you-n-g
92ff3d20b9
Update processor.py
2021-12-20 18:18:59 +08:00
you-n-g
0552120a2e
Update documents for qlib_uri
2021-12-20 14:18:53 +08:00
you-n-g
3480fd932f
Update README.md
2021-12-18 12:29:36 +08:00
Pengrong Zhu
957f9a18e9
fix IndexError of the last trading day in backtest calendar ( #751 )
2021-12-17 11:11:56 +08:00
you-n-g
6c83632fc4
Update README.md
2021-12-14 18:13:04 +08:00
Arthur Cui
125922b77a
solve VERSION.txt bug ( #732 )
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* solve VERSION.txt bug
* back to main version
* change setup and init to follow pypi type
* add read function
* solve black format
Co-authored-by: DefangCui <170007807@pku.edu.cn >
2021-12-12 12:02:20 +08:00
Pengrong Zhu
5e69d089c0
add description of dataset document ( #742 )
2021-12-12 09:49:10 +08:00
Pengrong Zhu
c10c349b20
remove unneeded code from workflow_by_code.ipynb && fix analysis_model_performance ( #740 )
2021-12-11 13:23:00 +08:00
upgradvisor-bot
7cb1f7cee0
Hyperopt upgrade ( #741 )
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* Upgrade hyperopt
* Do not use newly added progress bar
Co-authored-by: Raphael Sofaer <rsofaer@gmail.com >
2021-12-11 12:37:08 +08:00
you-n-g
d0ff5eea9d
Update README.md
2021-12-10 17:39:15 +08:00
you-n-g
e99f00b445
Add method parameter for volume ( #734 )
2021-12-09 10:45:25 +08:00
you-n-g
e50ad4309e
Update news
2021-12-08 10:24:58 +08:00
Young
d89ae2370f
update version to dev
2021-12-08 08:25:28 +08:00
Young
ee3d4092ae
release 0.8.0
2021-12-08 07:32:03 +08:00
you-n-g
ae83f9056f
docs improvement ( #730 )
2021-12-07 21:45:29 +08:00
Pengrong Zhu
c276de4040
Fix backtest ( #719 )
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* 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
you-n-g
84103c7d43
Fix update record bug( #723 )
2021-12-03 10:03:30 +08:00
you-n-g
6d6c586dc2
Update data crawler
2021-11-28 13:44:49 +08:00
you-n-g
54ef18ec4e
Update the docs ops.py ( #718 )
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* Update ops.py
* Update ops.py
2021-11-26 18:15:44 +08:00
demon143
0dfbf8c413
add logger ( #709 )
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* 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 >
* Add files via upload
* Delete Task-Gen-Recorder-CollectorV3.drawio (2).drawio.svg
* Add files via upload
* Delete Task-Gen-Recorder-CollectorV3.drawio.drawio.svg
* Add files via upload
* Delete Task-Gen-Recorder-CollectorV3.drawio.drawio (1).svg
* Add files via upload
* Delete Task-Gen-Recorder-CollectorV3.drawio (2).drawio (1).svg
* Add files via upload
* Delete Task-Gen-Recorder-CollectorV3.drawio (1).drawio (1).svg
* Add files via upload
* Add files via upload
* Delete Task-Gen-Recorder-CollectorV3.drawio (1).svg
* Delete Task-Gen-Recorder-Collector.svg
* Update manage.py
* Update utils.py
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
2021-11-23 17:29:02 +08:00
cslwqxx
f9c35284e1
Update README.md
2021-11-23 15:58:32 +08:00
you-n-g
3974bfe746
Add SigAnaRecord in to workflow_by_code.py ( #707 )
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* Update workflow_by_code.py
* Update workflow_by_code.py
2021-11-23 12:37:50 +08:00
you-n-g
45ebb1d0e0
support adding from date when updating pred ( #703 )
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* support adding from date when updating pred
* fix updating data error
2021-11-22 19:52:52 +08:00
you-n-g
103f8579c1
Update README.md
2021-11-22 18:19:16 +08:00
fengcunguang
654033733d
Add A New Baseline: ADD ( #704 )
2021-11-22 18:16:50 +08:00
Pengrong Zhu
d224ea447e
Fix high-freq data ( #702 )
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* fix the collector.py yahoo 1min factor calculation
* fix HFSignalRecord
2021-11-20 15:03:53 +08:00
demon143
9265b66e09
Update task_management.rst ( #700 )
2021-11-18 18:23:43 +08:00
you-n-g
d4b56d97b5
Update __init__.py
2021-11-18 18:22:09 +08:00
Chao Wang
0b3b95f22f
Update workflow_by_code.ipynb ( #697 )
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changed model_strategy to signal_stragey. there is no model_strategy under qlib.contrib.strategy.
