liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00
Code Activity
1,901 Commits 46 Branches 26 Tags
76f2fb1a1aef17915bf702cb213bb77da7e98e31
Commit Graph

507 Commits

Author SHA1 Message Date
Cadenza-Li
76f2fb1a1a Add ipynb format check (#1439) 
* Update test_qlib_from_source.yml

* add ipynb format check to workflow

* test ipynb CI

* modify nbqa check path

* add pylint flake8 mypy check to ipynb

* check ipynb with black and pylint

* reformat .ipynb files

* format line length

nbqa black . -l 120

* update nbqa .ipynb format CI

* format old ipynb files

* add nbconvert check to CI

* adjust CI order to avoid repeating download data
 2023-02-21 09:23:22 +08:00
Huoran Li
44ce91ee9d Simple RL notebook (#1395) 
* Simple RL notebook

* Add link to the notebook

Co-authored-by: Young <afe.young@gmail.com>
 2023-01-03 00:17:18 +08:00
Wendi Li
ebb8ec34f3 [DDG-DA] Update crowd-sourced data results (#1405) 
* [DDG-DA] Update crowd-sourced data experiments

* Remove internal data version

* Modify README
 2023-01-03 00:15:50 +08:00
Huoran Li
577923a9f0 Fix RL example bug (#1384) 
* Fix data pipeline

* Add TODO
 2022-12-06 20:49:56 +08:00
you-n-g
d44175e425 Fix RL command Error (#1382) 2022-12-05 09:39:26 +08:00
Di
7e5bab599a Add early stopping to double ensemble model, add example (#1375) 
* Add early stopping to double ensemble model, add example

* Fix lint error
 2022-11-28 14:02:44 +08:00
Lewen Wang
e182124e75 Add docs for qlib.rl (#1322) 
* Add docs for qlib.rl

* Update docs for qlib.rl

* Add homepage introduct to RL framework

* Update index Link

* Fix Icon

* typo

* Update catelog

* Update docs for qlib.rl

* Update docs for qlib.rl

* Update figure

* Update docs for qlib.rl

* Update setup.py

* FIx setup.py

* Update docs and fix some typos

* Fix the reference to RL docs

* Update framework.svg

* Update framework.svg

* Update framework.svg

* Update docs for qlibrl.

* Update docs for qlibrl.

* Update docs for Qlibrl.

* Update docs for qlibrl.

* Update docs for qlibrl.

* Update docs for qlibrl.

* Add new framework

* Update jpg

* Update framework.svg

* Update framework.svg

* Update Qlib framework and description

* Update grammar

* Update README.md

* Update README.md

* Update docs/component/rl.rst

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* Update docs/component/rl.rst

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* Update docs for qlib.rl

* Change theme for docs.

* Update docs for qlib.rl

* Update docs for qlib.rl

* Update docs for qlib.rl

* Update docs for qlib.rl.

* Update docs for qlib.rl

* Update docs for qlib.rl

* Update docs for qlib.rl

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2022-11-10 21:10:44 +08:00
qianyun210603
94e420f755 Correct errors and typos in doc strings (#1338) 
* add missing parameters to doc string in order_generate

* fix some typos in doc strings

* reformat base on code style standard

* Update qlib/backtest/__init__.py

* Update examples/run_all_model.py

* Update examples/run_all_model.py

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2022-11-07 23:37:18 +08:00
Linlang
1861c8edaf optimize_CI (#1314) 2022-10-20 08:38:05 +08:00
Huoran Li
3c62d131a5 Migrate amc4th training (#1316) 
* Migrate amc4th training

* Refine RL example scripts

* Resolve PR comments

Co-authored-by: luocy16 <luocy16@mails.tsinghua.edu.cn>
 2022-10-19 10:17:43 +08:00
you-n-g
e762548295 Add docs for the reampling example. (#1285) 
* Update features_sample.py

* Update features_sample.py
 2022-09-14 18:02:19 +08:00
Jinge Wang
558603beca Add csi500 benchmark for MLP model. (#1215) 
* Add csi500 benchmark for MLP model.

* Update MLP metric for Alpha158 dataset.

Co-authored-by: vincilee <vincilee1994@outlook.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2022-08-05 16:57:40 +08:00
aprilpear
157481abd1 Add Linear model results on dataset=csi500 (#1210) 
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2022-08-05 16:53:49 +08:00
huajunzh-msft
9d7a0f032a Add result of doubleensemble model on CSI500 (#1201) 
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2022-08-05 16:50:26 +08:00
Ning Tang
58f9eed3c9 Update LightGBM alpha158 csi500 result (#1199) 
* Update the arguments of LightGBModel

* update README table

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2022-08-05 16:45:54 +08:00
lcrun
8f1e28c43f Add csi500 experiment result to CatBoost (#1197) 
Co-authored-by: canl@microsoft.com <canl@microsoft.com>
 2022-08-05 16:43:05 +08:00
EricChangMSR
8199822ca0 Update README.md fixed typo (#1221) 
Changed a typo from "carefully desgined by" to "carefully designed by"
 2022-07-22 09:20:55 +08:00
you-n-g
c65c598bde Update the math of Metrics (#1211) 
* Update the math of Metrics

* Update README.md

* Update README.md
 2022-07-18 21:24:56 +08:00
Lewen Wang
d149c2b177 Use average weights in DoubleEnsemble. (#1205) 
* Use average weights in DoubleEnsemble.

