wangwenxi-handsome
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3760a18a8d
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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 |
|
wangwenxi-handsome
|
735153a50d
|
Cash Update (#559)
* fix negative cash
* update order test
* fix bug
* update file_order_test
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2021-08-12 23:44:22 +08:00 |
|
you-n-g
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05b9fb5a47
|
Fix bug when Account.benchmark_config is None
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2021-08-09 19:23:17 +08:00 |
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wangwenxi.handsome
|
7c858803f0
|
add position test
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2021-08-08 14:32:33 +00:00 |
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wangwenxi.handsome
|
74e1ee6921
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update position and negative cash
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2021-08-06 04:34:30 +00:00 |
|
v-mingzhehan
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0b607da690
|
Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy
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2021-07-27 14:32:36 +00:00 |
|
Young
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fcca242807
|
add cash settlement mechanism
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2021-07-26 17:14:41 +00:00 |
|
Young
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bdebe12cf2
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support empty benchmark
Empty benchmark could accelerate the learning process
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2021-07-26 06:14:57 +00:00 |
|
wangwenxi.handsome
|
e88c45e13c
|
update position
|
2021-07-25 12:38:54 +00:00 |
|
Young
|
4e862f7d1f
|
add print cash in verbose mode and code format
|
2021-07-20 05:13:05 +00:00 |
|
wangwenxi.handsome
|
7b9e338a0d
|
add docs
|
2021-07-14 09:45:09 +08:00 |
|
wangwenxi.handsome
|
ca14e36f7a
|
initial account by position
|
2021-07-14 09:45:09 +08:00 |
|
Young
|
cbd52b7905
|
align range limit
|
2021-07-09 08:17:10 +00:00 |
|
Young
|
17d8b8a7cc
|
fix calculating base_price
|
2021-07-09 08:16:01 +00:00 |
|
Young
|
4e41e9c8f2
|
simplify the portfolio-based report
|
2021-07-06 12:27:01 +00:00 |
|
Young
|
50c0e99f98
|
fix ffr and order amount
|
2021-07-04 08:08:03 +00:00 |
|
you-n-g
|
90bbf2b7c6
|
Fix account update bar_count bug
|
2021-06-30 08:29:47 +08:00 |
|
Young
|
27f0db669f
|
black format & add comments & add randStrategy direction
|
2021-06-28 17:47:30 +08:00 |
|
Young
|
b41267fa59
|
successful run random order gen in day script
|
2021-06-28 17:47:30 +08:00 |
|
Young
|
b68294da93
|
add InfPosition
|
2021-06-28 17:47:30 +08:00 |
|
bxdd
|
4ac6e6e246
|
fix account bug & update indicator_analysis & fix some comments
|
2021-06-22 02:42:09 +08:00 |
|
bxdd
|
f78e90171b
|
fix comments & add VAStrategy & add trade indicator
|
2021-06-14 21:32:18 +08:00 |
|
bxdd
|
4085b447aa
|
move backtest to core, fix calendar bugs, add some docstring
|
2021-05-27 21:14:39 +08:00 |
|
bxdd
|
af0053eb17
|
fix bug
|
2021-04-24 22:37:36 +08:00 |
|
bxdd
|
39deb7d27f
|
update env & strategy, add workflow
|
2021-04-22 22:28:01 +08:00 |
|
bxdd
|
8979d786a9
|
update report & account
|
2021-04-22 02:04:40 +08:00 |
|
bxdd
|
971d6a2847
|
update strategy
|
2021-04-21 16:42:16 +08:00 |
|