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Commit Graph

185 Commits

Author SHA1 Message Date
Di
86f08e47e8 Qlib data doc (#1207)
* Explain data crawler structure

* Add documentation for data and feature

* Update scripts/data_collector/yahoo/README.md

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* Remove some confusing wording

* Add third party data source

* Fix command typo

* Update commands

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2022-07-22 09:24:58 +08:00
you-n-g
6fddae9965 Update getdata.rst 2022-07-15 17:58:23 +08:00
you-n-g
792285b64f Update data.rst 2022-07-14 18:25:23 +08:00
YaOzI
59b1820447 Add a make.bat file in docs folder for Windows (#1131)
Co-authored-by: Bingyao Liu <Bingyao.Liu@sofund.com>
2022-07-07 19:44:16 +08:00
YaOzI
1dededa33f Improve the style of documentation (#1132)
This commit improves the documentation (rst files) only in the
following three ways:

* Aligned section headers with their underline/overline punctuation characters

* Deleted all trailling whitespaces in rst files

* Deleted a few trailling newlines at the end of the rst files

Co-authored-by: Bingyao Liu <Bingyao.Liu@sofund.com>
2022-07-07 19:42:27 +08:00
you-n-g
a87b02619a Qlib dev doc (#1142) 2022-06-21 09:46:30 +08:00
YaOzI
3e6e2865ce Fixed a few mixed Chinese punctuation typos (#1123) 2022-06-14 20:12:14 +08:00
Linlang
2de9903200 fix_issue_1060 (#1092)
* fix_issue_1060

* fix_import_error
2022-05-07 20:59:06 +08:00
金戈
00e40e775b Fixed typos in workflow.rst (#1068)
* Update workflow.rst

Fixed a typo. `please refer to Qlib Model` should be `please refer to Qlib Data` in Dataset section.

* Fix typo. `preprossing` should be `preprocessing`

* Update data.rst

Remove extra `of`.
2022-04-27 18:36:47 +08:00
you-n-g
7f1293ec34 Update PIT.rst 2022-04-06 22:17:27 +08:00
Chao Wang
fe155703b0 update doc for TopK-Drop (#1015)
updated doc for TopK-Drop.
2022-03-29 09:18:37 +08:00
Linlang Lv (iSoftStone)
30e457119c add_pre-commit_and_flake8_to_CI 2022-03-25 16:56:02 +08:00
you-n-g
ff4724e248 Known Limitations In Recroder (#999) 2022-03-22 09:21:48 +08:00
you-n-g
b7988e6428 Add backtest example to online simulation (#984) 2022-03-19 01:53:14 +08:00
Linlang
705354cc28 fix-issue948 (#986)
Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com>
2022-03-17 19:24:17 +08:00
you-n-g
1b5d0d4d6d Update report.rst (#980) 2022-03-15 21:30:50 +08:00
Chauncey
058f976727 Fix pit docs format (#957)
* Fix pit docs list format

* Fix pit docs format
2022-03-11 10:13:31 +08:00
bxdd
faa99f30fa Support Point-in-time Data Operation (#343)
* add period ops class

* black format

* add pit data read

* fix bug in period ops

* update ops runnable

* update PIT test example

* black format

* update PIT test

* update tets_PIT

* update code format

* add check_feature_exist

* black format

* optimize the PIT Algorithm

* fix bug

* update example

* update test_PIT name

* add pit collector

* black format

* fix bugs

* fix try

* fix bug & add dump_pit.py

* Successfully run and understand PIT

* Add some docs and remove a bug

* mv crypto collector

* black format

* Run succesfully after merging master

* Pass test and fix code

* remove useless PIT code

* fix PYlint

* Rename

Co-authored-by: Young <afe.young@gmail.com>
2022-03-10 14:27:52 +08:00
you-n-g
ed0c238787 Update initialization.rst 2022-03-02 21:39:44 +08:00
Linlang
80af395b3c Update initialization.rst (#941) 2022-03-02 20:51:37 +08:00
you-n-g
ec8969a3ae Update initialization.rst 2022-02-23 12:10:17 +08:00
you-n-g
60d45ad770 Enhance pytorch nn (#917)
* enhance pytorch_nn

