Lee Yuntong
3a348aec9f
Fix typo ( #1811 )
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Co-authored-by: LeeYuntong <nukuihayu@outlook.com >
2024-06-20 18:12:07 +08:00
YQ Tsui
d8764660dc
[BUGFIX] allow sell in limit-up case and allow buy in limit-down case in topk strategy ( #1407 )
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* 1) check limit_up/down should consider direction; 2) fix some typo, typehint etc
* fix error
* Update test_all_pipeline.py
Believe it's just some arbitrary number.
The excess return is expected to change when trading logic changes.
* add flag forbid_all_trade_at_limit to keep previous behivour for backward compatibility
2023-01-10 09:46:18 +08:00
Linlang
1861c8edaf
optimize_CI ( #1314 )
2022-10-20 08:38:05 +08:00
Linlang
50d74b5560
split_CI ( #1141 )
2022-06-28 10:17:29 +08:00
Pengrong Zhu
c276de4040
Fix backtest ( #719 )
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* modify FileStorage to support multiple freqs
* modify backtest's sample documentation
* change the logging level of read data exception from error to debug
* fix the backtest exception when volume is 0 or np.nan
* fix test_storage.py
* add backtest_daily
* modify backtest_daily's docstring
* add __repr__/__str__ to Position
* fix the bug of nested_decision_execution example
Co-authored-by: Young <afe.young@gmail.com >
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
2021-12-07 19:04:23 +08:00
Young
3fa48d7017
simplify record tmp
2021-11-05 12:57:14 +00:00
Young
052aad7982
simplify signal parameter
2021-10-15 14:48:31 +00:00
Young
ac08468330
Make static prediction easier
2021-10-15 11:21:03 +00:00
Young
873129aa9b
update fix CI tests bugs
2021-10-03 14:58:37 +08:00
wangwenxi-handsome
3760a18a8d
Merge nested main ( #597 )
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* 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
bxdd
4d48c96d30
fix CI
2021-06-01 18:50:50 +08:00
zhupr
98eacf8f88
add test/config.py
2021-05-28 13:24:47 +08:00
D-X-Y
9d04ae4676
Add MultiSegRecord in contrib.workflow and decouple its tests from test_all_pipeline
2021-03-28 00:33:59 -07:00
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
b0fd0d2395
Add tests for SigAnaRecord
2021-03-16 08:30:46 +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
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
D-X-Y
e327f404e3
Fix pylint issues
2021-03-04 22:37:58 -08:00
D-X-Y
c4d6e00470
Fix logic of uri in ExpM and add test
2021-03-04 21:04:01 -08:00
D-X-Y
592db903b3
Update repr for Experiment & Recorder
2021-03-04 05:02:56 +00:00
Young
d2d865fb7a
fix bug of workflow
2020-12-09 17:20:36 +08:00
Young
5d5f8c8868
update TimeSeriesDataset
2020-12-09 17:20:36 +08:00
Jactus
8958656222
Update test scipts
2020-11-22 13:38:40 +08:00
Young
220208f28c
fix record_tmp bug
2020-11-22 03:20:42 +00:00
Jactus
c22bd73f67
Update CI
2020-11-20 17:54:56 +08:00
Jactus
547697ddc6
Modify cli
2020-11-20 10:59:37 +08:00
Young
4a0394ce05
Merge remote-tracking branch 'origin/main' into main
2020-11-19 08:27:42 +00:00
zhupr
00277699c7
update tests && fix typo
2020-11-19 10:36:14 +08:00
Young
d4091a8711
split code into core and contrib for data&model
2020-10-17 10:04:02 +00:00
Jactus
7c6e5e822c
Update CI & add black formatter
2020-10-10 10:13:51 +08:00
zhupr
2c3e286a8a
Fix test_all_pipeline.py
2020-09-30 18:19:48 +08:00
zhupr
2c4b31b274
Fix test_all_pipeline.py
2020-09-30 18:19:48 +08:00
zhupr
8d76a99ee0
QLibDataHandlerClose is renamed to Alpha158
2020-09-30 18:19:48 +08:00
Young
900e284696
make the integration simpler
2020-09-25 04:39:59 +00:00
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
