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2,057 Commits 46 Branches 26 Tags
8355990ac569c9e69c6987e10d9239e401cacb18
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33 Commits

Author SHA1 Message Date
Linlang
c38e799ce7 Implement geometric accumulation mode for risk_analysis function (#964) (#1938) 
Co-authored-by: eabjab <buege.ethan@gmail.com>
 2025-05-27 14:24:16 +08:00
Maxim Smolskiy
5b73b80293 Fix the Errors/Warnings when building Qlib's documentation (#1381) 
* Fix the Errors/Warnings when building Qlib's documentation

* Fix

* Fix

* Empty

* Test CI

* Add doc compiling checking to CI

* Fix

* Tries to be consistent with Makefile

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2022-12-05 09:29:03 +08:00
Maxim Smolskiy
b51e881be3 Fix the Errors with unexpected indentation when building Qlib's documentation (#1352) 
* Fix ERROR: Unexpected indentation in qlib/data/dataset/handler.py

* Fix ERROR: Unexpected indentation in qlib/data/dataset/__init__.py

* Fix ERROR: Unexpected indentation in ../qlib/data/cache.py

* Fix ERROR: Unexpected indentation in qlib/model/meta/task.py

* Fix ERROR: Unexpected indentation in qlib/model/meta/dataset.py

* Fix ERROR: Unexpected indentation in qlib/workflow/online/manager.py

* Fix ERROR: Unexpected indentation in qlib/workflow/online/update.py

* Fix ERROR: Unexpected indentation in /qlib/workflow/__init__.py

* Fix ERROR: Unexpected indentation in qlib/data/base.py

* Fix ERROR: Unexpected indentation in qlib/data/dataset/loader.py

* Fix ERROR: Unexpected indentation in qlib/contrib/evaluate.py

* Fix ERROR: Unexpected indentation in qlib/workflow/record_temp.py

* Fix ERROR: Unexpected indentation in qlib/workflow/task/gen.py

* Fix ERROR: Unexpected indentation in qlib/strategy/base.py

* Fix qlib/data/dataset/handler.py

* Retest
 2022-11-15 08:49:36 +08:00
Huoran Li
23c657a7a2 Backtest Mypy (#1130) 
* 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
1a4114b683 Add explanation for the evalution metrics of Qlib (#1090) 
* Add explanation for the evalution metrics of Qlib

* Update evaluate.py
 2022-05-31 19:37:55 +08:00
you-n-g
d0113ea7df pylint code refine & Fix nested example (#848) 
* refine code by CI

* fix argument error

* fix nested eample
 2022-01-14 09:09:21 +08:00
Pengrong Zhu
c276de4040 Fix backtest (#719) 
* modify FileStorage to support multiple freqs

* modify backtest's sample documentation

* change the logging level of read data exception from error to debug

* fix the backtest exception when volume is 0 or np.nan

* fix test_storage.py

* add backtest_daily

* modify backtest_daily's docstring

* add __repr__/__str__ to Position

* fix the bug of nested_decision_execution example

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2021-12-07 19:04:23 +08:00
wangwenxi-handsome
3760a18a8d Merge nested main (#597) 
* MVP for Indian Stocks in qlib using yahooquery

* cleaned with black

* cleaned with black

* add YahooNormalizeIN and YahooNormalizeIN1d

* cleaned the code

* added 1min for IN and also updated readme

* update comments

* fix comments

* recorder support upload both raw file and directory

* fix comments

* Update README.md

* Fix docs of QlibRecorder

* sort index after loader (#538)

make sure the fetch method is based on a index-sorted pd.DataFrame

* refactor online serving rolling api

* refactor TRA

* format by black

* fix horizon

* fix TRA when use single head

* clean up

* improve pretrain

* update README

* fix tra when logdir is None

* fix tra when logdir is None

* Update strategy.py

* Update README.md

* Update README.md

* Conda Suggestion

* code standard docs

* Update ensemble.py (#560)

* Fix CI  Bug (#575)


Co-authored-by: yuxwang <anduinnn@foxmail.com>

* Update gen.py (#576)

* Fix multi-process loop calls (#574)

* check lexsort in the 'lazy_sort_index' function (#566)

* check lexsort

* check lexsort

* lexsort comment

* lexsort comment

* Delete .DS_Store

* Update README.md

* bug fix & use oracle transport pretrain

* mend

* Add `backend_freq_config` parameter, support multi-freq uri

* Add sample_config to QlibDataLoader, support multi-freq

* add multi-freq example

* get_cls_kwargs renamed get_callable_kwargs

* support multi-freq uri

* Add inst_processors to D.features

* Fix typo

* Fix the index type of the multi-freq example

* Fix duplicate mlflow directories in tests

* Add DataPathManager to QlibConfig && modify inst_processors to supports list only

