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Author	SHA1	Message	Date
Dong Zhou	8f4d320832	bug fix & use oracle transport pretrain	2021-08-30 07:32:04 +00:00
Dong Zhou	0483406c12	fix tra when logdir is None	2021-08-02 03:57:14 -07:00
Dong Zhou	da1f4db968	update README	2021-07-30 16:05:07 +08:00
Dong Zhou	a7c41b6969	improve pretrain	2021-07-30 16:05:07 +08:00
Dong Zhou	5b7b48e376	clean up	2021-07-30 16:05:07 +08:00
Dong Zhou	4f9f978909	fix TRA when use single head	2021-07-30 16:05:07 +08:00
Dong Zhou	319a2f38cc	fix horizon	2021-07-30 16:05:07 +08:00
Dong Zhou	a2c38c979e	format by black	2021-07-30 16:05:07 +08:00
Dong Zhou	07655f2d5b	refactor TRA	2021-07-30 16:05:07 +08:00
Young	9303415666	refactor online serving rolling api	2021-07-29 18:13:12 +08:00
you-n-g	05d28469ad	sort index after loader (#538) ... make sure the fetch method is based on a index-sorted pd.DataFrame	2021-07-29 12:06:59 +08:00
you-n-g	dc6859bdd9	Fix docs of QlibRecorder	2021-07-26 19:00:47 +08:00
you-n-g	a6f9dde006	Update README.md	2021-07-26 18:36:09 +08:00
Young	1d22ee56d3	recorder support upload both raw file and directory	2021-07-25 16:35:16 +00:00
panshuaiyin	3810a4cd33	Update data.rst ... use own alpha-factor	2021-07-22 20:07:04 +08:00
you-n-g	48af7126b6	Update news about models	2021-07-22 11:07:09 +08:00
Ying-Tao Luo	025b1dcff9	Add two new models in model zoo	2021-07-22 11:05:39 +08:00
Ying-Tao Luo	29e66b2dea	Add two new model in zoo ... Add transformer and localformer (SLGT) models for time series prediction in finance in the Quant Model Zoo.	2021-07-22 11:05:39 +08:00
Ying-Tao Luo	698e59ac72	Add performance of two new models ... Add the performance of transformer and localformer.	2021-07-22 11:05:39 +08:00
Ying-Tao Luo	e006ef40ad	Update pytorch_localformer_ts.py	2021-07-22 11:05:39 +08:00
Young	59d4bc9394	update run_all_model and black format	2021-07-22 11:05:39 +08:00
Ying-Tao Luo	b07e0bffb1	Add files via upload	2021-07-22 11:05:39 +08:00
Ying-Tao Luo	161343018f	Add files via upload	2021-07-22 11:05:39 +08:00
Ying-Tao Luo	bee031af68	Add files via upload	2021-07-22 11:05:39 +08:00
Ying-Tao Luo	35840606a8	Update pytorch_localformer.py	2021-07-22 11:05:39 +08:00
Ying-Tao Luo	2df9b6e076	Add files via upload	2021-07-22 11:05:39 +08:00
Ying-Tao Luo	0c3eaf3f16	Add files via upload	2021-07-22 11:05:39 +08:00
Ying-Tao Luo	2eee064eb8	Add files via upload	2021-07-22 11:05:39 +08:00
Ying-Tao Luo	096ef5a62b	Update pytorch_transformer.py ... Have passed black	2021-07-22 11:05:39 +08:00
Ying-Tao Luo	dd0eebed53	Update pytorch_localformer.py ... Have passed black.	2021-07-22 11:05:39 +08:00
Ying-Tao Luo	7b20abeda1	Add files via upload ... Add naive transformer model and a improved transformer model.	2021-07-22 11:05:39 +08:00
you-n-g	5519420efd	Update test_macos.yml ... Give more comments about the MacOS test yaml	2021-07-21 18:30:25 +08:00
zhupr	eb3c5b3088	macos-test-ci split out separately	2021-07-21 18:25:31 +08:00
zhupr	f03df874bf	fix macos-test-ci	2021-07-21 18:25:31 +08:00
zhupr	bf7732e284	fix df_features.index conține np.nan	2021-07-21 14:28:20 +08:00
wuzhe1234	3f5334ab39	Update qrun to automaticly save the config to the artifacts uri	2021-07-19 13:32:14 +08:00
zhupr	c97a96363d	Add a check if change is mutated to YahooNormalize1d	2021-07-18 20:28:46 +08:00
slowy07	2023f714c9	[fixed] lgtm issue : unused imported module of 'signal' and change to PEP8 style code imported module	2021-07-18 15:25:18 +08:00
slowy07	f8a2b0533b	lgtm issue: fixing unused import of 'time'	2021-07-18 15:25:18 +08:00
chaosyu	3183a232df	update doc str	2021-07-18 15:24:23 +08:00
chaosyu	8b715268bd	use list_kwargs instead filter_string	2021-07-18 15:24:23 +08:00
chaosyu	28cb827a23	fix lint issue	2021-07-18 15:24:23 +08:00
chaosyu	b723f14619	apply filter string to recorder collector	2021-07-18 15:24:23 +08:00
chaosyu	47535ba530	add mlflow filter string support to limit too much run number	2021-07-18 15:24:23 +08:00
you-n-g	3b8087677c	Update online.rst	2021-07-16 12:24:33 +08:00
zhupr	4ec41ea0e7	Add a check if change is mutated to YahooNormalize1d	2021-07-15 19:13:25 +08:00
you-n-g	6d91f28474	Update README.md	2021-07-14 10:07:02 +08:00
you-n-g	be8653c505	Update contributing section	2021-07-14 09:56:12 +08:00
chaosyu	a8974ce535	bug fix: ClientProvider cannot set connection to calendar and instrument providers	2021-07-13 10:49:21 +08:00
chaosyu	79026e5390	fix bug that duplicate rows will cause reindex failed when dumping with csv files	2021-07-13 10:49:21 +08:00