liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00
Code Activity
1,898 Commits 46 Branches 26 Tags
5f3e32278499f8bc165ed33db75be9dc80e4596d
Commit Graph

166 Commits

Author SHA1 Message Date
Young
26d24b5b23 Bump to Dev Version 2022-12-09 18:21:39 +08:00
you-n-g
b46bf8283d Update README.md 2022-11-10 21:15:33 +08:00
Lewen Wang
e182124e75 Add docs for qlib.rl (#1322) 
* Add docs for qlib.rl

* Update docs for qlib.rl

* Add homepage introduct to RL framework

* Update index Link

* Fix Icon

* typo

* Update catelog

* Update docs for qlib.rl

* Update docs for qlib.rl

* Update figure

* Update docs for qlib.rl

* Update setup.py

* FIx setup.py

* Update docs and fix some typos

* Fix the reference to RL docs

* Update framework.svg

* Update framework.svg

* Update framework.svg

* Update docs for qlibrl.

* Update docs for qlibrl.

* Update docs for Qlibrl.

* Update docs for qlibrl.

* Update docs for qlibrl.

* Update docs for qlibrl.

* Add new framework

* Update jpg

* Update framework.svg

* Update framework.svg

* Update Qlib framework and description

* Update grammar

* Update README.md

* Update README.md

* Update docs/component/rl.rst

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

* Update docs/component/rl.rst

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

* Update docs for qlib.rl

* Change theme for docs.

* Update docs for qlib.rl

* Update docs for qlib.rl

* Update docs for qlib.rl

* Update docs for qlib.rl.

* Update docs for qlib.rl

* Update docs for qlib.rl

* Update docs for qlib.rl

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2022-11-10 21:10:44 +08:00
Chao Wang
bc06f0301e Update README.md (#1279) 
typo fix.
 2022-10-14 11:50:19 +08:00
Hyeongmin Moon
75aae820e8 Add simplified download command (#1234) 
* Simplify the download command(microsoft#1232)

* Update simplified download instruction
 2022-08-05 17:41:16 +08:00
you-n-g
107d716cf8 Update Data Updating Docs (#1203) 
* Update README.md

* Update README.md

* Update README.md
 2022-07-15 14:19:02 +08:00
you-n-g
623774d8fb Update README.md 2022-07-06 17:44:16 +08:00
you-n-g
a87b02619a Qlib dev doc (#1142) 2022-06-21 09:46:30 +08:00
you-n-g
9e381493c2 Add instructions to add models (#1088) 2022-05-05 21:27:24 +08:00
you-n-g
12c3de42d0 Update Tutorial Notebook 2022-04-21 10:08:47 +08:00
Wentao Xu
87926513cb Add the HIST and IGMTF model on Alpha360 (#1040) 
* Commit the code of HIST and IGMTF on Alpha360

* add stock index

* Update README.md

* delete useless code

* fix the bug of code format with black

* fix pylint bugs

* fix the bugs of pylint

* fix pylint bugs

* fix flake8
 2022-04-14 01:45:49 +08:00
you-n-g
defd6758f6 Update README.md 2022-04-11 16:06:35 +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
you-n-g
962751c72d Update README.md 2022-04-06 10:19:41 +08:00
you-n-g
f129bfef5d Update README.md 2022-03-24 16:21:52 +08:00
you-n-g
00ed35fc1b Update README.md 2022-03-23 10:47:53 +08:00
you-n-g
fb230a8097 Update README.md 2022-03-22 09:22:30 +08:00
you-n-g
f4a481945b Update README.md (#981) 2022-03-15 20:40:52 +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
you-n-g
76b7b5f24b Update README.md 2022-02-01 12:32:28 +08:00
Wangwuyi123
a79e446724 Update README.md (#863) 2022-01-19 09:57:11 +08:00
you-n-g
a67f67db6e Update README.md 2022-01-18 10:20:07 +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
c3996955ef Update README.md 2022-01-13 15:29:43 +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
Chia-hung Tai
184ce34a34 [807] Move the REG_CONSTANT/EPS to constant.py. (#811) 
* [807] Move the REG_CONSTANT to constant.py.

* import REG_US.

