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1,728 Commits 46 Branches 26 Tags
5200ff520aeff6079faee7a0fa24a9217c08d806
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Author SHA1 Message Date
Linlang Lv (iSoftStone)
5200ff520a fix_download_data_for_CI 2022-03-25 16:56:02 +08:00
Linlang Lv (iSoftStone)
30e457119c add_pre-commit_and_flake8_to_CI 2022-03-25 16:56:02 +08:00
Young
243e516cf1 Add pre-commit 2022-03-25 16:56:02 +08:00
Chaoying
e229b567ad Support feature names contain Chinese punctuation (#1003) 2022-03-24 19:49:25 +08:00
you-n-g
f129bfef5d Update README.md 2022-03-24 16:21:52 +08:00
Chaoying
9dd5e07819 Add PRef operator (#988) (#1000) 
* Add PRef operator (#988)

* Fix type annotations

* Add test_pref_operator test case field

* Add note to PITProvider

* Add period parameter comment
 2022-03-24 15:29:08 +08:00
you-n-g
00ed35fc1b Update README.md 2022-03-23 10:47:53 +08:00
Chaoying
3f53a097b0 Fix format for PULL_REQUEST_TEMPLATE.md (#1001) 2022-03-22 18:40:30 +08:00
you-n-g
fb230a8097 Update README.md 2022-03-22 09:22:30 +08:00
you-n-g
ff4724e248 Known Limitations In Recroder (#999) 2022-03-22 09:21:48 +08:00
Chia-hung Tai
73d90f7f44 Add lightgbm min version. (#995) 
See https://github.com/microsoft/LightGBM/pull/4604
 2022-03-21 08:00:28 +08:00
you-n-g
b7988e6428 Add backtest example to online simulation (#984) 2022-03-19 01:53:14 +08:00
Chauncey
8efc8b92ef Optimize the pit collector script (#982) 
* Optimize the pit collector script

* Add copyright notice to collector.py

* Remove unnecessary parameters for test_pit.py

* Update test_pit.py

* Update test_pit.py
 2022-03-18 21:51:36 +08:00
Chauncey
f2a5ecd98a Fix comment typo (#987) 2022-03-17 19:25:15 +08:00
Linlang
705354cc28 fix-issue948 (#986) 
Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com>
 2022-03-17 19:24:17 +08:00
you-n-g
1b5d0d4d6d Update report.rst (#980) 2022-03-15 21:30:50 +08:00
you-n-g
f4a481945b Update README.md (#981) 2022-03-15 20:40:52 +08:00
Chauncey
5f18ba7970 Fix pit download_data script TypeError (#978) (#979) 
* Fix pit download_data script TypeError (#978)

* Format pit collector with black

* Format pit collector with black
 2022-03-15 14:02:14 +08:00
you-n-g
2681c61c60 Fix log object bug (#977) 2022-03-14 17:33:13 +08:00
Chia-hung Tai
776b0c5bb4 Skip idx.is_lexsorted() when pandas version is larger than 1.3.0. (#973) 
* Skip idx.is_lexsorted() when pandas version is larger than 1.3.0. The future warning is annoying.

* Skip idx.is_lexsorted() when pandas version is larger than 1.3.0. The future warning is annoying.

* Rewrite code.
 2022-03-13 23:24:54 +08:00
Chia-hung Tai
829ad9f5e9 Use callback in LGBM.train. (#974) 2022-03-13 11:20:18 +08:00
you-n-g
921c13cc90 safe remove file and more friendly log (#967) 
* save remove file and more friendly log

* fix pylint
 2022-03-13 11:11:41 +08:00
Wangwuyi123
0f519f6053 Update yahooquery marked words (#966) 
* Update collector.py

* Update collector.py

* Update collector.py

* Update collector.py

* Update collector.py

* Update collector.py

* Update collector.py

* Update collector.py

* Update collector.py

* Update scripts/data_collector/yahoo/collector.py

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

* Update collector.py

* Update collector.py

* Update collector.py

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2022-03-12 20:49:38 +08:00
you-n-g
2ed806c846 Remove redundant import [fix pylint] (#962) 2022-03-11 12:15:37 +08:00
Jiabao Qu
d2f0bebf60 feat: add instrument context to inst_processor (#959) 
* feat: add context to data loader

