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Commit Graph

22 Commits

Author SHA1 Message Date
Chia-hung Tai
fb5888be9e Use mock data for element operator tests. (#1330) 2022-10-30 16:27:59 +08:00
you-n-g
dffaeaf07b Fix CI pylint bug (#1270)
* Fix CI pylint bug

* Update log.py
2022-08-30 08:53:57 +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
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
Chia-hung Tai
edd8badeaf [840] - Test case for operators. (#841)
* [840] - Test case for operators.

* Move import to the head of file and add test_setting.
2022-01-11 18:44:15 +08:00
you-n-g
cf35562e84 DDG-DA paper code (#743)
* Merge data selection to main

* Update trainer for reweighter

* Typos fixed.

* update data selection interface

* successfully run exp after refactor some interface

* data selection share handler &  trainer

* fix meta model time series bug

* fix online workflow set_uri bug

* fix set_uri bug

* updawte ds docs and delay trainer bug

* docs

* resume reweighter

* add reweighting result

* fix qlib model import

* make recorder more friendly

* fix experiment workflow bug

* commit for merging master incase of conflictions

* Successful run DDG-DA with a single command

* remove unused code

* asdd more docs

* Update README.md

* Update & fix some bugs.

* Update configuration & remove debug functions

* Update README.md

* Modfify horizon from code rather than yaml

* Update performance in README.md

* fix part comments

* Remove unfinished TCTS.

* Fix some details.

* Update meta docs

* Update README.md of the benchmarks_dynamic

* Update README.md files

* Add README.md to the rolling_benchmark baseline.

* Refine the docs and link

* Rename README.md in benchmarks_dynamic.

* Remove comments.

* auto download data

Co-authored-by: wendili-cs <wendili.academic@qq.com>
Co-authored-by: demon143 <785696300@qq.com>
2022-01-10 16:52:37 +08:00
Chia-hung Tai
184ce34a34 [807] Move the REG_CONSTANT/EPS to constant.py. (#811)
* [807] Move the REG_CONSTANT to constant.py.

* import REG_US.

* Move EPS to constant.py.
2022-01-09 21:39:46 +08:00
Chao Ning
6bafd0a09b Reformat example data names: use {region}_data for 1-day data, and {region}_data_1min for 1-min data (#781)
* Fix high-freq data name from `yahoo_cn_1min` to `cn_data_1min`

* re-format example data names using `qlib_{region}_{feq}`, e.g. qlib_cn_1d

* re-format example data names using `{region}_{feq}`, e.g. us_1d and cn_1min

* keep using  for 1day data, and change 1min data to
2021-12-28 23:58:49 +08:00
you-n-g
3493f29e16 Enhance Task Dict Var (#778) 2021-12-26 00:18:44 +08:00
Young
873129aa9b update fix CI tests bugs 2021-10-03 14:58:37 +08:00
Young
309dfa36cc Add a example to collecting all the decisions 2021-08-15 15:22:48 +00:00
lzh222333
8d05cd2daf modify tests.config.py 2021-06-01 09:40:53 +00:00
zhupr
ef11a9d95c modify the default value of exists_skip in the GetData.qlib_data parameter to False 2021-05-28 14:57:06 +08:00
zhupr
98eacf8f88 add test/config.py 2021-05-28 13:24:47 +08:00
zhupr
4ba4512619 add write method to FeatureStorage && remove extend 2021-05-21 08:45:11 +08:00
zhupr
fc1431cd4e update 1min docs 2021-02-04 16:49:58 +08:00
zhupr
ae45711e2b Merge remote-tracking branch 'qlib/main' into save_inst 2021-01-26 19:42:59 +08:00
bxdd
2016ebbbb2 update tests 2021-01-26 08:47:07 +00:00
zhupr
7579f4b4c0 Merge remote-tracking branch 'qlib/main' into save_inst 2021-01-26 16:14:11 +08:00
zhupr
1a1c45981c US stock code supports Windows 2021-01-26 16:06:38 +08:00
Zhichong Fang
4dbc8e52ec Update data.py
Fix some typo
2021-01-06 16:36:23 +08:00
Young
5d5f8c8868 update TimeSeriesDataset 2020-12-09 17:20:36 +08:00