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Commit Graph

1054 Commits

Author SHA1 Message Date
zhupr
985fd0816c Fix cn_index.collector network error 2021-06-21 17:18:04 +08:00
zhupr
b6c31540e8 add function to automatically update daily frequency data 2021-06-17 23:07:56 +08:00
zhupr
a4f6e04199 modify dump_update starts with the last end date of each symbol 2021-06-17 22:33:31 +08:00
zhupr
b4efbd53b2 Fix 'report' compatibility with matplotlib versions 2021-06-16 22:00:43 +08:00
zhupr
9a44fbf9c1 fix PEP8: qlib/scripts/data_collector/fund/collector.py 2021-06-08 22:52:31 +08:00
zhupr
03eb0882de fix YahooNormalizeCN1minOffline bugs 2021-06-08 22:23:05 +08:00
zhupr
a845a2271b add normalize 1min to use local data && change the default parameters for collecting 1min 2021-06-08 14:45:20 +08:00
zhupr
554b9c7826 fix YahooCollector getting 1min data occasionally missing 2021-06-05 23:43:48 +08:00
zhupr
6f150f3fd6 Add YahooCollector support for extend data 2021-06-04 22:28:42 +08:00
zhupr
b2fe2385d5 fix XGBoost predict error 2021-06-01 21:02:32 +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
zhupr
0a4e241608 add get_feature_importance to model interpret 2021-05-27 14:19:10 +08:00
zhupr
114162693f Fix YahooCollector can't download 1min data 2021-05-26 18:29:41 +08:00
you-n-g
bb0c555803 Merge pull request #372 from zhupr/data_storage
add data storage
2021-05-26 14:30:46 +08:00
zhupr
5da33562dd remove uri parameter from storage && modify file_storage 2021-05-26 12:33:57 +08:00
you-n-g
db3aa8b887 Merge pull request #433 from arisliang/patch-1
Update README.md
2021-05-23 23:53:49 +08:00
al
ae32d79549 Update README.md
fix typo
2021-05-23 16:54:14 +08:00
you-n-g
a80369b80a Update README.md 2021-05-22 19:00:43 +08:00
you-n-g
369177acf9 Update README.md 2021-05-22 19:00:14 +08:00
you-n-g
2ac5ceb4de Update README.md 2021-05-22 17:58:21 +08:00
zhupr
602f78b568 add documentation on which storage methods are used in qlib 2021-05-22 08:30:12 +08:00
zhupr
669f6bd6f5 modify exception message hint for storage.py && fix FileFeatureStorage[:] bug 2021-05-22 02:06:15 +08:00
you-n-g
3d71fd1966 Merge pull request #431 from evanzd/fix_get_module
Fix `get_module_by_module_path` to support pickle module loaded from arbitrage source file
2021-05-21 12:53:14 +08:00
zhupr
b887d2ec32 code for formatting storage.py using black(v21.5) 2021-05-21 10:29:39 +08:00
zhupr
8e6c744a1b Merge remote-tracking branch 'microsoft/main' into data_storage 2021-05-21 09:49:29 +08:00
zhupr
9e296a8a4e replace the type of numpy deprecated 2021-05-21 08:56:44 +08:00
zhupr
4ba4512619 add write method to FeatureStorage && remove extend 2021-05-21 08:45:11 +08:00
Dong Zhou
2fa7ef32fb fix picker error on importlib loaded module 2021-05-18 22:37:31 +08:00
Dong Zhou
c72ee9091e fix picker error on importlib loaded module 2021-05-18 22:12:41 +08:00
you-n-g
19eda8f4f0 Update README.md 2021-05-17 17:45:31 +08:00
you-n-g
d08146c30f Merge pull request #290 from you-n-g/online_srv
init version of online serving and rolling
2021-05-17 17:35:29 +08:00
lzh222333
8c3a08b18d Finally! 2021-05-17 07:27:55 +00:00
you-n-g
142a9dca3c Merge pull request #423 from ChengYen-Tang/LightGBM-Hyperparameter
LightGBM hyperparameter
2021-05-16 19:43:59 +08:00
Kenneth Tang
41ab130807 Fix CI lint with black 2021-05-18 00:01:45 +08:00
Kenneth Tang
8f67010b58 Fix CI lint with black 2021-05-17 23:09:42 +08:00
lzh222333
a986379deb bug fixed 2021-05-14 11:31:50 +00:00
lzh222333
aef3f186c1 format code 2021-05-14 06:58:02 +00:00
lzh222333
ebd01e0de5 Online Serving V11 2021-05-14 06:44:16 +00:00
Kenneth Tang
f51e04a1cc LightGBM hyperparameter 2021-05-13 23:12:29 +08:00
lzh222333
d71a666904 Online serving V11 2021-05-13 09:43:42 +00:00
you-n-g
8b15ffc027 Merge pull request #419 from Derek-Wds/main
Fix bug and update doc
2021-05-13 16:38:22 +08:00
you-n-g
f15ca39df8 Merge pull request #418 from zhupr/set_global_logger_level
Modify set_global_logger_level use of contextmanager
2021-05-13 16:36:40 +08:00
Jactus
bd37f5d953 Fix bug and update doc 2021-05-13 14:21:54 +08:00
zhupr
76c5c5d1b6 Add docstrings to set_global_logger_level 2021-05-12 22:38:50 +08:00
zhupr
b8e64dc526 Modify set_global_logger_level use of contextmanager 2021-05-12 17:58:39 +08:00
you-n-g
df7c882fe3 Merge pull request #416 from zhupr/configurable_dataset
Add configurable dataset to examples
2021-05-12 09:03:56 +08:00
zhupr
9bd77bd89f Add configurable dataset to examples 2021-05-11 17:36:55 +08:00
you-n-g
c43a0b208d Merge pull request #413 from Derek-Wds/stale
Stale bot update
2021-05-10 21:15:36 +08:00
Jactus
8ba5e93d04 Skip enhancement in stale bot 2021-05-10 12:33:58 +08:00