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1,760 Commits 46 Branches 26 Tags
61f2433c9bff75e748c0dfae27eb762e7eff4a7b
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21 Commits

Author SHA1 Message Date
you-n-g
b7988e6428 Add backtest example to online simulation (#984) 2022-03-19 01:53:14 +08:00
Chia-hung Tai
829ad9f5e9 Use callback in LGBM.train. (#974) 2022-03-13 11:20:18 +08:00
you-n-g
60d45ad770 Enhance pytorch nn (#917) 
* enhance pytorch_nn

* fix dim bug

* Black format

* Fix pylint error
 2022-02-15 19:22:48 +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
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
you-n-g
e41c0ac90a Adjusting gbdt.py's parameter (#660) 
* Update gbdt.py

* Update gbdt.py

* Update gbdt.py
 2021-10-28 19:43:05 +08:00
you-n-g
334b92ace7 Checking dataset empty (#647) 
* Checking dataset empty

* add dataset checker
 2021-10-14 23:35:12 +08:00
zhupr
0a4e241608 add get_feature_importance to model interpret 2021-05-27 14:19:10 +08:00
D-X-Y
0386df7b16 Collect all contrib models in __init__ and add unit tests for init 2021-03-28 10:39:28 +00:00
D-X-Y
8a2e7b62af Add segment args for pred and refine MultiSegRecord 2021-03-28 08:30:16 +00:00
Young
22c3806672 update docs 2020-11-28 05:56:01 +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
Young
e5923333f5 recorder refine; signalTemp; fixbug 2020-11-21 15:20:47 +00:00
Jactus
64ed43b791 Update R and workflow 2020-11-17 22:05:18 +08:00
Young
90d41e4022 add finetune example & fix serial bug 2020-11-16 13:11:39 +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
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
Young
99ebd87cba init commit 2020-09-22 01:43:21 +00:00