* Modify the default value in the multi_freq example

* Modify client-server mode and dataset-cache to disable inst_processor

* Add wheel package to github CI

* fix comment

* Update FAQ.rst

* Update README.md

Fix wrong link

* Update the docs of TaskManager (#586)

* Update manage.py

* update yaml

* update run_all_model

* Modify the Feature to be case sensitive (#589)

* update README

* remove verbose

* fix spell bug

* fix typos (#592)

* Update Release Note

* fix portfolio bug

* Add calendar support for resample

* add freq kwargs

* test.yml: Remove redundant code (#595)

* Supporting shared processor (#596)

* Supporting shared processor

* fix readonly reverse bug

* remove pytests dependency

* with fit bug

* fix parameter error

* fix comments

* Fix undefined names in Python code (#599)

* Update pytorch_tabnet.py

$ `flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics`
```
./qlib/qlib/contrib/model/pytorch_tabnet.py:567:38: F821 undefined name 'inp'
            self.independ.append(GLU(inp, out_dim, vbs=vbs))
                                     ^
./qlib/examples/model_rolling/task_manager_rolling.py:75:18: F821 undefined name 'task_train'
        run_task(task_train, self.task_pool, experiment_name=self.experiment_name)
                 ^
2     F821 undefined name 'task_train'
2
```

* Fix undefined names in Python code

* from qlib.model.trainer import task_train

* update seed

* fix some docstring

* add comments

* Fix SimpleDatasetCache

* Update setup.py

updated classifiers

* Update setup.py

change to matplotlib==3.3

* Update python-publish.yml

added python 3.9

* updategrade version number

* Update model list

* fix the type of filter_pipe

* fix comment

* fix record_temp

* update cvxpy version

* Update code_standard.rst (#587)

* Update code_standard.rst

* Update docs/developer/code_standard.rst

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>

* Add file lock for MLflowExpManager (#619)

* fix torch version

* Share version number (#620)

* Update initialization.rst (#622)

* Update initialization.rst

* Update docs/start/initialization.rst

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

* Update docs/start/initialization.rst

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>

* fix bugs for running previous exmaple

* fix deal amount bug

* update change doc (#623)

* Add files via upload

* Update README.md

* Update README.md

* Update README.md

* Delete change doc.gif

* Add files via upload

* Update README.md

* Delete change doc.gif

* Add files via upload

* Delete change doc.gif

* Add files via upload

* Update README.md

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>

* update doc

* simplify run all model

* fix run all model bug

* Fix Models (#483)

* fix gat dataset

* fix tft model

* Update tft.py

* Fix tft.py

Co-authored-by: Pengrong Zhu <zhu.pengrong@foxmail.com>

* type and skip empty exp

* fix model yaml config

* fix tft import bug

* skip empty result

* fix model and yaml bug

* fix wrong generate parameter

* Modify multi-freq example (#626)

