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Author	SHA1	Message	Date
Charles Young	58f74cfd84	Reformat code to follow PEP 8.	2021-02-22 10:07:03 +08:00
Charles Young	f7d3e56561	Merge optimization related portfolio construction back to portfolio/optimizer.	2021-02-22 09:57:41 +08:00
Charles Young	42f882504e	Reformat code to follow PEP 8.	2021-02-22 09:25:48 +08:00
Charles Young	9448a6e2c7	Add a abstract class as the base class for all optimization related portfolio constructions.	2021-02-22 09:23:48 +08:00
Charles Young	2cc057e438	Fix minor mismatches of type hints.	2021-02-22 09:09:03 +08:00
Charles Young	b2e2142594	Applied slight modification to follow PEP 8.	2021-02-22 09:00:12 +08:00
Charles Young	4000518698	Separate specific implementation of Portfolio Optimizer to folder.	2021-02-22 08:41:35 +08:00
Charles Young	9c2653f125	Add an implementation of Enhanced Indexing to optimizer.py	2021-02-09 20:31:00 +08:00
Charles Young	7b01c5cae7	Add an implementation of Enhanced Indexing to optimizer.py	2021-02-09 20:30:26 +08:00
Charles Young	988b42e159	Add Structured Covariance Estimator to riskmodel.py	2021-02-09 20:28:42 +08:00
Miae Kim	12c8bfa545	Fix typo in Data Layer ... Commit changes	2021-02-08 10:29:37 +08:00
Jactus	c948385e76	Add model saving for qrun and workflow example	2021-02-07 21:32:35 +08:00
bxdd	07b905c153	update	2021-02-05 16:09:06 +08:00
bxdd	0192f28bf4	add docstring & fix code	2021-02-05 16:09:06 +08:00
bxdd	cbf97f56a4	fix market	2021-02-05 16:09:06 +08:00
bxdd	d702c8bcb1	add Cut ops	2021-02-05 16:09:06 +08:00
Jactus	b84686b215	Update models to enable save/load	2021-02-05 13:14:12 +08:00
bxdd	6a670828a5	Update serial.rst	2021-02-05 12:33:47 +08:00
bxdd	ca6c2ffc27	Update serial.rst	2021-02-05 12:33:47 +08:00
bxdd	914637b3ef	update index	2021-02-05 12:33:47 +08:00
bxdd	d8da94de10	update docs	2021-02-05 12:33:47 +08:00
bxdd	477a548fe9	update data.rst docs	2021-02-05 12:33:47 +08:00
bxdd	35af9ad954	update docs	2021-02-05 12:33:47 +08:00
bxdd	8a91e7d34d	black format	2021-02-05 12:33:47 +08:00
bxdd	4ed8b8e233	add docs & fix reinit of datatset	2021-02-05 12:33:47 +08:00
Jactus	c71b645777	Update docs about record-temp	2021-02-05 12:32:47 +08:00
HUAN-PING SU	f2ffb80a0b	Update workflow_by_code.py	2021-02-04 17:01:34 +08:00
HUAN-PING SU	cda1d4be40	Update workflow_by_code.py ... Fix typo in workflow_by_code.py	2021-02-04 17:01:34 +08:00
zhupr	fc1431cd4e	update 1min docs	2021-02-04 16:49:58 +08:00
Jactus	06158fb621	Update readme and setup.py	2021-02-04 16:09:36 +08:00
Jactus	1e2e02368c	Update readme	2021-02-03 14:42:58 +08:00
Jactus	d87d29aca9	Update Windows CI	2021-02-03 14:42:58 +08:00
Jactus	005da6306c	Update CI	2021-02-03 14:42:58 +08:00
bxdd	090b68e44e	Update workflow.py	2021-02-03 13:12:19 +08:00
Young	bf748ba4b7	update version number to dev	2021-02-03 05:11:39 +00:00
Young	0da9b909f6	update version number v0.6.3	2021-02-02 09:48:41 +00:00
Jactus	5f87fc32ad	Fix CI	2021-02-02 17:35:07 +08:00
Young	97d354fa73	update version for releasing v0.6.2	2021-02-02 09:24:33 +00:00
Young	a87fb5a68c	fix contrib data freq	2021-02-02 16:52:50 +08:00
Young	835b47a7e7	simplify parameters	2021-02-02 16:52:50 +08:00
Young	802dac81c9	move freq params to dataloader	2021-02-02 16:52:50 +08:00
Wendi Li	bdc70c192a	Update pytorch_nn.py	2021-02-02 14:48:12 +08:00
Wendi Li	213f809148	Update pytorch_alstm_ts.py	2021-02-02 14:47:41 +08:00
Wendi Li	f3fd5e0773	Update pytorch_gats.py	2021-02-02 14:47:31 +08:00
Wendi Li	decf74cbdf	Update pytorch_gru.py	2021-02-02 14:47:20 +08:00
Wendi Li	b4a92d55f8	Update pytorch_gru_ts.py	2021-02-02 14:47:00 +08:00
Wendi Li	ebc31b9bdb	Update pytorch_lstm.py	2021-02-02 14:46:49 +08:00
Wendi Li	56ebe9bf36	Update pytorch_lstm_ts.py	2021-02-02 14:46:21 +08:00
Wendi Li	ddd68fc761	Update pytorch_alstm.py	2021-02-02 14:34:57 +08:00
bxdd	f50463aca9	Fix bug in alpha360	2021-02-01 18:33:51 +08:00