plpycoin
9b446f9a92
Update __init__.py ( #1177 )
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chore: bugfix, darwin also contains a "win" :), so ...
2022-07-07 20:04:24 +08:00
Hyeongmin Moon
e62684eddf
fix bug on TRA dataset ( #1135 )
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* fix bug on TRA dataset
solve issue "qrun TRA model error (#1062 )"
* apply black pylint
2022-07-07 19:33:50 +08:00
Chao Wang
3db22452fb
Adding ChangeInstrument op ( #1005 )
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* add ChangeInstrument to ops
Adding Change instrument OP. This op allows one to use features of a different instrument.
* Update __init__.py
update parse_field to accommodate ChangeInstrument
* Propose test
* Add test case and fix bug
* Update ops.py
* Update ops.py
* simplify the operator further
* implement abstract method
* fix arg bug
* clean test
Co-authored-by: Young <afe.young@gmail.com >
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
2022-07-04 08:45:26 +08:00
you-n-g
b655f90511
Fix mount path bug ( #1129 )
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* Fix mount path bug
* Update __init__.py
2022-07-03 21:30:08 +08:00
Huoran Li
23c657a7a2
Backtest Mypy ( #1130 )
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* Done
* Fix test errors
* Revert profit_attribution.py
* Minor
* A minor update on collect_data type hint
* Resolve PR comments
* Use black to format code
* Fix CI errors
2022-06-28 22:16:46 +08:00
you-n-g
9bf3423a64
Auto log uncommmitted code ( #1167 )
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* Auto log uncommmitted code
* Support set record name & trainer;
* Update recorder.py
2022-06-28 19:53:21 +08:00
Yuge Zhang
25ecb1135f
Qlib RL framework (stage 2) - trainer ( #1125 )
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* checkpoint
(cherry picked from commit 1a8e0bd4671ee6d624a7d09bb198a273282cd050)
* Not a workable version
(cherry picked from commit 3498e185684cd5590d3ab97e0ab69eab8c1e0e3a)
* vessel
* ckpt
* .
* vessel
* .
* .
* checkpoint callback
* .
* cleanup
* logger
* .
* test
* .
* add test
* .
* .
* .
* .
* New reward
* Add train API
* fix mypy
* fix lint
* More comment
* 3.7 compat
* fix test
* fix test
* .
* Resolve comments
* fix typehint
2022-06-28 19:53:05 +08:00
Linlang
50d74b5560
split_CI ( #1141 )
2022-06-28 10:17:29 +08:00
you-n-g
13d904d9a9
Update Version To Dev
2022-06-15 14:53:54 +08:00
Young
36950b905d
Update Qlib Version
2022-06-15 14:48:54 +08:00
YaOzI
3e6e2865ce
Fixed a few mixed Chinese punctuation typos ( #1123 )
2022-06-14 20:12:14 +08:00
you-n-g
3fcbaa33fa
Fix hist_ref in update.py ( #1096 )
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* Fix hist_ref in update.py
* Update setup.py
2022-06-14 11:59:43 +08:00
you-n-g
50409ff17b
Add log info for ensemble ( #1113 )
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* Add log info for ensemble
* Update ensemble.py
* Update setup.py
2022-06-14 11:58:57 +08:00
you-n-g
afcea404a5
opt local trainer (better mem releasing) ( #1116 )
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* opt local trainer (better mem releasing)
* Update setup.py
* Update data.py
* fix CI
2022-06-14 11:58:39 +08:00
Huoran Li
89972f6c6f
Refine backtest codes ( #1120 )
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* Refine backtest code
* Keep working
* Minor
* Resolve PR comments
* Fix import error
* Fix import error
2022-06-10 12:14:48 +08:00
Linlang
1ef8e61abd
fix_pylint_for_CI ( #1119 )
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* fix_pylint_for_CI
* reformat_with_black
* fix_pylint_C3001
* fix_flake8_error
2022-06-09 16:12:33 +08:00
you-n-g
1a4114b683
Add explanation for the evalution metrics of Qlib ( #1090 )
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* Add explanation for the evalution metrics of Qlib
* Update evaluate.py
2022-05-31 19:37:55 +08:00
Linlang
e874ef2bc1
change_datasource ( #1109 )
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* change_datasource
* split_test_data_and_complete_data
* fix_CI
2022-05-31 19:35:49 +08:00
you-n-g
cc94c32db6
init_instance_by_config enhancement ( #1103 )
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* fix SepDataFrame when we del it to empty
* init_instance_by_config enhancement
* Update test_sepdf.py
2022-05-21 20:16:22 +08:00
Yuge Zhang
9a40fd3cdc
Qlib RL framework (stage 1) - single-asset order execution ( #1076 )
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* rl init
* aux info
* Reward config
* update
* simple
* update saoe init
* update simulator and seed
* minor
* minor
* update sim
* checkpoint
* obs
* Update interpreter
* init qlib simulator
* checkpoint
* Refine codebase
* checkpoint
* checkpoint
* Add one test
* More tests
* Simulator checkpoint
* checkpoint
* First-step tested
* Checkpoint
* Update data_queue API
* Checkpoint
* Update test
* Move files
* Checkpoint
* Single-quote -> double-quote
* Fix finite env tests
* Tested with mypy
* pep-574
* No call for env done
* Update finite env docs
* Fix csv writer
* Refine tester
* Update logger
* Add another logger test
* Checkpoint
* Add network sanity test
* steps per episode is not correct
* Cleanup code, ready for PR
* Reformat with black
* Fix pylint for py37
* Fix lint
* Fix lint
* Fix flake
* update mypy command
* mypy
* Update exclude pattern
* Use pyproject.toml
* test
* .
* .
* Refactor pipeline
* .
