liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00
Code Activity
1,801 Commits 46 Branches 26 Tags
8a5efda0f67d1ae06d59b9bc8c338af97bf9cd1f
Commit Graph

1801 Commits

This Branch
This Branch
All Branches
Author SHA1 Message Date
Lewen Wang
8a5efda0f6 Update README.md (#1179) 2022-07-07 00:06:47 +08:00
you-n-g
a6700d81ff Update test_qlib_from_source_slow.yml's timeout setting. (#1178) 
* Update test_qlib_from_source_slow.yml

* Update test_qlib_from_source.yml

* Update test_pit.py

* Update test_pit.py

* Update test_pit.py

* Update test_pit.py
 2022-07-06 20:44:10 +08:00
you-n-g
623774d8fb Update README.md 2022-07-06 17:44:16 +08:00
Chao Wang
3db22452fb Adding ChangeInstrument op (#1005) 
* 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) 
* Fix mount path bug

* Update __init__.py
 2022-07-03 21:30:08 +08:00
you-n-g
5e404909cf Add retry for git actions & Fix MacOS Segment Error (#1173) 
* Update test_qlib_from_source_slow.yml

* Update test_qlib_from_source.yml

* Update test_qlib_from_source.yml

* Update test_qlib_from_pip.yml

* Update test_qlib_from_source.yml
 2022-07-01 09:52:42 +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
9bf3423a64 Auto log uncommmitted code (#1167) 
* 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) 
* 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
2ca0d88d2d change_pitdata_source (#1171) 
* change_pitdata_source

* retain_normalize

* add_comment
 2022-06-28 16:29:59 +08:00
Linlang
50d74b5560 split_CI (#1141) 2022-06-28 10:17:29 +08:00
you-n-g
a87b02619a Qlib dev doc (#1142) 2022-06-21 09:46:30 +08:00
you-n-g
da676a20a2 Add time limit for CI (#1127) 
* Add time limit for CI

* Update test_macos.yml
 2022-06-16 16:35:20 +08:00
you-n-g
13d904d9a9 Update Version To Dev 2022-06-15 14:53:54 +08:00
Young
36950b905d Update Qlib Version v0.8.6 2022-06-15 14:48:54 +08:00
you-n-g
58540f76ee Csi500 example (#1126) 
* Stage code

* Update results and scripts
 2022-06-15 10:18:13 +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) 
* 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) 
* 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) 
* opt local trainer (better mem releasing)

* Update setup.py

* Update data.py

* fix CI
 2022-06-14 11:58:39 +08:00
you-n-g
e24ef67663 Update README.md 2022-06-14 10:53:09 +08:00
you-n-g
2d5eecb9a2 Update README.md 2022-06-14 10:52:50 +08:00
Huoran Li
89972f6c6f Refine backtest codes (#1120) 
* 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) 
* 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) 
* Add explanation for the evalution metrics of Qlib

* Update evaluate.py
 2022-05-31 19:37:55 +08:00
Linlang
e874ef2bc1 change_datasource (#1109) 
* change_datasource

* split_test_data_and_complete_data

* fix_CI
 2022-05-31 19:35:49 +08:00
Huoran Li
14b2b355a7 Update .gitignore (#1110) 2022-05-30 21:27:49 +08:00
Huoran Li
64fadff218 Add .idea/ into gitignore (#1108) 2022-05-25 13:59:35 +08:00
you-n-g
a02ac95538 add gym (#1104) 2022-05-21 23:50:18 +08:00
you-n-g
cc94c32db6 init_instance_by_config enhancement (#1103) 
* 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) 
* 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
c4281121e3 Update README.md (#1091) 
* Update README.md

* Fix typo
 2022-05-08 20:19:19 +08:00
Linlang
2de9903200 fix_issue_1060 (#1092) 
* fix_issue_1060

* fix_import_error
 2022-05-07 20:59:06 +08:00
Linlang
2cf842bcfe add_test_pit (#1089) 
* add_test_pit

* add_test_pit_to_tests

* add_baostock_to_setup

* add_pip_to_CI

Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com>
 2022-05-06 16:47:20 +08:00
you-n-g
9e381493c2 Add instructions to add models (#1088) 2022-05-05 21:27:24 +08:00
Chia-hung Tai
a73b60d05a Update detailed_workflow.ipynb (#1084) 
time_per_step bug.
 2022-05-03 15:11:27 +08:00
you-n-g
64979ad769 Yahoo data Docs (#1077) 2022-04-29 17:24:53 +08:00
you-n-g
c5cf8fb9cc fix est_sepdf.py with black 2022-04-29 17:21:20 +08:00
Linlang
5d579d1a20 fix_macos_CI (#1081) 
Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com>
 2022-04-29 17:04:28 +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) 
* 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) 
* 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
金戈
00e40e775b Fixed typos in workflow.rst (#1068) 
* Update workflow.rst

Fixed a typo. `please refer to Qlib Model` should be `please refer to Qlib Data` in Dataset section.

* Fix typo. `preprossing` should be `preprocessing`

* Update data.rst

Remove extra `of`.
 2022-04-27 18:36:47 +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 v0.8.5 2022-04-25 00:08:08 +08:00
you-n-g
cd5e5d5235 fast fillna (#1074) 
* 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
Linlang
d934c8caba fix_issue_1019_1026 (#1046) 
Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com>
 2022-04-22 09:15:53 +08:00