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1,815 Commits 46 Branches 26 Tags
74cb26c38faad3f826ee292b9157cc3f2edd495d
Commit Graph

160 Commits

Author SHA1 Message Date
Linlang
1ef8e61abd fix_pylint_for_CI (#1119) 
* fix_pylint_for_CI

* reformat_with_black

* fix_pylint_C3001

* fix_flake8_error
 2022-06-09 16:12:33 +08:00
you-n-g
cd5e5d5235 fast fillna (#1074) 
* fast fillna

* fix TSDataSampler bug
 2022-04-24 23:24:32 +08:00
you-n-g
caea495f40 Update handler.py (#1044) 2022-04-22 09:16:06 +08:00
you-n-g
41447f320b fix tra dataset bug (#1050) 2022-04-15 17:15:44 +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
73438807f9 Add docs for CSRankNorm (#1032) 2022-04-06 19:57:27 +08:00
Linlang Lv (iSoftStone)
30e457119c add_pre-commit_and_flake8_to_CI 2022-03-25 16:56:02 +08:00
Chia-hung Tai
07f0d4f599 [930] Fix typo HasingStockStorage to HashingStockStorage. (#947) 2022-03-04 12:40:04 +08:00
you-n-g
cfc3e886ed Add data analysis feature for report (#918) 
* Add data analysis feature for report

* better display
 2022-02-17 08:24:42 +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
you-n-g
635632e4ed Update handler processors docs (#879) 
* Update handler.py

* Update handler.py

* Update handler.py
 2022-01-25 11:28:23 +08:00
you-n-g
da48f42f3f Make the logic of handler Clear (#877) 2022-01-20 22:36:28 +08:00
you-n-g
2c5a4691f3 fall back error (#875) 2022-01-20 01:39:24 +08:00
you-n-g
d0113ea7df pylint code refine & Fix nested example (#848) 
* refine code by CI

* fix argument error

* fix nested eample
 2022-01-14 09:09:21 +08:00
you-n-g
cf35562e84 DDG-DA paper code (#743) 
* Merge data selection to main

* Update trainer for reweighter

* Typos fixed.

* update data selection interface

* successfully run exp after refactor some interface

* data selection share handler &  trainer

* fix meta model time series bug

* fix online workflow set_uri bug

* fix set_uri bug

* updawte ds docs and delay trainer bug

* docs

* resume reweighter

* add reweighting result

* fix qlib model import

* make recorder more friendly

* fix experiment workflow bug

* commit for merging master incase of conflictions

* Successful run DDG-DA with a single command

* remove unused code

* asdd more docs

* Update README.md

* Update & fix some bugs.

* Update configuration & remove debug functions

* Update README.md

* Modfify horizon from code rather than yaml

* Update performance in README.md

* fix part comments

* Remove unfinished TCTS.

* Fix some details.

* Update meta docs

* Update README.md of the benchmarks_dynamic

* Update README.md files

* Add README.md to the rolling_benchmark baseline.

* Refine the docs and link

* Rename README.md in benchmarks_dynamic.

* Remove comments.

* auto download data

Co-authored-by: wendili-cs <wendili.academic@qq.com>
Co-authored-by: demon143 <785696300@qq.com>
 2022-01-10 16:52:37 +08:00
Chia-hung Tai
184ce34a34 [807] Move the REG_CONSTANT/EPS to constant.py. (#811) 
* [807] Move the REG_CONSTANT to constant.py.

* import REG_US.

* Move EPS to constant.py.
 2022-01-09 21:39:46 +08:00
SunsetWolf
dfc0ed3c01 fix_typo (#790) 
Signed-off-by: unknown <lv.linlang@qq.com>
 2021-12-31 22:14:47 +08:00
you-n-g
ef161715f7 Add docs about the patameters (#771) 2021-12-24 15:26:27 +08:00
you-n-g
2aca74cd21 Black Format 2021-12-20 18:21:31 +08:00
you-n-g
92ff3d20b9 Update processor.py 2021-12-20 18:18:59 +08:00
Young
4f2d6b0d84 fix pytorch memory amount error 2021-11-02 20:41:39 +08:00
Young
2593185721 Simplify TSDataset and async recorder 2021-11-02 11:07:40 +08:00
Young
426b98a3bc make the logic of online manager cleaner 2021-11-01 02:40:54 +00:00
Young
5fa56703ae add handler pickle attr, enhance init_instance_by_config 2021-10-26 23:32:33 +08:00
Young
f537222ce3 make handler seperable 2021-10-21 12:38:24 +00:00
you-n-g
334b92ace7 Checking dataset empty (#647) 
* Checking dataset empty

* add dataset checker
 2021-10-14 23:35:12 +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
you-n-g
1fb50d521b Merge branch 'main' into nested_decision_exe 2021-07-07 17:30:31 +08:00
bxdd
9b74a19b14 Merge pull request #493 from bxdd/optimize_resam_data 
optimize performance of resam data in rule_strategy & exchange
 2021-07-04 02:44:53 +08:00
bxdd
ecf2f24d59 fix comments 2021-07-03 18:42:40 +00:00
bxdd
8dd5788bac fix comments & update resam ts_last method 2021-07-01 16:31:58 +00:00
Young
bbf5d1bbbb add file order strategy 2021-06-30 07:34:23 +00:00
bxdd
8d1b1979d9 update handler_storage test 2021-06-30 11:34:08 +08:00
bxdd
9985befe69 update HashingStockStorage 2021-06-30 11:34:08 +08:00
lzh222333
0b83fb3564 more general exception 2021-06-30 10:59:34 +08:00
lzh222333
d96f7a67c6 bug & docs fixed 2021-06-30 10:59:34 +08:00
bxdd
e1b6f310c9 add Handler Storage 2021-06-28 20:06:15 +00:00
Young
d0f54343c7 support subclass of TSDatasetH 2021-06-21 00:24:31 +08:00
Young
d4b36bdab4 Online fix 
- Skip duplicated qlib.auto_init()
- Fix TSDatasetH flt_col bug!
- Resolve qlib log attribute confliction
- Trainer API enhancement
- More docs and user-friendly warning
 2021-06-11 02:06:07 +00:00
bxdd
6a636546c4 Merge github.com:microsoft/qlib into bxdd-qlib_highfreq_backtest 2021-05-27 21:16:35 +08:00
bxdd
ee74489c37 solve the conflict 2021-05-25 02:53:44 +08:00
zhupr
8e6c744a1b Merge remote-tracking branch 'microsoft/main' into data_storage 2021-05-21 09:49:29 +08:00
zhupr
9e296a8a4e replace the type of numpy deprecated 2021-05-21 08:56:44 +08:00
you-n-g
d08146c30f Merge pull request #290 from you-n-g/online_srv 
init version of online serving and rolling
 2021-05-17 17:35:29 +08:00
lzh222333
d71a666904 Online serving V11 2021-05-13 09:43:42 +00:00
bxdd
621cb243c2 fix some comments and add docstring 2021-05-12 02:17:39 +08:00
zhupr
9bd77bd89f Add configurable dataset to examples 2021-05-11 17:36:55 +08:00
lzh222333
370b6aad74 logger & doc 2021-05-09 11:58:06 +00:00
you-n-g
060a32e0f6 Merge branch 'online_srv' into online_srv_blin 2021-05-07 21:07:27 +08:00
binlins
08edb92461 add flt_data doc 2021-05-07 12:56:58 +00:00