* modify the example of multi-freq

* add Copyright

* add a comment to average_ops.py

* modify the example of multi-freq

* add comment to multi_freq_handler.py

* add the Ref expression description to multi_freq_handler.py

* add expression description to multi_freq_handler.py

* update images

* fix workflow and update framework

Co-authored-by: Gaurav <2796gaurav@gmail.com>
Co-authored-by: 2796gaurav <17353992+2796gaurav@users.noreply.github.com>
Co-authored-by: bxdd <bxd98@126.com>
Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
Co-authored-by: Dong Zhou <Zhou.Dong@microsoft.com>
Co-authored-by: ZhangTP1996 <ztp18@mails.tsinghua.edu.cn>
Co-authored-by: demon143 <59681577+demon143@users.noreply.github.com>
Co-authored-by: Wangwuyi123 <51237097+Wangwuyi123@users.noreply.github.com>
Co-authored-by: yuxwang <anduinnn@foxmail.com>
Co-authored-by: Pengrong Zhu <zhu.pengrong@foxmail.com>
Co-authored-by: Mark Zhao <50850474+markzhao98@users.noreply.github.com>
Co-authored-by: cslwqxx <cslwqxx@users.noreply.github.com>
Co-authored-by: Dong Zhou <evanzd@users.noreply.github.com>
Co-authored-by: SaintMalik <37118134+saintmalik@users.noreply.github.com>
Co-authored-by: Christian Clauss <cclauss@me.com>
Co-authored-by: Anurag Kumar <mailanu98@gmail.com>
Co-authored-by: demon143 <785696300@qq.com>
 2021-10-01 02:15:30 +08:00
Young
92f2891664 fix order factor setting issue 
Move the factor setting from init phase to dealing phase.
 2021-07-19 02:37:44 +00:00
Young
b41267fa59 successful run random order gen in day script 2021-06-28 17:47:30 +08:00
bxdd
1517a9eb91 add default executor config & update bug in indicator 2021-06-24 13:59:10 +00:00
bxdd
4ac6e6e246 fix account bug & update indicator_analysis & fix some comments 2021-06-22 02:42:09 +08:00
bxdd
4d48c96d30 fix CI 2021-06-01 18:50:50 +08:00
bxdd
4085b447aa move backtest to core, fix calendar bugs, add some docstring 2021-05-27 21:14:39 +08:00
bxdd
0c6e505455 fix comments 2021-05-25 02:38:34 +08:00
bxdd
621cb243c2 fix some comments and add docstring 2021-05-12 02:17:39 +08:00
bxdd
a109df3f46 fix bug in recorder 2021-04-30 01:06:05 +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
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
Jactus
87cee85cea Update docs and fix tabnet 2020-11-26 00:55:26 +08:00
Jactus
a99db6a1dc Add ALSTM config 2020-11-25 19:29:30 +08:00
Jactus
b31480a06a Update doc strings and fix 2020-11-25 18:03:52 +08:00
Jactus
b4671746c2 Update part of the docs 2020-11-24 23:56:16 +08:00
Jactus
da9d1c8ac6 Format with black 2020-10-29 13:22:49 +08:00
Young
a50c9008b8 pass the whole workflow 2020-10-28 14:08:00 +00:00
Jactus
7c6e5e822c Update CI & add black formatter 2020-10-10 10:13:51 +08:00
you-n-g
de9e13b171 release-0.5.0 (#1) 
* init commit

* change the version number

* rich the docs&fix cache docs

* update index readme

* Modify cache class name

* Modify sharpe to information_ratio

* Modify Group- to Group

* add the description of graphical results & fix the backtest docs

* fix docs in details

* update docs

* Update introduction.rst

* Update README.md

* Update introduction.rst

* Update introduction.rst

* Update introduction.rst

* Update installation.rst

* Update installation.rst

* Update initialization.rst

* Update getdata.rst

* Update integration.rst

* Update initialization.rst

* Update getdata.rst

* Update estimator.rst

Modify some typos.

* Update README.md

Modify the typos.

* Update initialization.rst

* Update data.rst

* Update report.rst

* Update estimator.rst

* Update cumulative_return.py

* Update model.rst

* Update rank_label.py

* Update cumulative_return.py

* Update strategy.rst

* Update getdata.rst

* Update backtest.rst

* Update integration.rst

* Update getdata.rst

* Update introduction.rst

* Update introduction.rst

* Update README.md

* Update report.rst

* Update integration.rst

Fix typos

* Update installation.rst

Fix typos

* Update getdata.rst

* Update initialization.rst

Fix typos.

* add quick start docs&fix detials

* fix estimator docs & fix strategy docs

* fix the cahce in data.rst

* update documents

* Fix Corr && Rsquare

* fix data retrival example to csi300 & fix a data bug

* fix filter bug

* Fix data collector

* Modift model args

* add the log & fix README.md\quick.rst

* add enviroment depend & add intoduction of qlib-server online mode

* fix image center fomat & set log_only of docs is True

* fix README.md format

* update data preparation & readme logo image

* get_data support version

* Modify analysis names

* Modify analysis graph

* update report.rst & data.rst

* commmit estimator for merge

* minimal requirements

* Update README.md

* Update README.md

* Update README.md

* Update README.md

* Update README.md

* Update README.md

* Update README.md

* Update READEME.md

* Update READEME.md

* update estimator

* Fix doc urls

* fix get_data.py docstring

* update test_get_data.py

* Upate docs

* Upate docs

* Upate docs

Co-authored-by: bxdd <bxddream@gmail.com>
Co-authored-by: zhupr <zhu.pengrong@foxmail.com>
Co-authored-by: Wendi Li <wendili.academic@qq.com>
Co-authored-by: Dingsu Wang <dingsu.wang@gmail.com>
Co-authored-by: bxdd <45119470+bxdd@users.noreply.github.com>
Co-authored-by: cslwqxx <cslwqxx@users.noreply.github.com>
 2020-09-24 12:01:39 +08:00
Young
99ebd87cba init commit 2020-09-22 01:43:21 +00:00