* Move EPS to constant.py.
 2022-01-09 21:39:46 +08:00
you-n-g
93088485c3 Update README.md (#802) 
* Update README.md

* Update README.md

* Update README.md

* Update README.md
 2022-01-04 19:16:04 +08:00
you-n-g
aed9c09091 Update news 2021-12-28 19:54:30 +08:00
you-n-g
2840570dd3 Fix Typo in README.md 2021-12-26 00:42:16 +08:00
you-n-g
00ad122175 Update Contributor list (#779) 2021-12-26 00:25:03 +08:00
you-n-g
3480fd932f Update README.md 2021-12-18 12:29:36 +08:00
Pengrong Zhu
5e69d089c0 add description of dataset document (#742) 2021-12-12 09:49:10 +08:00
you-n-g
d0ff5eea9d Update README.md 2021-12-10 17:39:15 +08:00
you-n-g
e50ad4309e Update news 2021-12-08 10:24:58 +08:00
Young
d89ae2370f update version to dev 2021-12-08 08:25:28 +08:00
you-n-g
ae83f9056f docs improvement (#730) 2021-12-07 21:45:29 +08:00
you-n-g
103f8579c1 Update README.md 2021-11-22 18:19:16 +08:00
fengcunguang
654033733d Add A New Baseline: ADD (#704) 2021-11-22 18:16:50 +08:00
Lewen Wang
007082a112 Add AdaRNN baseline. (#689) 
* Update TCTS.

* Update TCTS README.

* Update TCTS README.

* Update TCTS.

* Add ADARNN.

* Update README.

* Reformat ADARNN.

* Add README for adarnn.

Co-authored-by: lewwang <lwwang@microsoft.com>
 2021-11-16 11:24:43 +08:00
Mark Zhao
b18132dce1 More citations (#673) 
* check lexsort

* check lexsort

* lexsort comment

* lexsort comment

* fix GPU identification bug

* Create README.md

* Update README.md

* Create README.md

* Create README.md

* Update README.md

* Create README.md

* Update README.md

* Update README.md

* Create README.md

* Create README.md

* Create README.md
 2021-11-05 19:43:50 +08:00
you-n-g
16957176a9 Update README.md 
Update  benchmark link
 2021-11-05 13:00:32 +08:00
fengcunguang
f0b9a807ea Add A New Baseline: TCN (#668) 2021-11-04 20:30:52 +08:00
you-n-g
e99224e5c2 Update benchmark based on new backtest (#634) 
* free random seed

* update model baselines

* more robust for parameters
 2021-10-07 22:57:19 +08:00
Young
873129aa9b update fix CI tests bugs 2021-10-03 14:58:37 +08:00
wangwenxi-handsome
3760a18a8d Merge nested main (#597) 
* MVP for Indian Stocks in qlib using yahooquery

* cleaned with black

* cleaned with black

* add YahooNormalizeIN and YahooNormalizeIN1d

* cleaned the code

* added 1min for IN and also updated readme

* update comments

* fix comments

* recorder support upload both raw file and directory

* fix comments

* Update README.md

* Fix docs of QlibRecorder

* sort index after loader (#538)

make sure the fetch method is based on a index-sorted pd.DataFrame

* refactor online serving rolling api

* refactor TRA

* format by black

* fix horizon

* fix TRA when use single head

* clean up

* improve pretrain

* update README

* fix tra when logdir is None

* fix tra when logdir is None

* Update strategy.py

* Update README.md

* Update README.md

* Conda Suggestion

* code standard docs

* Update ensemble.py (#560)

* Fix CI  Bug (#575)


Co-authored-by: yuxwang <anduinnn@foxmail.com>

* Update gen.py (#576)

* Fix multi-process loop calls (#574)

* check lexsort in the 'lazy_sort_index' function (#566)

* check lexsort

* check lexsort

* lexsort comment

* lexsort comment

* Delete .DS_Store

* Update README.md

* bug fix & use oracle transport pretrain

* mend

* Add `backend_freq_config` parameter, support multi-freq uri

* Add sample_config to QlibDataLoader, support multi-freq

* add multi-freq example

* get_cls_kwargs renamed get_callable_kwargs

* support multi-freq uri

* Add inst_processors to D.features

* Fix typo

* Fix the index type of the multi-freq example

* Fix duplicate mlflow directories in tests

* Add DataPathManager to QlibConfig && modify inst_processors to supports list only

* Modify the default value in the multi_freq example

* Modify client-server mode and dataset-cache to disable inst_processor

* Add wheel package to github CI

* fix comment

* Update FAQ.rst

* Update README.md

Fix wrong link

* Update the docs of TaskManager (#586)