* defaults run bash
* .
* Revert and skip follow_imports
* Fix toml issue
* fix mypy
* .
* .
* .
* Fix install
* Minor fix
* Fix test
* Fix test
* Remove requirements
* Revert
* fix tests
* Fix lint
* .
* .
* .
* .
* .
* update install from source command
* .
* Fix data download
* .
* .
* .
* .
* .
* .
* Fix py37
* Ignore tests on non-linux
* resolve comments
* fix tests
* resolve comments
* some typo
* style updates
* More comments
* fix dummy
* add warning
* Align precision in some system
* Added some impl notes
Co-authored-by: Young <afe.young@gmail.com >
2022-05-21 18:19:24 +08:00
you-n-g
3c9c76b384
fix SepDataFrame when we del it to empty ( #1082 )
2022-04-29 14:29:17 +08:00
you-n-g
9d0a8f61d1
Make sepdf more like DataFrame ( #1080 )
2022-04-28 19:13:45 +08:00
Linlang
701b18af1b
fix_issue_715 ( #1070 )
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* fix_issue_715
* fix_issue_1065
Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com >
2022-04-28 16:09:31 +08:00
Hubedge
84ff662a26
Fixed pandas FutureWarning ( #1073 )
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* Fixed pandas FutureWarning
`FutureWarning: Passing a set as an indexer is deprecated and will raise in a future version. Use a list instead.`
* fixed another pandas FutureWarning
```
scripts/data_collector/index.py:228: FutureWarning: The frame.append method is deprecated and will be removed from pandas in a future version. Use pandas.concat instead.
new_df = new_df.append(_tmp_df, sort=False)
```
* fixed more pandas futurewarnings
2022-04-27 18:43:26 +08:00
code-review-doctor
45fe5e6974
Fix issue probably-meant-fstring found at https://codereview.doctor ( #1072 )
2022-04-25 16:12:40 +08:00
you-n-g
366a9c33f3
Bump to Dev Version
2022-04-25 16:11:47 +08:00
Young
982e0da715
Update Version
2022-04-25 00:08:08 +08:00
you-n-g
cd5e5d5235
fast fillna ( #1074 )
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* 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
wuzhe1234
a139986f4e
Change Power to a NpPairOperator ( #1052 )
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* Change Power to a NpPairOperator
* Change Power to pair operator and use black to format
2022-04-21 20:50:16 +08:00
Chia-hung Tai
fe0f9427f2
Use the region in qlib.config for FileCalendarStorage. ( #1049 )
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* Use the region in qlib.config for FileCalendarStorage.
* Fix black.
* Make region as an optional parameter.
2022-04-20 19:20:43 +08:00
you-n-g
41447f320b
fix tra dataset bug ( #1050 )
2022-04-15 17:15:44 +08:00
Tuozhen Liu
30b531086c
Fixed issue #943 about TCTS init_fore_model ( #1047 )
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p.init_fore_model = False -> p.requires_grad = False
2022-04-14 11:23:08 +08:00
Wentao Xu
87926513cb
Add the HIST and IGMTF model on Alpha360 ( #1040 )
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* 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
Chao Wang
08fd1d3f42
update cli.py ( #1008 )
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* update cli.py
update cli.py so that one can specify exp_manager uri in "qlib_init" and "experiment_name" in *.yaml file.
* black cli.py
* Resolving pre-commit-hook changes
2022-04-12 08:58:28 +08:00
Yuchen Fang
655ed982cf
Add high-frequency feature engineering code ( #1022 )
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* highfreq data processing
* lint
* lint
* lint
2022-04-10 10:41:22 +08:00
you-n-g
2952c443ca
Add Qlib notebook tutorial ( #1037 )
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* 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
Chaoying
3c4f4bfd44
Fix Chinese punctuation regex comment ( #1012 )
2022-03-29 09:16:21 +08:00
Linlang Lv (iSoftStone)
5200ff520a
fix_download_data_for_CI
2022-03-25 16:56:02 +08:00
Linlang Lv (iSoftStone)
30e457119c
add_pre-commit_and_flake8_to_CI
2022-03-25 16:56:02 +08:00
Chaoying
e229b567ad
Support feature names contain Chinese punctuation ( #1003 )
2022-03-24 19:49:25 +08:00
Chaoying
9dd5e07819
Add PRef operator ( #988 ) ( #1000 )
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* Add PRef operator (#988 )
* Fix type annotations
* Add test_pref_operator test case field
* Add note to PITProvider
* Add period parameter comment
2022-03-24 15:29:08 +08:00
you-n-g
b7988e6428
Add backtest example to online simulation ( #984 )
2022-03-19 01:53:14 +08:00
Chauncey
f2a5ecd98a
Fix comment typo ( #987 )
2022-03-17 19:25:15 +08:00
you-n-g
2681c61c60
Fix log object bug ( #977 )
2022-03-14 17:33:13 +08:00
Chia-hung Tai
776b0c5bb4
Skip idx.is_lexsorted() when pandas version is larger than 1.3.0. ( #973 )
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* Skip idx.is_lexsorted() when pandas version is larger than 1.3.0. The future warning is annoying.
* Skip idx.is_lexsorted() when pandas version is larger than 1.3.0. The future warning is annoying.
* Rewrite code.
2022-03-13 23:24:54 +08:00
Chia-hung Tai
829ad9f5e9
Use callback in LGBM.train. ( #974 )
2022-03-13 11:20:18 +08:00
you-n-g
921c13cc90
safe remove file and more friendly log ( #967 )
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* save remove file and more friendly log
* fix pylint
2022-03-13 11:11:41 +08:00
you-n-g
2ed806c846
Remove redundant import [fix pylint] ( #962 )
2022-03-11 12:15:37 +08:00
