176 Commits

Author	SHA1	Message	Date
Young	83237ba4ed	yml afe load	2021-02-17 05:17:18 +00:00
Jactus	b84686b215	Update models to enable save/load	2021-02-05 13:14:12 +08:00
Young	a87fb5a68c	fix contrib data freq	2021-02-02 16:52:50 +08:00
Wendi Li	bdc70c192a	Update pytorch_nn.py	2021-02-02 14:48:12 +08:00
Wendi Li	213f809148	Update pytorch_alstm_ts.py	2021-02-02 14:47:41 +08:00
Wendi Li	f3fd5e0773	Update pytorch_gats.py	2021-02-02 14:47:31 +08:00
Wendi Li	decf74cbdf	Update pytorch_gru.py	2021-02-02 14:47:20 +08:00
Wendi Li	b4a92d55f8	Update pytorch_gru_ts.py	2021-02-02 14:47:00 +08:00
Wendi Li	ebc31b9bdb	Update pytorch_lstm.py	2021-02-02 14:46:49 +08:00
Wendi Li	56ebe9bf36	Update pytorch_lstm_ts.py	2021-02-02 14:46:21 +08:00
Wendi Li	ddd68fc761	Update pytorch_alstm.py	2021-02-02 14:34:57 +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	9dc11a9e3c	Merge github.com:microsoft/qlib into qlib_register_ops	2021-01-26 17:12:33 +00:00
bxdd	ffedb6382f	add highfreq example	2021-01-25 17:58:45 +00:00
Wendi Li	84d77f4585	Update pytorch_nn.py	2021-01-24 10:40:47 +08:00
Alex Wang	2b6d16feb1	fix naming	2021-01-22 19:16:57 +08:00
Alex Wang	0a86a6f392	update format	2021-01-22 19:16:57 +08:00
Alex Wang	5da5ad4b9f	tabnet	2021-01-22 19:16:57 +08:00
bxdd	cc214a3462	black format	2021-01-19 09:14:17 +08:00
bxdd	65d8af41e7	restructure backtest	2021-01-19 09:14:17 +08:00
bxdd	0e0970f06e	update backtest	2021-01-19 09:14:17 +08:00
bxdd	917261dbf6	update backtest	2021-01-19 09:14:17 +08:00
bxdd	6a9105e065	add highfreq_backtest	2021-01-19 09:14:17 +08:00
Wendi Li	0524a47cf4	Update pytorch_lstm_ts.py	2021-01-18 12:20:40 +08:00
Wendi Li	9abc0b0d4f	Update pytorch_gru_ts.py	2021-01-18 12:20:31 +08:00
Wendi Li	fe60e40927	Update pytorch_gats_ts.py	2021-01-18 12:20:20 +08:00
Wendi Li	740c297618	Update pytorch_alstm_ts.py	2021-01-18 12:20:00 +08:00
Young	ba447d3448	update valute	2021-01-06 14:43:14 +08:00
zhupr	a0f32036a6	Fix the first trading day of the calendar extra in report_df	2020-12-24 11:22:48 +08:00
Maciej Domagała	66d9bd1a68	fixing typos #3 ... I just randomly find these by the way. Good work on the framework!	2020-12-18 20:16:54 +08:00
G_will	3f85af05e5	Refactor to Python3 style	2020-12-15 20:37:43 +08:00
bxdd	a63ba3e819	black format	2020-12-09 17:20:36 +08:00
bxdd	56e579e20f	add arg weight_decay	2020-12-09 17:20:36 +08:00
bxdd	2873813562	update mlp model	2020-12-09 17:20:36 +08:00
Jactus	a8ac56a82f	Format	2020-12-09 17:20:36 +08:00
lwwang1995	4596a7e000	Delete the setting of SFM on the Alpha158.	2020-12-09 17:20:36 +08:00
lwwang1995	dcfa8110e8	Fix bugs for Gats model.	2020-12-09 17:20:36 +08:00
lwwang1995	666e1ffcbd	Update settings.	2020-12-09 17:20:36 +08:00
lwwang1995	70fb760830	Fix bugs for models.	2020-12-09 17:20:36 +08:00
lwwang1995	4a748525bc	Fix bugs of model.	2020-12-09 17:20:36 +08:00
lwwang1995	71ad651514	Add sample for Gats.	2020-12-09 17:20:36 +08:00
lwwang1995	65a9a72a88	Update models.	2020-12-09 17:20:36 +08:00
lwwang1995	ec0d7838ac	Update models.	2020-12-09 17:20:36 +08:00
lwwang1995	752f17e51e	Fix SFM bug.	2020-12-09 17:20:36 +08:00
lwwang1995	8d42092a7e	Fix models.	2020-12-09 17:20:36 +08:00
lwwang1995	412c9eee2e	Update models.	2020-12-09 17:20:36 +08:00
Jactus	2fb7774927	Update config names	2020-12-04 13:02:09 +08:00
Jactus	745b93138d	Update devices	2020-12-02 13:28:32 +08:00
Jactus	7f385345bb	Fix GPU	2020-12-02 13:25:29 +08:00