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Commit Graph

25 Commits

Author SHA1 Message Date
Chao Wang
08fd1d3f42 update cli.py (#1008)
* update cli.py

update cli.py so that one can specify exp_manager uri in "qlib_init" and "experiment_name" in *.yaml file.

* black cli.py

* Resolving pre-commit-hook changes
2022-04-12 08:58:28 +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
2ed806c846 Remove redundant import [fix pylint] (#962) 2022-03-11 12:15:37 +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
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
wuzhe1234
3f5334ab39 Update qrun to automaticly save the config to the artifacts uri 2021-07-19 13:32:14 +08:00
D-X-Y
0ef7c8e0e6 Fix bugs for get_local_dir 2021-03-11 03:05:31 +00:00
Young
50d5fcf61e yml afe load 2021-02-18 08:43:12 +08:00
Anon-Artist
b4a088efe8 Update cli.py 2021-01-14 18:42:33 +08:00
Jactus
29f12e857f Update docs 2020-12-01 09:29:43 +08:00
Jactus
1b78152715 Fix 2020-11-27 21:20:04 +08:00
Jactus
10747a3219 Fix 2020-11-27 21:19:27 +08:00
Jactus
f05df04320 Fix 2020-11-27 20:00:58 +08:00
Young
814ecbb488 intro doc & abs cli 2020-11-26 16:00:58 +00:00
Young
0fbf401c98 update trainer and README.md 2020-11-26 12:40:50 +00:00
Young
3a3937aa42 Merge branch 'main' of github.com:you-n-g/qlib into main 2020-11-26 08:43:36 +00:00
Young
e2935f214a fix some typo and bug 2020-11-26 08:42:54 +00:00
Jactus
45192413f9 Fix 2020-11-26 13:11:56 +08:00
Young
9d3be6d894 add sys section parser to the workflow config 2020-11-25 20:36:28 +08:00
Jactus
27b573c7d6 Update run_all_model script 2020-11-23 15:10:14 +08:00
Jactus
5aa48524d6 Add run_all_model script 2020-11-20 16:09:40 +08:00
Jactus
5107d46568 Fix cli 2020-11-20 11:10:44 +08:00
Jactus
547697ddc6 Modify cli 2020-11-20 10:59:37 +08:00
Jactus
a8ad2120c9 Update recordTemp and report 2020-11-19 16:50:16 +08:00
Jactus
64ed43b791 Update R and workflow 2020-11-17 22:05:18 +08:00