2012 Commits

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Author	SHA1	Message	Date
meng-ustc	ee4692a355	Merge branch 'main' of https://github.com/meng-ustc/qlib	2021-03-02 12:20:45 +09:00
meng-ustc	6e2ce6f1dc	Add the results of DoubleEnsemble	2021-03-02 12:17:05 +09:00
lzh222333	c4733f601f	Merge pull request #1 from you-n-g/online_srv ... qlib auto init basedon project & black format	2021-03-02 10:06:45 +08:00
wangershi	82353b20e1	black format	2021-03-01 21:10:46 +08:00
wangershi	51baf57b40	Merge remote-tracking branch 'remoteGit/main' into addFund	2021-02-28 19:29:18 +08:00
wangershi	3082f6ac1b	ready for dump_bin	2021-02-28 19:06:40 +08:00
wangershi	db80b620d8	ready for collector	2021-02-28 17:03:14 +08:00
wangershi	6e56396217	add crawler	2021-02-28 12:24:26 +08:00
Young	24024d51c7	qlib auto init basedon project & black format	2021-02-27 09:44:01 +00:00
Wendi Li	a96f0c2e5f	Update README.md ... Typos fixed.	2021-02-27 11:37:45 +08:00
Young	1e5cf1c174	init version of online serving and rolling	2021-02-26 09:14:40 +00:00
wangershi	719074d306	touch file	2021-02-25 19:20:14 +08:00
Meng Dong	70575e8a1c	Delete workflow_by_code_lgb_risk_demo.py	2021-02-24 16:10:38 +08:00
meng-ustc	ce60097722	Add README and Formatted	2021-02-24 16:59:31 +09:00
meng-ustc	1a990fdd25	Add Risk Prediction Demo	2021-02-23 19:08:11 +09:00
Charles Young	527718a440	Allow enhanced indexing to generate portfolio without industry related restriction.	2021-02-22 19:04:31 +08:00
Charles Young	d3caea60ee	Add unittest for TestStructuredCovEstimator.	2021-02-22 17:32:03 +08:00
Charles Young	f947a2fdef	Correct two mistakes in annotation.	2021-02-22 15:15:51 +08:00
Jactus	dc4aa67503	Black format	2021-02-22 11:42:36 +08:00
Charles Young	37871389b9	Format code with the latest version of black.	2021-02-22 11:25:42 +08:00
Charles Young	2f9d45e03a	Reformat code with black.	2021-02-22 10:29:29 +08:00
Charles Young	b8647c13c7	Reformat code to follow PEP 8.	2021-02-22 10:20:51 +08:00
Charles Young	164687d54b	Add scikit-learn to dependencies.	2021-02-22 10:13:08 +08:00
Charles Young	58f74cfd84	Reformat code to follow PEP 8.	2021-02-22 10:07:03 +08:00
Charles Young	f7d3e56561	Merge optimization related portfolio construction back to portfolio/optimizer.	2021-02-22 09:57:41 +08:00
Charles Young	42f882504e	Reformat code to follow PEP 8.	2021-02-22 09:25:48 +08:00
Charles Young	9448a6e2c7	Add a abstract class as the base class for all optimization related portfolio constructions.	2021-02-22 09:23:48 +08:00
Charles Young	2cc057e438	Fix minor mismatches of type hints.	2021-02-22 09:09:03 +08:00
Charles Young	b2e2142594	Applied slight modification to follow PEP 8.	2021-02-22 09:00:12 +08:00
Charles Young	4000518698	Separate specific implementation of Portfolio Optimizer to folder.	2021-02-22 08:41:35 +08:00
you-n-g	fa8f1cba06	Update filter.py	2021-02-19 22:23:22 +08:00
you-n-g	a72911e4f8	Update filter.py	2021-02-19 22:23:22 +08:00
meng-ustc	cd5b721bc6	Update	2021-02-19 11:56:50 +09:00
meng-ustc	42590972e4	Modify run_all_model.py	2021-02-18 19:15:02 +09:00
meng-ustc	d27dc8bab8	Add A New Baseline: DoubleEnsemble	2021-02-18 19:02:33 +09:00
Young	50d5fcf61e	yml afe load	2021-02-18 08:43:12 +08:00
Young	77830a546e	safe yaml loader	2021-02-18 08:43:12 +08:00
Young	83237ba4ed	yml afe load	2021-02-17 05:17:18 +00:00
Young	04b916c8ae	safe yaml loader	2021-02-16 15:07:14 +00:00
Kenneth Tang	b90bd66ac6	Merge branch 'main' into Fix_collector_doc	2021-02-16 14:16:53 +08:00
Kenneth Tang	63d05e4a1a	Fix typo	2021-02-16 14:08:58 +08:00
lbaiao	0b11dc5167	Update workflow.rst ... Corrected an identation problem on the configuration.yaml file.	2021-02-11 10:54:32 +08:00
Charles Young	9c2653f125	Add an implementation of Enhanced Indexing to optimizer.py	2021-02-09 20:31:00 +08:00
Charles Young	7b01c5cae7	Add an implementation of Enhanced Indexing to optimizer.py	2021-02-09 20:30:26 +08:00
Charles Young	988b42e159	Add Structured Covariance Estimator to riskmodel.py	2021-02-09 20:28:42 +08:00
Miae Kim	12c8bfa545	Fix typo in Data Layer ... Commit changes	2021-02-08 10:29:37 +08:00
Jactus	c948385e76	Add model saving for qrun and workflow example	2021-02-07 21:32:35 +08:00
bxdd	07b905c153	update	2021-02-05 16:09:06 +08:00
bxdd	0192f28bf4	add docstring & fix code	2021-02-05 16:09:06 +08:00
bxdd	cbf97f56a4	fix market	2021-02-05 16:09:06 +08:00