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1,581 Commits 46 Branches 26 Tags
92ff3d20b978cfe741badd2cb55afcfaeca53643
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37 Commits

Author SHA1 Message Date
you-n-g
6c83632fc4 Update README.md 2021-12-14 18:13:04 +08:00
Pengrong Zhu
d224ea447e Fix high-freq data (#702) 
* fix the collector.py yahoo 1min factor calculation

* fix HFSignalRecord
 2021-11-20 15:03:53 +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
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
wangwenxi.handsome
0f2d85d098 volume limit update 2021-08-01 16:03:08 +00:00
you-n-g
d445f28e5f Merge branch 'main' into nested_decision_exe 2021-07-23 12:38:20 +08:00
zhupr
bf7732e284 fix df_features.index conține np.nan 2021-07-21 14:28:20 +08:00
you-n-g
1fb50d521b Merge branch 'main' into nested_decision_exe 2021-07-07 17:30:31 +08:00
wangwenxi.handsome
cbe7c5285a high_fre_yaml 2021-07-07 17:27:29 +08:00
bxdd
2d4f0e80f9 black format 2021-07-02 08:47:52 +08:00
bxdd
946c9392a1 support check_transform_proc module_path 2021-07-02 08:47:52 +08:00
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
you-n-g
a3a2b5ae0b Merge pull request #358 from javaThonc/high_freq_demp 
update high freq demo
 2021-04-14 20:05:07 +08:00
Alex Wang
fe190dec4b update readme 2021-04-14 14:40:28 +08:00
Alex Wang
bed1175e24 update dataset 2021-03-30 19:29:17 +08:00
bxdd
136830bc2b update comments 2021-03-30 00:38:15 +08:00
bxdd
8743576f72 black format 2021-03-29 20:16:00 +08:00
bxdd
fb7f84f31e fix ubg 2021-03-29 20:15:42 +08:00
bxdd
31bc85bf86 restructure data layer config & setup 2021-03-29 19:49:30 +08:00
bxdd
f6dc25b229 update rolling process 2021-03-25 16:14:22 +08:00
Alex Wang
e3739bb980 fix naming and code style 2021-03-24 15:47:26 +08:00
Alex Wang
1ad237f89f update high freq demo 2021-03-22 14:20:44 +08:00
bxdd
07b905c153 update 2021-02-05 16:09:06 +08:00
bxdd
0192f28bf4 add docstring & fix code 2021-02-05 16:09:06 +08:00
bxdd
cbf97f56a4 fix market 2021-02-05 16:09:06 +08:00
bxdd
d702c8bcb1 add Cut ops 2021-02-05 16:09:06 +08:00
bxdd
d8da94de10 update docs 2021-02-05 12:33:47 +08:00
bxdd
35af9ad954 update docs 2021-02-05 12:33:47 +08:00
bxdd
8a91e7d34d black format 2021-02-05 12:33:47 +08:00
bxdd
4ed8b8e233 add docs & fix reinit of datatset 2021-02-05 12:33:47 +08:00
bxdd
090b68e44e Update workflow.py 2021-02-03 13:12:19 +08:00
Young
802dac81c9 move freq params to dataloader 2021-02-02 16:52:50 +08:00
bxdd
76cf9dad99 update 2021-01-28 14:30:20 +00:00
bxdd
f3eb02a0bd update docstring 2021-01-28 14:26:30 +00:00
bxdd
ffa68fd010 update 2021-01-28 14:25:55 +00:00
bxdd
f6dd006c35 update 2021-01-28 11:31:15 +00:00