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Commit Graph

455 Commits

Author SHA1 Message Date
bxdd
f6dc25b229 update rolling process 2021-03-25 16:14:22 +08:00
bxdd
b1a28358ad black format 2021-03-25 01:30:31 +08:00
bxdd
1ca3c6a61c add DataHandlerDL 2021-03-25 01:29:59 +08:00
you-n-g
419629e4d2 Merge pull request #365 from Flouse/main
fix docs
2021-03-24 13:12:15 +08:00
Flouse
e490e83a16 fix docs 2021-03-24 11:37:09 +08:00
D-X-Y
0a0c6a3185 Add load_object function for R 2021-03-23 10:10:17 +00:00
Wendi Li
38f35658e7 Update __init__.py 2021-03-18 13:19:27 +08:00
you-n-g
689774c6be Merge pull request #340 from Derek-Wds/main
Support resuming recorder
2021-03-17 14:48:59 +08:00
Jactus
d78e42e2fe Update exp base method 2021-03-17 13:37:17 +08:00
you-n-g
023c1fedfe Merge pull request #280 from yongzhengqi/main
Implement Enhanced Indexing as a Portfolio Optimizer
2021-03-17 12:07:39 +08:00
D-X-Y
872ddc6f95 Fix black error 2021-03-16 22:57:26 +08:00
D-X-Y
88b0871c12 Add RMSE for contrib.workflow.record_temp and unit tests 2021-03-16 22:55:28 +08:00
D-X-Y
d4aa681652 Add MSERecord in contrib.workflow 2021-03-16 12:54:12 +00:00
Jactus
34f0be2836 Fix arg error 2021-03-16 17:18:48 +08:00
Jactus
447fed8e54 Update structure for resuming 2021-03-16 17:16:00 +08:00
D-X-Y
4cb74d77d1 add error type for record_temp 2021-03-16 09:01:10 +00:00
D-X-Y
6559d44c7d Add tests for SigAnaRecord 2021-03-16 08:17:13 +00:00
D-X-Y
9f57681032 Fix errors when SignalRecord is not called before SigAna/PortAna 2021-03-16 08:11:05 +00:00
Jactus
08b44ed727 Update docs 2021-03-15 14:12:35 +08:00
Jactus
83fb482f1e Fix Bug 2021-03-15 13:55:57 +08:00
Jactus
734bb9ee3c Support resuming recorder 2021-03-15 13:50:10 +08:00
D-X-Y
07434da8b0 Remove unused imports 2021-03-15 03:35:34 +00:00
D-X-Y
53a6b72ce5 Fix black errors 2021-03-15 03:09:52 +00:00
D-X-Y
a51dafcb4c Remove unnecessary codes 2021-03-15 03:07:25 +00:00
D-X-Y
d5f9395e51 Fix Ghost BN bugs in TabNet and simplify its implementation 2021-03-14 07:25:09 +00:00
Shubhendra Singh Chauhan
e41373b8ad revert fix 2021-03-12 14:10:52 +05:30
shubhendra
0969c3e7e0 formatted with black 2021-03-12 13:29:20 +05:30
Shubhendra Singh Chauhan
5f8d0e0436 Merge branch 'main' into main 2021-03-12 13:08:45 +05:30
shubhendra
4fbb5a03c1 revert fixes that failed unit test 2021-03-12 13:05:48 +05:30
D-X-Y
1d435248e2 Add return for use_gpu.. 2021-03-11 19:28:00 -08:00
D-X-Y
593553f573 Fix bug in MLP 2021-03-11 19:15:18 -08:00
D-X-Y
d38b8d6001 Fix bugs in use_gpu 2021-03-11 19:10:32 -08:00
D-X-Y
db59713d36 Add torch.no_grad for evaluation 2021-03-12 02:46:04 +00:00
D-X-Y
67fbdafe76 Fix many bugs in TabNet and use_gpu 2021-03-12 02:42:25 +00:00
D-X-Y
e626264d5a Merge branch 'main' of github.com:microsoft/qlib into fshare 2021-03-11 12:54:04 +00:00
D-X-Y
b99de068f8 Move save_path to get_or_create_path, and fix bugs in sfm / tabnet 2021-03-11 12:52:26 +00:00
you-n-g
e8beaa5257 Merge pull request #314 from D-X-Y/fshare
(1) Fix /0 bug in double_ensemble, (2) remove _default_uri for R/expm, (3) support model size in pytorch models
2021-03-11 20:51:16 +08:00
D-X-Y
0ef7c8e0e6 Fix bugs for get_local_dir 2021-03-11 03:05:31 +00:00
D-X-Y
cda96be8c3 Refine default uri in expm 2021-03-11 02:49:03 +00:00
D-X-Y
f6ed175070 Remove set_log_basic_config, refine count_parameters, rename root_uri as get_local_dir 2021-03-11 02:33:00 +00:00
you-n-g
0054a4db2a Merge pull request #322 from Derek-Wds/bug
Fix pytorch ts model loader bug
2021-03-10 19:47:56 +08:00
Jactus
119fe90570 Fix pytorch ts model loader bug 2021-03-10 16:43:32 +08:00
you-n-g
e2817ab87c Merge pull request #319 from Derek-Wds/main
Update Filter doc
2021-03-10 15:38:39 +08:00
Jactus
105fe1d3ed Remove deprecated warning for numpy>=1.20.0 2021-03-10 10:38:43 +08:00
bxdd
81987bb143 Update ops.py 2021-03-09 15:38:04 +08:00
Charles Young
53cf89d7c2 Reformat with black. 2021-03-08 19:43:03 +08:00
Charles Young
8b9065c166 Reformat with black. 2021-03-08 19:32:13 +08:00
Charles Young
6a305c73ae Resolve https://github.com/microsoft/qlib/pull/280\#discussion_r589166529 2021-03-08 19:08:55 +08:00
Charles Young
7022675d00 Resolve https://github.com/microsoft/qlib/pull/280\#discussion_r589169489 2021-03-08 19:07:28 +08:00
Charles Young
2f9af1af8f Resolve https://github.com/microsoft/qlib/pull/280\#discussion_r589169769 2021-03-08 19:02:40 +08:00