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mirror of https://github.com/microsoft/qlib.git synced 2026-07-04 11:30:57 +08:00
Commit Graph

57 Commits

Author SHA1 Message Date
Jactus
93ce9a4cb2 Format 2020-11-24 16:42:32 +08:00
Dong Zhou
e2485bcf2b add CSRankNorm impl 2020-11-24 10:20:29 +08:00
Dong Zhou
641e7f38bc Merge branch 'main' of github.com:you-n-g/qlib into main 2020-11-24 10:09:33 +08:00
Dong Zhou
7f9f54faf4 add CSRankNorm processor 2020-11-24 10:09:27 +08:00
Dong Zhou
5729b2242e dataloader support static file or dataframe 2020-11-24 10:08:52 +08:00
Young
0112d06ed5 rename group -> fields_group 2020-11-24 02:05:05 +00:00
Wendi Li
71ba15c097 Update cache.py 2020-11-23 15:19:34 +08:00
zhupr
bac16060ff fix us instruments 2020-11-22 15:45:06 +08:00
Young
89977320e3 black format 2020-11-21 15:34:15 +00:00
Young
e5923333f5 recorder refine; signalTemp; fixbug 2020-11-21 15:20:47 +00:00
Young
a0fe6941d2 Merge branch 'main' of github.com:you-n-g/qlib into main 2020-11-21 08:54:27 +00:00
Young
f476ada22d Adjust interface 2020-11-21 08:54:11 +00:00
Jactus
5aa48524d6 Add run_all_model script 2020-11-20 16:09:40 +08:00
Young
6610b7110a Merge branch 'main' of github.com:you-n-g/qlib into main 2020-11-19 09:22:55 +00:00
Jactus
c91698287a Add catboost config and notebook 2020-11-19 17:18:18 +08:00
Young
aa971e017a fix handler bug 2020-11-19 09:13:05 +00:00
Young
afcfa0a478 adjust for SepDataframe 2020-11-19 04:08:05 +00:00
Jactus
64ed43b791 Update R and workflow 2020-11-17 22:05:18 +08:00
lwwang1995
0afe57f2fe Update GRU model. 2020-11-16 23:28:11 +08:00
Jactus
42867264f3 Update R and workflow 2020-11-16 15:49:50 +08:00
you-n-g
c06914eb39 Merge branch 'main' into main 2020-11-14 17:17:02 +08:00
Young
7a79028a72 fix some small bug 2020-11-14 08:23:19 +00:00
lwwang1995
138ab10c1a Update Dropna function in processor and check model loading and saving with pickle. 2020-11-13 10:55:10 +08:00
bxdd
4f86712579 fix exit not found in ipython & fix re about provider_uri 2020-11-12 14:33:46 +08:00
lwwang1995
54a256d3bc Update processor. 2020-11-12 13:20:49 +08:00
lwwang1995
063bfd4621 Update processor. 2020-11-12 13:17:10 +08:00
Jactus
52c0c4b7a8 Fix processor bug and format 2020-11-11 14:24:04 +08:00
lwwang1995
9c2dbaa94e add time series model GRU 2020-11-11 10:26:28 +08:00
Jactus
722655ad13 Update black formatter 2020-11-11 09:34:10 +08:00
Young
21a24f9893 fix data_loader dict type bug 2020-11-10 01:45:34 +00:00
Young
b1c6b216fe fix Recorder init bug 2020-11-09 15:17:08 +00:00
Young
9a826eefa3 add parallel processor 2020-11-06 10:24:21 +00:00
Young
e37950d636 update handler & fix some bugs 2020-11-05 10:22:42 +00:00
Young
b6867c6161 fix the float conversion bug 2020-11-04 16:09:15 +08:00
Young
8a0135d79a fix data provider init bug 2020-11-02 09:42:07 +00:00
Jactus
661b3bffcc Format with black 2020-11-02 11:09:24 +08:00
Jactus
b077d848f4 Merge branch 'main' of https://github.com/you-n-g/qlib into main 2020-11-02 11:06:02 +08:00
Jactus
5f9c8be33d Add RecordTemp & update 2020-11-02 11:05:40 +08:00
Dong Zhou
91019edcb8 remove abundant api 2020-10-30 14:55:21 +08:00
Dong Zhou
c59058b47d fix dataloader & add interface to datahandler 2020-10-30 14:55:21 +08:00
Dong Zhou
72b5d9abfa fix ops & EMA support alpha 2020-10-30 14:55:21 +08:00
Jactus
da9d1c8ac6 Format with black 2020-10-29 13:22:49 +08:00
Jactus
490dbd908b Merge 2020-10-29 13:01:42 +08:00
Jactus
60d0cfcf64 Update Exp related codes 2020-10-29 12:58:52 +08:00
Young
a50c9008b8 pass the whole workflow 2020-10-28 14:08:00 +00:00
Young
aee507d5dd adjust data and model interface 2020-10-26 13:26:01 +00:00
Young
393584e535 Update handler interface round2 2020-10-23 03:37:10 +00:00
Young
10066ecf79 Draft version of refactoring handler 2020-10-17 10:04:02 +00:00
Young
d4091a8711 split code into core and contrib for data&model 2020-10-17 10:04:02 +00:00
Young
77e2f25f7b rename modules 2020-10-17 10:04:02 +00:00