Linlang
a0cef033cb
update python version ( #1868 )
...
* update python version
* fix: Correct selector handling and add time filtering in storage.py
* fix: convert index and columns to list in repr methods
* feat: Add Makefile for managing project prerequisites
* feat: Add Cython extensions for rolling and expanding operations
* resolve install error
* fix lint error
* fix lint error
* fix lint error
* fix lint error
* fix lint error
* update build package
* update makefile
* update ci yaml
* fix docs build error
* fix ubuntu install error
* fix docs build error
* fix install error
* fix install error
* fix install error
* fix install error
* fix pylint error
* fix pylint error
* fix pylint error
* fix pylint error
* fix pylint error E1123
* fix pylint error R0917
* fix pytest error
* fix pytest error
* fix pytest error
* update code
* update code
* fix ci error
* fix pylint error
* fix black error
* fix pytest error
* fix CI error
* fix CI error
* add python version to CI
* add python version to CI
* add python version to CI
* fix pylint error
* fix pytest general nn error
* fix CI error
* optimize code
* add coments
* Extended macos version
* remove build package
---------
Co-authored-by: Young <afe.young@gmail.com >
2024-12-17 11:30:06 +08:00
you-n-g
a7d5a9b500
Nested data loader ( #1822 )
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* nested data loader
* Amend
* add data loder test
* fix pylint error
* fix pytest error
* fix pytest error
* delete comments
* Update qlib/contrib/data/handler.py
---------
Co-authored-by: Linlang <Lv.Linlang@hotmail.com >
2024-07-05 15:44:16 +08:00
Huoran Li
653c082e7a
Order execution open source ( #1447 )
...
* Waiting for bin data
* Complete readme
* CI
* Add inst filter by time
* Update qlib/data/dataset/processor.py
* typo
* Fix time filter bug
* Add Filter and set Universe
* Complete data pipeline
* Fix Provider Logger Info Args
* Add DQN; a minor bugfix in ppo reward.
* update readme. modify assertion logic in strategy check.
* Fix Doc issues and fix black
* Fix pylint Error
---------
Co-authored-by: Young <afe.young@gmail.com >
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
2023-03-13 12:06:28 +08:00
YQ Tsui
cc01812c62
Fix typos and grammar errors in docstrings and comments ( #1366 )
...
* fix gramma error in doc strings
* fix typos in exchange.py
* fix typos and gramma errors
* fix typo and rename function param to avoid shading python keyword
* remove redundant parathesis; pass kwargs to parent class
* fix pyblack
* further correction
* assign -> be assigned to
2022-11-20 14:15:59 +08:00
you-n-g
a53f59cdf7
Update handler.py to fix CI ( #1227 )
...
* Update handler.py
* Update handler.py
2022-07-25 10:19:09 +08:00
Di
86f08e47e8
Qlib data doc ( #1207 )
...
* Explain data crawler structure
* Add documentation for data and feature
* Update scripts/data_collector/yahoo/README.md
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* Remove some confusing wording
* Add third party data source
* Fix command typo
* Update commands
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
2022-07-22 09:24:58 +08:00
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
SunsetWolf
144e1e2459
Fix pylint ( #888 )
...
* add_pylint_to_workflow
* fix-pylint
* fix_pylinterror
* fix-issue
2022-01-26 19:27:24 +08:00
安阁锐
e76b409d9a
Fix $volume normalization issue ( #792 )
...
* Fix $volume normalization issue
Fix: https://github.com/microsoft/qlib/issues/765
* black formatting
black formatting
* black formatting
black formatting
* black formatting
black formatting
2022-01-01 23:44:17 +08:00
you-n-g
e33de44cb9
Update Docs of Alpha360 ( #777 )
2021-12-25 18:07:44 +08:00
zhupr
e84cc23589
Add DataPathManager to QlibConfig && modify inst_processors to supports list only
2021-09-07 20:41:10 +08:00
zhupr
6011a21308
get_cls_kwargs renamed get_callable_kwargs
2021-09-07 20:41:10 +08:00
zhupr
c99494eb76
Add sample_config to QlibDataLoader, support multi-freq
2021-09-07 20:41:10 +08:00
bxdd
946c9392a1
support check_transform_proc module_path
2021-07-02 08:47:52 +08:00
Young
1dbb561744
Fix some API(for lb nn)
2021-04-07 03:53:56 +00:00
Young
a87fb5a68c
fix contrib data freq
2021-02-02 16:52:50 +08:00
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
ffedb6382f
add highfreq example
2021-01-25 17:58:45 +00:00
Jactus
2fb7774927
Update config names
2020-12-04 13:02:09 +08:00
lwwang1995
d6ff62b48c
Delete Alpha360_denoise
2020-12-01 09:31:22 +08:00
bxdd
ae757a4b51
black format
2020-11-27 13:09:40 +08:00
bxdd
8b275a6006
fix bug
2020-11-27 13:07:18 +08:00
bxdd
c31bf61278
Merge branch 'main' into dnn_drop
2020-11-26 23:04:34 -06:00
bxdd
a144a9c3c6
update dnn
2020-11-27 13:00:14 +08:00
Dong Zhou
07c1ca69a7
alpha158 & alpha360 support custom label
2020-11-26 22:20:59 +08:00
Dong Zhou
d0ca52f3fd
add robust zscore processor & ALPHA360 support custom processors
2020-11-26 12:04:48 +08:00
Young
0112d06ed5
rename group -> fields_group
2020-11-24 02:05:05 +00:00
Jactus
64ed43b791
Update R and workflow
2020-11-17 22:05:18 +08:00
lwwang1995
0afe57f2fe
Update GRU model.
2020-11-16 23:28:11 +08:00
Jactus
59745486f5
Update handler
2020-11-12 17:34:43 +08:00
Jactus
b32f6a8bb1
Fix handler bug
2020-11-12 17:05:24 +08:00
Jactus
52c0c4b7a8
Fix processor bug and format
2020-11-11 14:24:04 +08:00
lwwang1995
9c2dbaa94e
add time series model GRU
2020-11-11 10:26:28 +08:00
Jactus
722655ad13
Update black formatter
2020-11-11 09:34:10 +08:00
Young
65a009acb2
remove vwap related feature
2020-11-05 12:30:43 +00:00
Jactus
da9d1c8ac6
Format with black
2020-10-29 13:22:49 +08:00
Young
aee507d5dd
adjust data and model interface
2020-10-26 13:26:01 +00:00
Young
393584e535
Update handler interface round2
2020-10-23 03:37:10 +00:00
Young
10066ecf79
Draft version of refactoring handler
2020-10-17 10:04:02 +00:00
Young
d4091a8711
split code into core and contrib for data&model
2020-10-17 10:04:02 +00:00