* Use average weights in DoubleEnsemble.

Co-authored-by: lwwang1995 <lewenwang@msrawsa02.corp.microsoft.com>
 2022-07-17 23:02:46 +08:00
you-n-g
78b6b16640 Update README.md 2022-07-08 17:56:59 +08:00
you-n-g
b9bba4940f Update README.md 2022-07-08 17:56:25 +08:00
you-n-g
c34051c1ce Be compatible with Google Colab (#1188) 
* Update workflow_by_code.ipynb

* Update workflow_by_code.ipynb

* Update workflow_by_code.ipynb

* Update workflow_by_code.ipynb

* Update workflow_by_code.ipynb
 2022-07-08 14:23:25 +08:00
you-n-g
a0c83d7997 Add introduction for workflow_by_code.py (#1186) 
* Update workflow_by_code.py

* Update workflow_by_code.py
 2022-07-08 10:16:08 +08:00
you-n-g
82b10ee37a Update README.md (#1185) 2022-07-08 10:15:48 +08:00
you-n-g
58540f76ee Csi500 example (#1126) 
* Stage code

* Update results and scripts
 2022-06-15 10:18:13 +08:00
you-n-g
e24ef67663 Update README.md 2022-06-14 10:53:09 +08:00
you-n-g
2d5eecb9a2 Update README.md 2022-06-14 10:52:50 +08:00
you-n-g
c4281121e3 Update README.md (#1091) 
* Update README.md

* Fix typo
 2022-05-08 20:19:19 +08:00
you-n-g
9e381493c2 Add instructions to add models (#1088) 2022-05-05 21:27:24 +08:00
Chia-hung Tai
a73b60d05a Update detailed_workflow.ipynb (#1084) 
time_per_step bug.
 2022-05-03 15:11:27 +08:00
you-n-g
41447f320b fix tra dataset bug (#1050) 2022-04-15 17:15:44 +08:00
Wentao Xu
87926513cb Add the HIST and IGMTF model on Alpha360 (#1040) 
* Commit the code of HIST and IGMTF on Alpha360

* add stock index

* Update README.md

* delete useless code

* fix the bug of code format with black

* fix pylint bugs

* fix the bugs of pylint

* fix pylint bugs

* fix flake8
 2022-04-14 01:45:49 +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
6edd0bf298 fix ddgda run all bug & pylint (#1031) 2022-04-03 20:43:02 +08:00
you-n-g
b7988e6428 Add backtest example to online simulation (#984) 2022-03-19 01:53:14 +08:00
you-n-g
d482726f28 Update README.md (#920) 2022-02-19 00:46:32 +08:00
you-n-g
60d45ad770 Enhance pytorch nn (#917) 
* enhance pytorch_nn

* fix dim bug

* Black format

* Fix pylint error
 2022-02-15 19:22:48 +08:00
Wendi Li
0e8b94a552 Update README.md (#915) 
Add the memory and disk requirement of DDG-DA.
 2022-02-15 09:27:51 +08:00
you-n-g
d496cf7476 Update Portfolio README.md (#900) 
* Update README.md

* Update README.md
 2022-02-07 16:04:11 +08:00
Young
6a946761cf Black(new version) Format 2022-02-06 22:33:16 +08:00
dependabot[bot]
d7d19feb4e Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/TabNet (#898) 
Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.17.4...v1.21.0)

---
updated-dependencies:
- dependency-name: numpy
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
 2022-01-27 11:17:01 +08:00
dependabot[bot]
bba6972a55 Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/Transformer (#897) 
Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.17.4...v1.21.0)

---
updated-dependencies:
- dependency-name: numpy
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
 2022-01-27 11:16:54 +08:00
dependabot[bot]
18af288692 Bump numpy from 1.17.4 to 1.21.0 in /examples/hyperparameter/LightGBM (#896) 
Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.17.4...v1.21.0)

---
updated-dependencies:
- dependency-name: numpy
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
 2022-01-27 11:16:48 +08:00
dependabot[bot]
ba056850cb Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/XGBoost (#895) 
Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.17.4...v1.21.0)

---
updated-dependencies:
- dependency-name: numpy
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
 2022-01-27 11:16:41 +08:00
you-n-g
aed5b8ebc0 Update Benchmark Docs (#899) 
* Update README.md

* Update README.md

* Update README.md
 2022-01-27 11:16:24 +08:00
you-n-g
303cdb8ce3 update required package for test 2022-01-19 13:10:46 +08:00
you-n-g
1a0ac1ab6d Remove arctic from Qlib core to Contrib (#865) 
* Remove arctic from Qlib core to Contrib

* fix empty df bug
 2022-01-19 10:39:37 +08:00
dependabot[bot]
86e1265f69 Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/ADARNN (#870) 
Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.17.4...v1.21.0)

---
updated-dependencies:
- dependency-name: numpy
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
 2022-01-18 22:17:25 +08:00
dependabot[bot]
628eb7fa73 Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/ADD (#869) 
Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.17.4...v1.21.0)

---
updated-dependencies:
- dependency-name: numpy
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
 2022-01-18 22:17:15 +08:00
dependabot[bot]
2a1b512cd2 Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/ALSTM (#868) 
Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
- [Commits](https://github.com/numpy/numpy/compare/v1.17.4...v1.21.0)

---
updated-dependencies:
- dependency-name: numpy
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>

Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
 2022-01-18 22:17:04 +08:00