* Update manage.py

* update yaml

* update run_all_model

* Modify the Feature to be case sensitive (#589)

* update README

* remove verbose

* fix spell bug

* fix typos (#592)

* Update Release Note

* fix portfolio bug

* Add calendar support for resample

* add freq kwargs

* test.yml: Remove redundant code (#595)

* Supporting shared processor (#596)

* Supporting shared processor

* fix readonly reverse bug

* remove pytests dependency

* with fit bug

* fix parameter error

* fix comments

* Fix undefined names in Python code (#599)

* Update pytorch_tabnet.py

$ `flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics`
```
./qlib/qlib/contrib/model/pytorch_tabnet.py:567:38: F821 undefined name 'inp'
            self.independ.append(GLU(inp, out_dim, vbs=vbs))
                                     ^
./qlib/examples/model_rolling/task_manager_rolling.py:75:18: F821 undefined name 'task_train'
        run_task(task_train, self.task_pool, experiment_name=self.experiment_name)
                 ^
2     F821 undefined name 'task_train'
2
```

* Fix undefined names in Python code

* from qlib.model.trainer import task_train

* update seed

* fix some docstring

* add comments

* Fix SimpleDatasetCache

* Update setup.py

updated classifiers

* Update setup.py

change to matplotlib==3.3

* Update python-publish.yml

added python 3.9

* updategrade version number

* Update model list

* fix the type of filter_pipe

* fix comment

* fix record_temp

* update cvxpy version

* Update code_standard.rst (#587)

* Update code_standard.rst

* Update docs/developer/code_standard.rst

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

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

* Add file lock for MLflowExpManager (#619)

* fix torch version

* Share version number (#620)

* Update initialization.rst (#622)

* Update initialization.rst

* Update docs/start/initialization.rst

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

* Update docs/start/initialization.rst

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

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

* fix bugs for running previous exmaple

* fix deal amount bug

* update change doc (#623)

* Add files via upload

* Update README.md

* Update README.md

* Update README.md

* Delete change doc.gif

* Add files via upload

* Update README.md

* Delete change doc.gif

* Add files via upload

* Delete change doc.gif

* Add files via upload

* Update README.md

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

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

* update doc

* simplify run all model

* fix run all model bug

* Fix Models (#483)

* fix gat dataset

* fix tft model

* Update tft.py

* Fix tft.py

Co-authored-by: Pengrong Zhu <zhu.pengrong@foxmail.com>

* type and skip empty exp

* fix model yaml config

* fix tft import bug

* skip empty result

* fix model and yaml bug

* fix wrong generate parameter

* Modify multi-freq example (#626)

* modify the example of multi-freq

* add Copyright

* add a comment to average_ops.py

* modify the example of multi-freq

* add comment to multi_freq_handler.py

* add the Ref expression description to multi_freq_handler.py

* add expression description to multi_freq_handler.py

* update images

* fix workflow and update framework

Co-authored-by: Gaurav <2796gaurav@gmail.com>
Co-authored-by: 2796gaurav <17353992+2796gaurav@users.noreply.github.com>
Co-authored-by: bxdd <bxd98@126.com>
Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
Co-authored-by: Dong Zhou <Zhou.Dong@microsoft.com>
Co-authored-by: ZhangTP1996 <ztp18@mails.tsinghua.edu.cn>
Co-authored-by: demon143 <59681577+demon143@users.noreply.github.com>
Co-authored-by: Wangwuyi123 <51237097+Wangwuyi123@users.noreply.github.com>
Co-authored-by: yuxwang <anduinnn@foxmail.com>
Co-authored-by: Pengrong Zhu <zhu.pengrong@foxmail.com>
Co-authored-by: Mark Zhao <50850474+markzhao98@users.noreply.github.com>
Co-authored-by: cslwqxx <cslwqxx@users.noreply.github.com>
Co-authored-by: Dong Zhou <evanzd@users.noreply.github.com>
Co-authored-by: SaintMalik <37118134+saintmalik@users.noreply.github.com>
Co-authored-by: Christian Clauss <cclauss@me.com>
Co-authored-by: Anurag Kumar <mailanu98@gmail.com>
Co-authored-by: demon143 <785696300@qq.com>
 2021-10-01 02:15:30 +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
you-n-g
be8653c505 Update contributing section 2021-07-14 09:56:12 +08:00
wangwenxi.handsome
b504cc6ac8 update readme and rst 2021-07-12 21:51:08 +08:00