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1,197 Commits 46 Branches 26 Tags
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Author SHA1 Message Date
Dong Zhou
5b7b48e376 clean up 2021-07-30 16:05:07 +08:00
Dong Zhou
4f9f978909 fix TRA when use single head 2021-07-30 16:05:07 +08:00
Dong Zhou
319a2f38cc fix horizon 2021-07-30 16:05:07 +08:00
Dong Zhou
a2c38c979e format by black 2021-07-30 16:05:07 +08:00
Dong Zhou
07655f2d5b refactor TRA 2021-07-30 16:05:07 +08:00
Young
9303415666 refactor online serving rolling api 2021-07-29 18:13:12 +08:00
you-n-g
05d28469ad sort index after loader (#538) 
make sure the fetch method is based on a index-sorted pd.DataFrame
 2021-07-29 12:06:59 +08:00
you-n-g
dc6859bdd9 Fix docs of QlibRecorder 2021-07-26 19:00:47 +08:00
you-n-g
a6f9dde006 Update README.md 2021-07-26 18:36:09 +08:00
Young
1d22ee56d3 recorder support upload both raw file and directory 2021-07-25 16:35:16 +00:00
panshuaiyin
3810a4cd33 Update data.rst 
use own alpha-factor
 2021-07-22 20:07:04 +08:00
you-n-g
48af7126b6 Update news about models 2021-07-22 11:07:09 +08:00
Ying-Tao Luo
025b1dcff9 Add two new models in model zoo 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
29e66b2dea Add two new model in zoo 
Add transformer and localformer (SLGT) models for time series prediction in finance in the Quant Model Zoo.
 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
698e59ac72 Add performance of two new models 
Add the performance of transformer and localformer.
 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
e006ef40ad Update pytorch_localformer_ts.py 2021-07-22 11:05:39 +08:00
Young
59d4bc9394 update run_all_model and black format 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
b07e0bffb1 Add files via upload 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
161343018f Add files via upload 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
bee031af68 Add files via upload 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
35840606a8 Update pytorch_localformer.py 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
2df9b6e076 Add files via upload 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
0c3eaf3f16 Add files via upload 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
2eee064eb8 Add files via upload 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
096ef5a62b Update pytorch_transformer.py 
Have passed black
 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
dd0eebed53 Update pytorch_localformer.py 
Have passed black.
 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
7b20abeda1 Add files via upload 
Add naive transformer model and a improved transformer model.
 2021-07-22 11:05:39 +08:00
you-n-g
5519420efd Update test_macos.yml 
Give more comments about the MacOS test yaml
 2021-07-21 18:30:25 +08:00
zhupr
eb3c5b3088 macos-test-ci split out separately 2021-07-21 18:25:31 +08:00
zhupr
f03df874bf fix macos-test-ci 2021-07-21 18:25:31 +08:00
zhupr
bf7732e284 fix df_features.index conține np.nan 2021-07-21 14:28:20 +08:00
wuzhe1234
3f5334ab39 Update qrun to automaticly save the config to the artifacts uri 2021-07-19 13:32:14 +08:00
zhupr
c97a96363d Add a check if change is mutated to YahooNormalize1d 2021-07-18 20:28:46 +08:00
slowy07
2023f714c9 [fixed] lgtm issue : unused imported module of 'signal' and change to PEP8 style code imported module 2021-07-18 15:25:18 +08:00
slowy07
f8a2b0533b lgtm issue: fixing unused import of 'time' 2021-07-18 15:25:18 +08:00
chaosyu
3183a232df update doc str 2021-07-18 15:24:23 +08:00
chaosyu
8b715268bd use list_kwargs instead filter_string 2021-07-18 15:24:23 +08:00
chaosyu
28cb827a23 fix lint issue 2021-07-18 15:24:23 +08:00
chaosyu
b723f14619 apply filter string to recorder collector 2021-07-18 15:24:23 +08:00
chaosyu
47535ba530 add mlflow filter string support to limit too much run number 2021-07-18 15:24:23 +08:00
you-n-g
3b8087677c Update online.rst 2021-07-16 12:24:33 +08:00
zhupr
4ec41ea0e7 Add a check if change is mutated to YahooNormalize1d 2021-07-15 19:13:25 +08:00
you-n-g
6d91f28474 Update README.md 2021-07-14 10:07:02 +08:00
you-n-g
be8653c505 Update contributing section 2021-07-14 09:56:12 +08:00
chaosyu
a8974ce535 bug fix: ClientProvider cannot set connection to calendar and instrument providers 2021-07-13 10:49:21 +08:00
chaosyu
79026e5390 fix bug that duplicate rows will cause reindex failed when dumping with csv files 2021-07-13 10:49:21 +08:00
Gaurav Chauhan
4610e16ac2 updated readme of yahoo collector where region parameter was incorrect (#504) 
* updated readme of yahoo collector where region parameter was incorrect

* changes

update readme of yahoo collector where region parameter was incorrect

* update readme of yahoo collector

update readme of yahoo collector where region parameter was incorrect

* updated changes

* updated readme of cn1d data

Co-authored-by: Gaurav Chauhan01/HO/Analytics/General <Gaurav.Chauhan01@bajajallianz.in>
 2021-07-13 09:46:13 +08:00
wangwenxi.handsome
b504cc6ac8 update readme and rst 2021-07-12 21:51:08 +08:00
Young
d5059e609f change to dev version 2021-07-12 02:49:25 +00:00
Young
215f7e0d22 update version for release 0.7.0 v0.7.0 2021-07-11 14:34:44 +00:00