168 Commits

Author	SHA1	Message	Date
meng-ustc	ce60097722	Add README and Formatted	2021-02-24 16:59:31 +09:00
meng-ustc	8c3ec164ff	Add A New Baseline: DoubleEnsemble	2021-02-02 11:46:37 +09:00
meng-ustc	acdc469e39	Add A New Baseline: DoubleEnsemble	2021-02-01 21:05:34 +09:00
bxdd	f50463aca9	Fix bug in alpha360	2021-02-01 18:33:51 +08:00
Jactus	c0e7cbc983	Add filter_pipe API	2021-01-29 12:47:04 +08:00
bxdd	9dc11a9e3c	Merge github.com:microsoft/qlib into qlib_register_ops	2021-01-26 17:12:33 +00:00
bxdd	ffedb6382f	add highfreq example	2021-01-25 17:58:45 +00:00
Wendi Li	84d77f4585	Update pytorch_nn.py	2021-01-24 10:40:47 +08:00
Alex Wang	2b6d16feb1	fix naming	2021-01-22 19:16:57 +08:00
Alex Wang	0a86a6f392	update format	2021-01-22 19:16:57 +08:00
Alex Wang	5da5ad4b9f	tabnet	2021-01-22 19:16:57 +08:00
bxdd	cc214a3462	black format	2021-01-19 09:14:17 +08:00
bxdd	65d8af41e7	restructure backtest	2021-01-19 09:14:17 +08:00
bxdd	0e0970f06e	update backtest	2021-01-19 09:14:17 +08:00
bxdd	917261dbf6	update backtest	2021-01-19 09:14:17 +08:00
bxdd	6a9105e065	add highfreq_backtest	2021-01-19 09:14:17 +08:00
Wendi Li	0524a47cf4	Update pytorch_lstm_ts.py	2021-01-18 12:20:40 +08:00
Wendi Li	9abc0b0d4f	Update pytorch_gru_ts.py	2021-01-18 12:20:31 +08:00
Wendi Li	fe60e40927	Update pytorch_gats_ts.py	2021-01-18 12:20:20 +08:00
Wendi Li	740c297618	Update pytorch_alstm_ts.py	2021-01-18 12:20:00 +08:00
Young	ba447d3448	update valute	2021-01-06 14:43:14 +08:00
zhupr	a0f32036a6	Fix the first trading day of the calendar extra in report_df	2020-12-24 11:22:48 +08:00
Maciej Domagała	66d9bd1a68	fixing typos #3 ... I just randomly find these by the way. Good work on the framework!	2020-12-18 20:16:54 +08:00
G_will	3f85af05e5	Refactor to Python3 style	2020-12-15 20:37:43 +08:00
bxdd	a63ba3e819	black format	2020-12-09 17:20:36 +08:00
bxdd	56e579e20f	add arg weight_decay	2020-12-09 17:20:36 +08:00
bxdd	2873813562	update mlp model	2020-12-09 17:20:36 +08:00
Jactus	a8ac56a82f	Format	2020-12-09 17:20:36 +08:00
lwwang1995	4596a7e000	Delete the setting of SFM on the Alpha158.	2020-12-09 17:20:36 +08:00
lwwang1995	dcfa8110e8	Fix bugs for Gats model.	2020-12-09 17:20:36 +08:00
lwwang1995	666e1ffcbd	Update settings.	2020-12-09 17:20:36 +08:00
lwwang1995	70fb760830	Fix bugs for models.	2020-12-09 17:20:36 +08:00
lwwang1995	4a748525bc	Fix bugs of model.	2020-12-09 17:20:36 +08:00
lwwang1995	71ad651514	Add sample for Gats.	2020-12-09 17:20:36 +08:00
lwwang1995	65a9a72a88	Update models.	2020-12-09 17:20:36 +08:00
lwwang1995	ec0d7838ac	Update models.	2020-12-09 17:20:36 +08:00
lwwang1995	752f17e51e	Fix SFM bug.	2020-12-09 17:20:36 +08:00
lwwang1995	8d42092a7e	Fix models.	2020-12-09 17:20:36 +08:00
lwwang1995	412c9eee2e	Update models.	2020-12-09 17:20:36 +08:00
Jactus	2fb7774927	Update config names	2020-12-04 13:02:09 +08:00
Jactus	745b93138d	Update devices	2020-12-02 13:28:32 +08:00
Jactus	7f385345bb	Fix GPU	2020-12-02 13:25:29 +08:00
Jactus	d109d3d44e	Fix GPU	2020-12-02 12:23:42 +08:00
Jactus	77884db3a5	Fix and update run_all_model	2020-12-01 11:54:26 +08:00
meng-ustc	d488a503b2	Add model_path param to gats	2020-12-01 09:31:22 +08:00
lwwang1995	620e325da1	Update format.	2020-12-01 09:31:22 +08:00
lwwang1995	e0dad0e85a	Add random seed.	2020-12-01 09:31:22 +08:00
lwwang1995	d6ff62b48c	Delete Alpha360_denoise	2020-12-01 09:31:22 +08:00
Dong Zhou	b3657d1c8f	add linear model	2020-11-29 17:22:37 +08:00
Young	3f47a282cc	update version number & model license	2020-11-28 08:17:18 +00:00