* fix dim bug

* Black format

* Fix pylint error
2022-02-15 19:22:48 +08:00
you-n-g
4bf127eba5 Some links about high-frequency trading (#884)
* Some links about high-frequency trading

* Update highfreq.rst

* Update highfreq.rst

* Update highfreq.rst
2022-02-13 20:22:05 +08:00
you-n-g
c149c8616c Update strategy.rst 2022-02-12 23:10:46 +08:00
Young
6a946761cf Black(new version) Format 2022-02-06 22:33:16 +08:00
you-n-g
79355666a9 Docs improvement of backtest (#885)
* Docs improvement of backtest

* Update strategy.rst
2022-01-26 19:59:59 +08:00
you-n-g
c5834476e2 expression example (#887) 2022-01-25 10:49:00 +08:00
you-n-g
d533219738 Update data.rst (#878) 2022-01-21 14:08:59 +08:00
you-n-g
5b5c99fe75 Add more docs about initialization (#880)
* Add more docs about initialization

* Update initialization.rst
2022-01-21 14:08:04 +08:00
you-n-g
7f274b1e4e Fix code and docs for issues (#853)
* Docs for model and strategy

* add some docs about workflow and online

* safe_load yaml

* DDG-DA paper link and comments for code
2022-01-17 13:57:44 +08:00
you-n-g
d6f69aefea Update data.rst 2022-01-15 19:22:31 +08:00
you-n-g
1bebe9780e Fix the read the docs error (#852) 2022-01-15 19:15:06 +08:00
you-n-g
7a4a92bc69 Update data.rst 2022-01-14 13:17:52 +08:00
you-n-g
271782c9dd Update data.rst 2022-01-14 09:19:12 +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
Chia-hung Tai
c633d3fec0 Fix BaseStrategy path. (#801)
qlib.strategy.base.BaseStrategy is the current path.
2022-01-04 18:55:40 +08:00
you-n-g
0b6d99bd38 Add a more understandable example of data workflow (#797)
* Update data.rst

* Update data.rst
2022-01-04 09:07:44 +08:00
SunsetWolf
dfc0ed3c01 fix_typo (#790)
Signed-off-by: unknown <lv.linlang@qq.com>
2021-12-31 22:14:47 +08:00
Dong Zhou
1b8f0b4575 support optimization based strategy (#754)
* support optimization based strategy

* fix riskdata not found & update doc

* refactor signal_strategy

* add portfolio example

* Update examples/portfolio/prepare_riskdata.py

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* fix typo

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* fix typo

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* update doc

* fix riskmodel doc

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>
2021-12-28 18:44:20 +08:00
Chia-hung Tai
f490708025 Fix typo leanable to learnable. (#774) 2021-12-25 16:07:40 +08:00
you-n-g
41a5778684 Update strategy.rst
Add docs for the prediction score
2021-12-25 15:24:58 +08:00
you-n-g
ae83f9056f docs improvement (#730) 2021-12-07 21:45:29 +08:00
Pengrong Zhu
c276de4040 Fix backtest (#719)
* 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
demon143
9265b66e09 Update task_management.rst (#700) 2021-11-18 18:23:43 +08:00
demon143
0596174b94 Update task_management.rst (#654)
* 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
7800dd4ec9 Merge pull request #650 from microsoft/backtest_improve
Improve the backtest design and APIs
2021-11-08 09:10:33 +08:00
you-n-g
7b15682c63 Update initialization.rst 2021-10-30 21:42:22 +08:00
Young
052aad7982 simplify signal parameter 2021-10-15 14:48:31 +00:00
Young
4099050935 Merge remote-tracking branch 'origin/main' into nested_decision_exe 2021-09-30 18:41:15 +00:00