +08:00
zhupr
03eb0882de
fix YahooNormalizeCN1minOffline bugs
2021-06-08 22:23:05 +08:00
zhupr
a845a2271b
add normalize 1min to use local data && change the default parameters for collecting 1min
2021-06-08 14:45:20 +08:00
zhupr
554b9c7826
fix YahooCollector getting 1min data occasionally missing
2021-06-05 23:43:48 +08:00
zhupr
6f150f3fd6
Add YahooCollector support for extend data
2021-06-04 22:28:42 +08:00
al
c12c861b7a
Remove repeated package from requirements
2021-05-27 19:37:57 +08:00
you-n-g
cbbf6cd822
Merge pull request #441 from zhupr/fix_yahoo_collector
...
Fix YahooCollector can't download 1min data
2021-05-26 21:41:14 +08:00
you-n-g
928bae08f4
Merge pull request #440 from arisliang/patch-2
...
Update collector.py
2021-05-26 21:40:23 +08:00
zhupr
114162693f
Fix YahooCollector can't download 1min data
2021-05-26 18:29:41 +08:00
al
b884c8c571
Update collector.py
...
fix typo
2021-05-26 18:00:23 +08:00
al
6222940b9c
Update README.md
...
fix typo
2021-05-26 17:50:49 +08:00
zhupr
8b8d21107c
Add future trading date collector
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
Kenneth Tang
b90bd66ac6
Merge branch 'main' into Fix_collector_doc
2021-02-16 14:16:53 +08:00
Kenneth Tang
63d05e4a1a
Fix typo
2021-02-16 14:08:58 +08:00
zhupr
fc1431cd4e
update 1min docs
2021-02-04 16:49:58 +08:00
zhupr
7f9216dc90
Fix the number of minutes on the first and last trading day of high frequency
2021-01-27 10:59:46 +08:00
zhupr
263ccdfe6f
US stock code supports Windows
2021-01-27 10:59:46 +08:00
zhupr
1a8f1bfc57
support collecting yahoo 1min data
2021-01-27 10:59:46 +08:00
zhupr
1a1c45981c
US stock code supports Windows
2021-01-26 16:06:38 +08:00
zhupr
6fc4ff0a62
Fix yahoo collector
2020-11-28 00:36:23 +08:00
zhupr
00277699c7
update tests && fix typo
2020-11-19 10:36:14 +08:00
zhupr
9eb58ad366
fix collector start datetime
2020-11-19 10:36:14 +08:00
zhupr
ae300592a0
refactor yahoo_collector && support US and 1m
2020-11-19 10:36:14 +08:00
zhupr
5bca9d892a
Support csi100 data collection && Fix data collector
2020-10-21 12:01:34 +08:00
Jactus
7c6e5e822c
Update CI & add black formatter
2020-10-10 10:13:51 +08:00
Morris Tai
5256d18c5b
fix requirements.txt
...
Typo "logure", should be "logure", cause in pip install error.
2020-10-03 20:36:17 +08:00
you-n-g
5b80ebaf40
Update README.md
...
Update wrong price example
2020-09-27 15:27:35 +08:00
zhupr
c825c99c2c
Fix data collector
2020-09-26 23:36:43 +08:00
you-n-g
de9e13b171
release-0.5.0 ( #1 )
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* 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