2021-11-18 09:21:45 +08:00
demon143
0596174b94
Update task_management.rst ( #654 )
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* Update task_management.rst
* Update task_management.rst
* Update task_management.rst
* Update task_management.rst
* Update task_management.rst
* Update task_management.rst
* Update task_management.rst
* Update task_management.rst
* Update task_management.rst
* Update task_management.rst
* Update task_management.rst
* Add files via upload
2021-11-18 09:20:54 +08:00
you-n-g
779b1786bd
Merging Backtest improve ( #694 )
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* Fix private import
* temporarily fix create exp conflicts for remote mlflow
Co-authored-by: Dong Zhou <Zhou.Dong@microsoft.com >
2021-11-16 11:43:35 +08:00
Lewen Wang
007082a112
Add AdaRNN baseline. ( #689 )
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* Update TCTS.
* Update TCTS README.
* Update TCTS README.
* Update TCTS.
* Add ADARNN.
* Update README.
* Reformat ADARNN.
* Add README for adarnn.
Co-authored-by: lewwang <lwwang@microsoft.com >
2021-11-16 11:24:43 +08:00
you-n-g
4e380b611e
Delete .DS_Store
2021-11-14 23:54:20 +08:00
Young
1e410c99be
Support auto skip flawed data
2021-11-13 07:44:26 +00:00
Pengrong Zhu
b223c4304d
add ops_warning_log to config ( #685 )
2021-11-12 22:23:29 +08:00
you-n-g
f2771f1beb
Callable Exp ( #683 )
2021-11-12 14:56:22 +08:00
Ckend
01bdf6c1b1
bugfix: Fix the problem that caused highfreq's yaml to be unusable ( #678 )
2021-11-10 22:32:58 +08:00
Pengrong Zhu
9639a8cac9
add default protocol_version ( #677 )
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* add default protocol_version
* add comment to serial.Serializable.get_backend
2021-11-10 14:37:18 +08:00
you-n-g
cae4c9c924
An example to get index from TSDataSampler ( #679 )
2021-11-10 14:35:27 +08:00
you-n-g
a2be6e28e9
handler demo cache ( #606 )
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* handler demo cache
* Update data_cache_demo.py
* example to reusing processed data in memory
* Skip dumping task of task_train
* FIX Black
Co-authored-by: Wangwuyi123 <51237097+Wangwuyi123@users.noreply.github.com >
2021-11-08 17:33:10 +08:00
you-n-g
fdbc666678
Fix private import
2021-11-08 09:53:58 +08:00
you-n-g
7800dd4ec9
Merge pull request #650 from microsoft/backtest_improve
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Improve the backtest design and APIs
2021-11-08 09:10:33 +08:00
Young
3fa48d7017
simplify record tmp
2021-11-05 12:57:14 +00:00
Mark Zhao
b18132dce1
More citations ( #673 )
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* check lexsort
* check lexsort
* lexsort comment
* lexsort comment
* fix GPU identification bug
* Create README.md
* Update README.md
* Create README.md
* Create README.md
* Update README.md
* Create README.md
* Update README.md
* Update README.md
* Create README.md
* Create README.md
* Create README.md
2021-11-05 19:43:50 +08:00
you-n-g
16957176a9
Update README.md
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Update benchmark link
2021-11-05 13:00:32 +08:00
fengcunguang
f0b9a807ea
Add A New Baseline: TCN ( #668 )
2021-11-04 20:30:52 +08:00
Mark Zhao
5ee2d9496b
GPU identification bug fix for GATs ( #669 )
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* check lexsort
* check lexsort
* lexsort comment
* lexsort comment
* fix GPU identification bug
2021-11-03 14:41:46 +08:00
Young
4f2d6b0d84
fix pytorch memory amount error
2021-11-02 20:41:39 +08:00
Young
3943b7001f
fix CI bug for AyncCaller
2021-11-02 14:32:09 +08:00
Young
2593185721
Simplify TSDataset and async recorder
2021-11-02 11:07:40 +08:00
