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Commit Graph

50 Commits

Author SHA1 Message Date
Linlang
320bd65e19 fix fillna bug (#1914)
* fix fillna bug

* fix flake8 error

* fix pylint error

* update ubuntu version for action

* fix pytest error

* fix pylint error

* fix black error

* fix pylint error

* add Fillna test

* fix black error

* add  instruments

* remove code
2025-04-25 11:18:09 +08:00
Maksim Zayakin
9e22e5168b Remove unused DNNModelPytorch params (#1470)
* Remove lr_decay and lr_decay_steps params

More flexible way to pass a scheduler (via callable function) is already
supported

* remove lr_decay and lr_decay_steps from mlp workflow configs
2023-04-28 17:48:40 +08:00
you-n-g
528f74af09 performance mprovement (#921)
* performance mprovement

* memory refine
2022-02-19 18:36:23 +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
SunsetWolf
144e1e2459 Fix pylint (#888)
* add_pylint_to_workflow

* fix-pylint

* fix_pylinterror

* fix-issue
2022-01-26 19:27:24 +08:00
you-n-g
01afd06e18 fix workflow bug (#882)
* fix workflow bug

* Fix output of pytorch NN

* Fix parameter bug
2022-01-22 10:18:37 +08:00
you-n-g
bdf1fb29a6 Fix pytorch_nn.py step bug (#864)
* Update pytorch_nn.py

* Update pytorch_nn.py
2022-01-18 22:39:19 +08:00
luocy16
2bb8a4ce0e Supporting Arctic Backend Provider & Orderbook, Tick Data Example (#744)
* change weight_decay & batchsize

* del weight_decay

* big weight_decay

* mid weight_decay

* small layer

* 2 layer

* full layer

* no weight decay

* divide into two data source

* change parse field

* delete some debug

* add Toperator

* new format of arctic

* fix cache bug to arctic read

* fix connection problem

* add some operator

* final version for arcitc

* clear HZ cache

* remove not used function

* add topswrappers

* successfully import data and run first test

* A simpler version to support arctic

* Successfully run all high-freq expressions

* Black format and fix add docs

* Add docs for download and test data

* update scripts and docs

* Add docs

* fix bug

* Refine docs

* fix test bug

* fix CI error

* clean code

Co-authored-by: bxdd <bxddream@gmail.com>
Co-authored-by: wangwenxi.handsome <wangwenxi.handsome@gmail.com>
Co-authored-by: Young <afe.young@gmail.com>
2022-01-18 09:13:11 +08:00
you-n-g
d0113ea7df pylint code refine & Fix nested example (#848)
* refine code by CI

* fix argument error

* fix nested eample
2022-01-14 09:09:21 +08:00
you-n-g
cf35562e84 DDG-DA paper code (#743)
* Merge data selection to main

* Update trainer for reweighter

* Typos fixed.

* update data selection interface

* successfully run exp after refactor some interface

* data selection share handler &  trainer

* fix meta model time series bug

* fix online workflow set_uri bug

* fix set_uri bug

* updawte ds docs and delay trainer bug

* docs

* resume reweighter

* add reweighting result

* fix qlib model import

* make recorder more friendly

* fix experiment workflow bug

* commit for merging master incase of conflictions

* Successful run DDG-DA with a single command

* remove unused code

* asdd more docs

* Update README.md

* Update & fix some bugs.

* Update configuration & remove debug functions

* Update README.md

* Modfify horizon from code rather than yaml

* Update performance in README.md

* fix part comments

* Remove unfinished TCTS.

* Fix some details.

* Update meta docs

* Update README.md of the benchmarks_dynamic

* Update README.md files

* Add README.md to the rolling_benchmark baseline.

* Refine the docs and link

* Rename README.md in benchmarks_dynamic.

* Remove comments.

* auto download data

Co-authored-by: wendili-cs <wendili.academic@qq.com>
Co-authored-by: demon143 <785696300@qq.com>
2022-01-10 16:52:37 +08:00
Chao Ning
622303b83a add map_location to torch.load to make it work when cuda is unavailable (#782) 2021-12-29 00:02:04 +08:00
cuicorey
350fbe91c9 Change BCELoss in MLP model (#756) 2021-12-20 19:03:33 +08:00
Qian Chen
2ab4a9adb3 Set self.fitted = True instead of self._fitted. 2021-06-24 20:40:59 +08:00
D-X-Y
f809f0a063 Remove un-used imports 2021-03-28 10:50:25 +00:00
D-X-Y
0386df7b16 Collect all contrib models in __init__ and add unit tests for init 2021-03-28 10:39:28 +00:00
D-X-Y
07434da8b0 Remove unused imports 2021-03-15 03:35:34 +00:00
D-X-Y
a51dafcb4c Remove unnecessary codes 2021-03-15 03:07:25 +00:00
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
67fbdafe76 Fix many bugs in TabNet and use_gpu 2021-03-12 02:42:25 +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
D-X-Y
49697b1f15 Show model size for pytorch models 2021-03-05 12:46:41 +00:00
D-X-Y
131f0e2e67 Add count_parameters for pytorch models in contrib 2021-03-05 12:07:43 +00:00
Jactus
b84686b215 Update models to enable save/load 2021-02-05 13:14:12 +08:00
Wendi Li
bdc70c192a Update pytorch_nn.py 2021-02-02 14:48:12 +08:00
Wendi Li
84d77f4585 Update pytorch_nn.py 2021-01-24 10:40:47 +08:00
G_will
3f85af05e5 Refactor to Python3 style 2020-12-15 20:37:43 +08:00
bxdd
a63ba3e819 black format 2020-12-09 17:20:36 +08:00
bxdd
56e579e20f add arg weight_decay 2020-12-09 17:20:36 +08:00
bxdd
2873813562 update mlp model 2020-12-09 17:20:36 +08:00
Jactus
745b93138d Update devices 2020-12-02 13:28:32 +08:00
Jactus
7f385345bb Fix GPU 2020-12-02 13:25:29 +08:00
Jactus
d109d3d44e Fix GPU 2020-12-02 12:23:42 +08:00
Jactus
77884db3a5 Fix and update run_all_model 2020-12-01 11:54:26 +08:00
lwwang1995
e0dad0e85a Add random seed. 2020-12-01 09:31:22 +08:00
bxdd
ae757a4b51 black format 2020-11-27 13:09:40 +08:00
bxdd
a144a9c3c6 update dnn 2020-11-27 13:00:14 +08:00
bxdd
52c7076917 dnn model opz 2020-11-26 21:15:21 +08:00
Jactus
d8414b949a Update pytorch_nn 2020-11-18 19:17:19 +08:00
Jactus
42867264f3 Update R and workflow 2020-11-16 15:49:50 +08:00
Jactus
722655ad13 Update black formatter 2020-11-11 09:34:10 +08:00
Jactus
853410c16e Update exp related and pytorch_nn 2020-11-09 16:42:21 +08:00
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
bxdd
eda0c81bfb update US config to us 2020-10-12 17:41:04 +08:00
bxdd
916d9d363e update model 2020-10-12 17:41:04 +08:00
bxdd
992983ff4c make dnn model compatible with CPU & update docs for init param 2020-10-12 17:41:04 +08:00
Jactus
7c6e5e822c Update CI & add black formatter 2020-10-10 10:13:51 +08:00
Young
99ebd87cba init commit 2020-09-22 01:43:21 +00:00