56 Commits

Author	SHA1	Message	Date
Alex Wang	610535de51	include SFM model	2020-11-25 14:02:12 +08:00
Jactus	991c6195bd	Add TabNet config	2020-11-25 11:16:01 +08:00
lwwang1995	0e2c2fcd7f	Add Tabnet.	2020-11-25 10:44:48 +08:00
Young	8ed01d5c8e	more friendly error info when benchmark error	2020-11-25 01:11:34 +00:00
Jactus	b4671746c2	Update part of the docs	2020-11-24 23:56:16 +08:00
Dong Zhou	e819879232	fix model when using single feature	2020-11-24 21:03:52 +08:00
Jactus	93ce9a4cb2	Format	2020-11-24 16:42:32 +08:00
Dong Zhou	641e7f38bc	Merge branch 'main' of github.com:you-n-g/qlib into main	2020-11-24 10:09:33 +08:00
Young	0112d06ed5	rename group -> fields_group	2020-11-24 02:05:05 +00:00
Dong Zhou	6ded0d50c7	support long-short analysis	2020-11-24 10:04:13 +08:00
Young	89977320e3	black format	2020-11-21 15:34:15 +00:00
Young	e5923333f5	recorder refine; signalTemp; fixbug	2020-11-21 15:20:47 +00:00
zhupr	75d779ebe8	fix report style	2020-11-19 22:48:24 +08:00
Jactus	a8ad2120c9	Update recordTemp and report	2020-11-19 16:50:16 +08:00
lwwang1995	e6a902c659	Add LSTM and Gats	2020-11-18 21:53:28 +08:00
Jactus	d8414b949a	Update pytorch_nn	2020-11-18 19:17:19 +08:00
Jactus	64ed43b791	Update R and workflow	2020-11-17 22:05:18 +08:00
lwwang1995	a8b46dd41d	Delete log.	2020-11-16 23:29:51 +08:00
lwwang1995	0afe57f2fe	Update GRU model.	2020-11-16 23:28:11 +08:00
Young	90d41e4022	add finetune example & fix serial bug	2020-11-16 13:11:39 +00:00
Jactus	42867264f3	Update R and workflow	2020-11-16 15:49:50 +08:00
you-n-g	c06914eb39	Merge branch 'main' into main	2020-11-14 17:17:02 +08:00
Jactus	ea5f14ce12	Update R related codes	2020-11-13 21:34:13 +08:00
Jactus	59745486f5	Update handler	2020-11-12 17:34:43 +08:00
Jactus	4f4a7679ce	Merge branch 'main' of https://github.com/you-n-g/qlib into main	2020-11-12 17:06:05 +08:00
Jactus	b32f6a8bb1	Fix handler bug	2020-11-12 17:05:24 +08:00
lwwang1995	d45aa86fb5	Update GRU model.	2020-11-12 13:11:14 +08:00
Jactus	52c0c4b7a8	Fix processor bug and format	2020-11-11 14:24:04 +08:00
lwwang1995	e2d89f44fb	Delete log	2020-11-11 11:35:17 +08:00
lwwang1995	ad6c2e759f	Add Xgboost Model	2020-11-11 11:11:36 +08:00
lwwang1995	9c2dbaa94e	add time series model GRU	2020-11-11 10:26:28 +08:00
Jactus	722655ad13	Update black formatter	2020-11-11 09:34:10 +08:00
Young	490910b994	support non-full-fill rate of executor	2020-11-10 12:36:44 +00:00
Jactus	853410c16e	Update exp related and pytorch_nn	2020-11-09 16:42:21 +08:00
Haoyu Wang	eead71fcb5	minor fix	2020-11-06 17:47:43 +08:00
Haoyu Wang	1556be6798	Adding Catboost as a model	2020-11-06 16:18:56 +08:00
Young	65a009acb2	remove vwap related feature	2020-11-05 12:30:43 +00:00
Young	e37950d636	update handler & fix some bugs	2020-11-05 10:22:42 +00:00
Jactus	da9d1c8ac6	Format with black	2020-10-29 13:22:49 +08:00
Young	a50c9008b8	pass the whole workflow	2020-10-28 14:08:00 +00:00
Young	aee507d5dd	adjust data and model interface	2020-10-26 13:26:01 +00:00
Young	393584e535	Update handler interface round2	2020-10-23 03:37:10 +00:00
Young	10066ecf79	Draft version of refactoring handler	2020-10-17 10:04:02 +00:00
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	5c2f218cfb	refactor qlib conf&init. Fix test bug	2020-09-30 18:19:48 +08:00