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1,540 Commits 46 Branches 26 Tags
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Author SHA1 Message Date
you-n-g
7800dd4ec9 Merge pull request #650 from microsoft/backtest_improve 
Improve the backtest design and APIs
 2021-11-08 09:10:33 +08:00
Young
3fa48d7017 simplify record tmp 2021-11-05 12:57:14 +00:00
Mark Zhao
b18132dce1 More citations (#673) 
* check lexsort

* check lexsort

* lexsort comment

* lexsort comment

* fix GPU identification bug

* Create README.md

* Update README.md

* Create README.md

* Create README.md

* Update README.md

* Create README.md

* Update README.md

* Update README.md

* Create README.md

* Create README.md

* Create README.md
 2021-11-05 19:43:50 +08:00
you-n-g
16957176a9 Update README.md 
Update  benchmark link
 2021-11-05 13:00:32 +08:00
fengcunguang
f0b9a807ea Add A New Baseline: TCN (#668) 2021-11-04 20:30:52 +08:00
Mark Zhao
5ee2d9496b GPU identification bug fix for GATs (#669) 
* check lexsort

* check lexsort

* lexsort comment

* lexsort comment

* fix GPU identification bug
 2021-11-03 14:41:46 +08:00
Young
4f2d6b0d84 fix pytorch memory amount error 2021-11-02 20:41:39 +08:00
Young
3943b7001f fix CI bug for AyncCaller 2021-11-02 14:32:09 +08:00
Young
2593185721 Simplify TSDataset and async recorder 2021-11-02 11:07:40 +08:00
Young
7a884fa9f2 remove redundant file only when remote artifact 2021-11-01 18:55:44 +08:00
Dong Zhou
d929d4bb21 rm recorder temp file 2021-11-01 09:29:44 +00:00
Young
e54b019ee2 solve init kwargs conflictions 2021-11-01 06:22:25 +00:00
Young
426b98a3bc make the logic of online manager cleaner 2021-11-01 02:40:54 +00:00
Young
82f8ff9066 Update seperate dataframe 2021-11-01 00:51:21 +08:00
you-n-g
7b15682c63 Update initialization.rst 2021-10-30 21:42:22 +08:00
you-n-g
df36839a7f Update README.md 2021-10-30 21:36:15 +08:00
Pengrong Zhu
4cecaba618 fix 'duplicate axis' error when updating cache (#661) 2021-10-29 22:52:42 +08:00
Pengrong Zhu
63b823f343 add logs in case of ops.py errors (#659) 
* add logs in case of ops.py errors

* Update qlib/data/ops.py

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2021-10-29 08:52:43 +08:00
you-n-g
e41c0ac90a Adjusting gbdt.py's parameter (#660) 
* Update gbdt.py

* Update gbdt.py

* Update gbdt.py
 2021-10-28 19:43:05 +08:00
Young
31e9d529de Add multi horizon task generator 2021-10-28 00:01:19 +08:00
Young
5fa56703ae add handler pickle attr, enhance init_instance_by_config 2021-10-26 23:32:33 +08:00
Dong Zhou
c6bb11fe56 avoid trade without enough cash 2021-10-25 05:46:19 +00:00
Dong Zhou
3d7ebd1fe0 add back trade_val 2021-10-22 10:13:15 +00:00
Dong Zhou
7313b4dad0 fix impact cost 2021-10-22 08:58:37 +00:00
Dong Zhou
b70caff522 add doc 2021-10-22 08:49:20 +00:00
Dong Zhou
96b422a906 support market impact cost 2021-10-22 08:44:47 +00:00
Young
64130d9407 Fix the aggregation function of IndexData 2021-10-22 15:20:45 +08:00
Young
a58bc03a8e add sepdf(make mini project only rely on qlib) 2021-10-21 13:15:02 +00:00
Young
f537222ce3 make handler seperable 2021-10-21 12:38:24 +00:00
Dong Zhou
c427c64845 fix calendar 2021-10-19 06:17:53 +00:00
Young
22ff8fdc44 simple change log 2021-10-16 17:14:37 +00:00
Young
4efb0a75c1 Being compatible with previous Qlib version 2021-10-16 16:43:38 +00:00
Young
052aad7982 simplify signal parameter 2021-10-15 14:48:31 +00:00
Young
12f05c7182 Merge branch 'backtest_improve' of github.com:microsoft/qlib into backtest_improve 2021-10-15 11:27:33 +00:00
Young
ac08468330 Make static prediction easier 2021-10-15 11:21:03 +00:00
Dong Zhou
df9745f134 support empty order 2021-10-15 09:07:03 +00:00
Dong Zhou
2e49a5f7c0 fix order generator 2021-10-15 07:04:47 +00:00
you-n-g
3ab5721448 Fix OrderGenerator's return value 2021-10-15 14:28:08 +08:00
you-n-g
6a94b45503 Update order_generator.py 2021-10-15 13:52:55 +08:00
you-n-g
7c31012b50 Auto injecting model and dataset for Recorder (#645) 
* Auto injecting model and dataset for Recorder

* Support using Feature in expression
 2021-10-15 13:50:24 +08:00
you-n-g
334b92ace7 Checking dataset empty (#647) 
* Checking dataset empty

* add dataset checker
 2021-10-14 23:35:12 +08:00
you-n-g
9a175d7507 improve the doc of auto init (#541) 
* improve the doc of auto init

* Update setup.py

* Update setup.py

* change cvxpy version

Co-authored-by: Wangwuyi123 <51237097+Wangwuyi123@users.noreply.github.com>
 2021-10-12 11:58:27 +08:00
Lewen Wang
17ea44e0cf Update TCTS. (#643) 
* Update TCTS.

* Update TCTS README.

* Update TCTS README.

* Update TCTS.

Co-authored-by: lewwang <lwwang@microsoft.com>
 2021-10-12 10:08:48 +08:00
you-n-g
c0ce712be9 more detailed docs for workflow (#639) 
* more detailed docs for workflow

* add more detailed docs for workflow
 2021-10-11 15:38:18 +08:00
demon143
8e81a017c1 Update manage.py (#628) 
* Update manage.py

* Update manage.py

* Update manage.py

* Create manage.py

* Update manage.py

* Update qlib/workflow/task/manage.py

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>
 2021-10-11 15:37:50 +08:00
you-n-g
706727988c Update README.md 2021-10-09 23:37:07 +08:00
you-n-g
e99224e5c2 Update benchmark based on new backtest (#634) 
* free random seed

* update model baselines

* more robust for parameters
 2021-10-07 22:57:19 +08:00
Pengrong Zhu
8c8d1336de fix workflow_config_lightgbm_multi_freq.yaml (#635) 2021-10-06 17:18:27 +08:00
Pengrong Zhu
d01de411a8 add support for macos-11 (#630) 
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2021-10-03 16:49:17 +08:00
Young
28fe4d4bb4 update file strategy test 2021-10-03 14:58:37 +08:00