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2,005 Commits 46 Branches 26 Tags
5af99e1d3f61ed2260b980c74c18d49897257c41
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68 Commits

Author SHA1 Message Date
Chaoying
37a59f28d3 Fix deprecated syntax in numpy (#1507) 
* Fix deprecated syntax in numpy

* Replace np.bool with bool
 2023-05-08 16:17:02 +08:00
Maxim Smolskiy
b51e881be3 Fix the Errors with unexpected indentation when building Qlib's documentation (#1352) 
* Fix ERROR: Unexpected indentation in qlib/data/dataset/handler.py

* Fix ERROR: Unexpected indentation in qlib/data/dataset/__init__.py

* Fix ERROR: Unexpected indentation in ../qlib/data/cache.py

* Fix ERROR: Unexpected indentation in qlib/model/meta/task.py

* Fix ERROR: Unexpected indentation in qlib/model/meta/dataset.py

* Fix ERROR: Unexpected indentation in qlib/workflow/online/manager.py

* Fix ERROR: Unexpected indentation in qlib/workflow/online/update.py

* Fix ERROR: Unexpected indentation in /qlib/workflow/__init__.py

* Fix ERROR: Unexpected indentation in qlib/data/base.py

* Fix ERROR: Unexpected indentation in qlib/data/dataset/loader.py

* Fix ERROR: Unexpected indentation in qlib/contrib/evaluate.py

* Fix ERROR: Unexpected indentation in qlib/workflow/record_temp.py

* Fix ERROR: Unexpected indentation in qlib/workflow/task/gen.py

* Fix ERROR: Unexpected indentation in qlib/strategy/base.py

* Fix qlib/data/dataset/handler.py

* Retest
 2022-11-15 08:49:36 +08:00
Xu Yang
a82cc0b129 update TSDataSampler refineing the memory layout of data array to speed up NN training (#1342) 
* update TSDataSampler

* reformat code with black

* use pre-commit to reformat the code

* Add documents

* More docstring

* More Safety

Co-authored-by: Young <afe.young@gmail.com>
 2022-11-11 19:35:10 +08:00
Huoran Li
1d65d28b28 Qlib simulator refinement (redo of PR 1244) (#1262) 
* Use dict-like configuration

* Rename from_neutrader to integration

* SAOE strategy

* Optimize file structure

* Optimize code

* Format code

* create_state_maintainer_recursive

* Remove explicit time_per_step

* CI test passed

* Resolve PR comments

* Pass all CI

* Minor test issue

* Refine SAOE adapter logic

* Minor bugfix

* Cherry pick updates

* Resolve PR comments

* CI issues

* Refine adapter & saoe_data logic

* Resolve PR comments

* Resolve PR comments

* Rename ONE_SEC to EPS_T; complete backtest loop

* CI issue

* Resolve Yuge's PR comments
 2022-08-24 14:09:45 +08:00
Linlang
1ef8e61abd fix_pylint_for_CI (#1119) 
* fix_pylint_for_CI

* reformat_with_black

* fix_pylint_C3001

* fix_flake8_error
 2022-06-09 16:12:33 +08:00
you-n-g
cd5e5d5235 fast fillna (#1074) 
* fast fillna

* fix TSDataSampler bug
 2022-04-24 23:24:32 +08:00
you-n-g
41447f320b fix tra dataset bug (#1050) 2022-04-15 17:15:44 +08:00
you-n-g
2952c443ca Add Qlib notebook tutorial (#1037) 
* Add Qlib notebook tutorial

* Update tutorial
 2022-04-08 21:29:41 +08:00
Linlang Lv (iSoftStone)
30e457119c add_pre-commit_and_flake8_to_CI 2022-03-25 16:56:02 +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
da48f42f3f Make the logic of handler Clear (#877) 2022-01-20 22:36:28 +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
SunsetWolf
dfc0ed3c01 fix_typo (#790) 
Signed-off-by: unknown <lv.linlang@qq.com>
 2021-12-31 22:14:47 +08:00
Young
4f2d6b0d84 fix pytorch memory amount error 2021-11-02 20:41:39 +08:00
Young
2593185721 Simplify TSDataset and async recorder 2021-11-02 11:07:40 +08:00
Young
426b98a3bc make the logic of online manager cleaner 2021-11-01 02:40:54 +00:00
you-n-g
334b92ace7 Checking dataset empty (#647) 
* Checking dataset empty

* add dataset checker
 2021-10-14 23:35:12 +08:00
Young
d0f54343c7 support subclass of TSDatasetH 2021-06-21 00:24:31 +08:00
Young
d4b36bdab4 Online fix 
- Skip duplicated qlib.auto_init()
- Fix TSDatasetH flt_col bug!
- Resolve qlib log attribute confliction
- Trainer API enhancement
- More docs and user-friendly warning
 2021-06-11 02:06:07 +00:00
zhupr
8e6c744a1b Merge remote-tracking branch 'microsoft/main' into data_storage 2021-05-21 09:49:29 +08:00
zhupr
9e296a8a4e replace the type of numpy deprecated 2021-05-21 08:56:44 +08:00
lzh222333
d71a666904 Online serving V11 2021-05-13 09:43:42 +00:00
lzh222333
370b6aad74 logger & doc 2021-05-09 11:58:06 +00:00
you-n-g
060a32e0f6 Merge branch 'online_srv' into online_srv_blin 2021-05-07 21:07:27 +08:00
binlins
08edb92461 add flt_data doc 2021-05-07 12:56:58 +00:00
binlins
bec65ddf94 add document and reindex 2021-05-07 11:47:47 +00:00
blin
846c64f6c6 fix param 2021-05-06 12:00:41 +00:00
lzh222333
84c56f13bd docs and bug fixed 2021-05-06 04:18:55 +00:00
lzh222333
67c5740c83 OnlineServing V9 2021-04-29 04:30:09 +00:00
blin
fa4511cb0a filter 2021-04-28 07:30:22 +00:00
blin
45c6dfc5da filter 2021-04-28 07:25:19 +00:00
blin
36ab078fbd filter 2021-04-28 07:15:59 +00:00
lzh222333
cec318fbfe online serving V7 2021-04-16 05:37:13 +00:00
Young
a366c11d67 Update features for hyb nn 2021-04-09 13:48:01 +00:00
bxdd
136830bc2b update comments 2021-03-30 00:38:15 +08:00
bxdd
1074284666 fix docstring 2021-03-29 20:38:09 +08:00
bxdd
8743576f72 black format 2021-03-29 20:16:00 +08:00
bxdd
31bc85bf86 restructure data layer config & setup 2021-03-29 19:49:30 +08:00
bxdd
5f60d18dfe fix config_data bug 2021-03-25 22:08:23 +08:00
Wendi Li
38f35658e7 Update __init__.py 2021-03-18 13:19:27 +08:00
Shubhendra Singh Chauhan
5f8d0e0436 Merge branch 'main' into main 2021-03-12 13:08:45 +05:30
Jactus
105fe1d3ed Remove deprecated warning for numpy>=1.20.0 2021-03-10 10:38:43 +08:00
shubhendra
5015d218ff Remove methods with unnecessary super delegation. 
Signed-off-by: shubhendra <withshubh@gmail.com>
 2021-03-06 13:01:34 +05:30
D-X-Y
a9a70dfddf Update repr for DatasetH and ExpManager 2021-03-03 06:47:52 +00:00
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
Young
a87fb5a68c fix contrib data freq 2021-02-02 16:52:50 +08:00
bxdd
f6dd006c35 update 2021-01-28 11:31:15 +00:00
bxdd
6a145df87c fix bug 2021-01-26 07:32:06 +00:00