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mirror of https://github.com/microsoft/qlib.git synced 2026-07-03 11:00:57 +08:00
Commit Graph

1987 Commits

Author SHA1 Message Date
bxdd
4f86712579 fix exit not found in ipython & fix re about provider_uri 2020-11-12 14:33:46 +08:00
lwwang1995
54a256d3bc Update processor. 2020-11-12 13:20:49 +08:00
lwwang1995
063bfd4621 Update processor. 2020-11-12 13:17:10 +08:00
lwwang1995
d45aa86fb5 Update GRU model. 2020-11-12 13:11:14 +08:00
Jactus
52c0c4b7a8 Fix processor bug and format 2020-11-11 14:24:04 +08:00
lwwang1995
e2d89f44fb Delete log 2020-11-11 11:35:17 +08:00
lwwang1995
ad6c2e759f Add Xgboost Model 2020-11-11 11:11:36 +08:00
lwwang1995
9c2dbaa94e add time series model GRU 2020-11-11 10:26:28 +08:00
Jactus
b839733ec7 Add black formatter output 2020-11-11 09:50:38 +08:00
Jactus
722655ad13 Update black formatter 2020-11-11 09:34:10 +08:00
Pengrong Zhu
3e0f8571d3 Merge pull request #66 from microsoft/support-non-fullfill-rate
support non-full-fill rate of executor
2020-11-10 20:52:10 +08:00
Young
490910b994 support non-full-fill rate of executor 2020-11-10 12:36:44 +00:00
Dong Zhou
1a8ef55dc7 fix riskmodel 2020-11-10 09:47:59 +08:00
Young
307661398f Merge branch 'main' of github.com:you-n-g/qlib into main 2020-11-10 01:46:01 +00:00
Young
21a24f9893 fix data_loader dict type bug 2020-11-10 01:45:34 +00:00
Jactus
2f42a59c3d Merge 2020-11-10 00:33:54 +08:00
Jactus
004e2f557b Fix recorder related bugs 2020-11-10 00:32:18 +08:00
Young
b1c6b216fe fix Recorder init bug 2020-11-09 15:17:08 +00:00
Jactus
633af182f4 Fix read_bin bug 2020-11-09 22:15:41 +08:00
Jactus
853410c16e Update exp related and pytorch_nn 2020-11-09 16:42:21 +08:00
Young
9a826eefa3 add parallel processor 2020-11-06 10:24:21 +00:00
Haoyu Wang
eead71fcb5 minor fix 2020-11-06 17:47:43 +08:00
Haoyu Wang
1556be6798 Adding Catboost as a model 2020-11-06 16:18:56 +08:00
Young
65a009acb2 remove vwap related feature 2020-11-05 12:30:43 +00:00
Young
e37950d636 update handler & fix some bugs 2020-11-05 10:22:42 +00:00
Jactus
918a2b8a38 Fix few exp bugs 2020-11-05 15:28:31 +08:00
Young
b6867c6161 fix the float conversion bug 2020-11-04 16:09:15 +08:00
Young
8a0135d79a fix data provider init bug 2020-11-02 09:42:07 +00:00
Jactus
371da2a74c Fix 2020-11-02 16:09:21 +08:00
Jactus
661b3bffcc Format with black 2020-11-02 11:09:24 +08:00
Jactus
b077d848f4 Merge branch 'main' of https://github.com/you-n-g/qlib into main 2020-11-02 11:06:02 +08:00
Jactus
5f9c8be33d Add RecordTemp & update 2020-11-02 11:05:40 +08:00
Dong Zhou
91019edcb8 remove abundant api 2020-10-30 14:55:21 +08:00
Dong Zhou
a12ae596ec add riskmodel 2020-10-30 14:55:21 +08:00
Dong Zhou
c59058b47d fix dataloader & add interface to datahandler 2020-10-30 14:55:21 +08:00
Dong Zhou
9dc357bc81 add portfolio module 2020-10-30 14:55:21 +08:00
Dong Zhou
72b5d9abfa fix ops & EMA support alpha 2020-10-30 14:55:21 +08:00
you-n-g
e7657bbd3a Update README.md 2020-10-29 18:29:45 +08:00
Jactus
da9d1c8ac6 Format with black 2020-10-29 13:22:49 +08:00
Jactus
490dbd908b Merge 2020-10-29 13:01:42 +08:00
Jactus
60d0cfcf64 Update Exp related codes 2020-10-29 12:58:52 +08:00
Young
a50c9008b8 pass the whole workflow 2020-10-28 14:08:00 +00:00
Jactus
1a9ee6cef8 Add Recorder and ExpManager 2020-10-27 14:30:24 +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
zhupr
5bca9d892a Support csi100 data collection && Fix data collector 2020-10-21 12:01:34 +08:00
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
Young
77e2f25f7b rename modules 2020-10-17 10:04:02 +00:00
Young
54d5e1fbdc change the init order 2020-10-17 10:04:02 +00:00