21 Commits

Author	SHA1	Message	Date
Young	5a7eecabee	black formating (black is upgraded in github)	2021-04-27 04:04:43 +00:00
Charles Young	53cf89d7c2	Reformat with black.	2021-03-08 19:43:03 +08:00
Charles Young	8b9065c166	Reformat with black.	2021-03-08 19:32:13 +08:00
Charles Young	7022675d00	Resolve https://github.com/microsoft/qlib/pull/280\#discussion_r589169489	2021-03-08 19:07:28 +08:00
Charles Young	2f9af1af8f	Resolve https://github.com/microsoft/qlib/pull/280\#discussion_r589169769	2021-03-08 19:02:40 +08:00
Charles Young	fc89fec46d	Resolve https://github.com/microsoft/qlib/pull/280\#discussion_r589168764	2021-03-08 18:56:54 +08:00
Charles Young	c6675be792	Resolve https://github.com/microsoft/qlib/pull/280\#discussion_r589166143	2021-03-08 17:51:36 +08:00
Charles Young	0f3e3d206b	Update __init__.py.	2021-03-04 22:47:42 +08:00
Charles Young	83c6e74783	Reindex files.	2021-03-04 22:30:38 +08:00
Charles Young	2bff6eb781	Split classes in riskmodel.py & optimizer.py into seperate files.	2021-03-04 22:08:11 +08:00
Charles Young	527718a440	Allow enhanced indexing to generate portfolio without industry related restriction.	2021-02-22 19:04:31 +08:00
Charles Young	f947a2fdef	Correct two mistakes in annotation.	2021-02-22 15:15:51 +08:00
Charles Young	2f9d45e03a	Reformat code with black.	2021-02-22 10:29:29 +08:00
Charles Young	f7d3e56561	Merge optimization related portfolio construction back to portfolio/optimizer.	2021-02-22 09:57:41 +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	7b01c5cae7	Add an implementation of Enhanced Indexing to optimizer.py	2021-02-09 20:30:26 +08:00
G_will	3f85af05e5	Refactor to Python3 style	2020-12-15 20:37:43 +08:00
Jactus	661b3bffcc	Format with black	2020-11-02 11:09:24 +08:00
Dong Zhou	9dc357bc81	add portfolio module	2020-10-30 14:55:21 +08:00