* refactor: add instrument to interface of InstProcessor

Co-authored-by: Jiabao Qu <qujiabao@logiocean.com>
 2022-03-11 12:15:13 +08:00
you-n-g
615a381038 Merge pull request #938 from SunsetWolf/fix-csi500 
Fix csi500
 2022-03-11 12:09:22 +08:00
bxdd
568a88fddb fix cn annotation in PIT script (#958) 2022-03-11 10:15:20 +08:00
Chauncey
058f976727 Fix pit docs format (#957) 
* Fix pit docs list format

* Fix pit docs format
 2022-03-11 10:13:31 +08:00
bxdd
faa99f30fa Support Point-in-time Data Operation (#343) 
* add period ops class

* black format

* add pit data read

* fix bug in period ops

* update ops runnable

* update PIT test example

* black format

* update PIT test

* update tets_PIT

* update code format

* add check_feature_exist

* black format

* optimize the PIT Algorithm

* fix bug

* update example

* update test_PIT name

* add pit collector

* black format

* fix bugs

* fix try

* fix bug & add dump_pit.py

* Successfully run and understand PIT

* Add some docs and remove a bug

* mv crypto collector

* black format

* Run succesfully after merging master

* Pass test and fix code

* remove useless PIT code

* fix PYlint

* Rename

Co-authored-by: Young <afe.young@gmail.com>
 2022-03-10 14:27:52 +08:00
Linlang Lv (iSoftStone)
837067b9e1 fix-csi500 2022-03-09 23:03:28 +08:00
Chia-hung Tai
3a911bc09b Add REG_TW. (#955) 2022-03-08 23:48:27 +08:00
you-n-g
90be21bb40 Change to Dev Version 2022-03-08 22:32:28 +08:00
Young
7540b1257b update version v0.8.4 2022-03-08 22:21:24 +08:00
Chia-hung Tai
57f7ed9914 [949] - Remove argument internal in BaseRun::download_data. (#953) 
* [949] - Remove argument internal in BaseRun::download_data.

* Fix black.

* Fix bug.
 2022-03-08 10:26:35 +08:00
Chao Wang
9e3d0249f7 fix bug (#950) 
fix bug in  elif isinstance(self.N, float) and 0 < self.N < 1:
 2022-03-06 23:42:31 +08:00
cuicorey
2ac964c470 Fix error message in position.py (#922) 
* Update position.py

* Update position.py

fix CI error
 2022-03-06 23:42:02 +08:00
Chia-hung Tai
07f0d4f599 [930] Fix typo HasingStockStorage to HashingStockStorage. (#947) 2022-03-04 12:40:04 +08:00
Chia-hung Tai
ea4fb33ff2 Fix wrong error messages. (#946) 2022-03-03 14:33:24 +08:00
you-n-g
ed0c238787 Update initialization.rst 2022-03-02 21:39:44 +08:00
Linlang
80af395b3c Update initialization.rst (#941) 2022-03-02 20:51:37 +08:00
Chia-hung Tai
4dc66932d5 [931] Remove mutable default argument. (#932) 2022-02-28 18:37:46 +08:00
Linlang Lv (iSoftStone)
40dd84857c update-csi500 2022-02-28 03:48:07 +08:00
BigTreei
74cc21fc2c add CSI500 data collector 2022-02-28 03:33:36 +08:00
you-n-g
ec8969a3ae Update initialization.rst 2022-02-23 12:10:17 +08:00
you-n-g
528f74af09 performance mprovement (#921) 
* performance mprovement

* memory refine
 2022-02-19 18:36:23 +08:00
you-n-g
d482726f28 Update README.md (#920) 2022-02-19 00:46:32 +08:00
you-n-g
cfc3e886ed Add data analysis feature for report (#918) 
* Add data analysis feature for report

* better display
 2022-02-17 08:24:42 +08:00
you-n-g
60d45ad770 Enhance pytorch nn (#917) 
* enhance pytorch_nn

* fix dim bug

* Black format

* Fix pylint error
 2022-02-15 19:22:48 +08:00
Wendi Li
0e8b94a552 Update README.md (#915) 
Add the memory and disk requirement of DDG-DA.
 2022-02-15 09:27:51 +08:00
you-n-g
4bf127eba5 Some links about high-frequency trading (#884) 
* Some links about high-frequency trading

* Update highfreq.rst

* Update highfreq.rst

* Update highfreq.rst
 2022-02-13 20:22:05 +08:00