9 Commits

Author	SHA1	Message	Date
Linlang Lv (iSoftStone)	30e457119c	add_pre-commit_and_flake8_to_CI	2022-03-25 16:56:02 +08:00
Young	6a946761cf	Black(new version) Format	2022-02-06 22:33:16 +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
SunsetWolf	dfc0ed3c01	fix_typo (#790) ... Signed-off-by: unknown <lv.linlang@qq.com>	2021-12-31 22:14:47 +08:00
Dong Zhou	1b8f0b4575	support optimization based strategy (#754) ... * support optimization based strategy * fix riskdata not found & update doc * refactor signal_strategy * add portfolio example * Update examples/portfolio/prepare_riskdata.py Co-authored-by: you-n-g <you-n-g@users.noreply.github.com> * fix typo Co-authored-by: you-n-g <you-n-g@users.noreply.github.com> * fix typo Co-authored-by: you-n-g <you-n-g@users.noreply.github.com> * update doc * fix riskmodel doc 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>	2021-12-28 18:44:20 +08:00
Young	4efb0a75c1	Being compatible with previous Qlib version	2021-10-16 16:43:38 +00:00
Young	052aad7982	simplify signal parameter	2021-10-15 14:48:31 +00:00
Young	ac08468330	Make static prediction easier	2021-10-15 11:21:03 +00:00