Young
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ac08468330
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Make static prediction easier
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2021-10-15 11:21:03 +00:00 |
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Young
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873129aa9b
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update fix CI tests bugs
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2021-10-03 14:58:37 +08:00 |
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wangwenxi-handsome
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3760a18a8d
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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>
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2021-10-01 02:15:30 +08:00 |
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bxdd
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4d48c96d30
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fix CI
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2021-06-01 18:50:50 +08:00 |
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zhupr
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98eacf8f88
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add test/config.py
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2021-05-28 13:24:47 +08:00 |
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D-X-Y
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9d04ae4676
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Add MultiSegRecord in contrib.workflow and decouple its tests from test_all_pipeline
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2021-03-28 00:33:59 -07:00 |
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D-X-Y
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88b0871c12
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Add RMSE for contrib.workflow.record_temp and unit tests
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2021-03-16 22:55:28 +08:00 |
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D-X-Y
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b0fd0d2395
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Add tests for SigAnaRecord
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2021-03-16 08:30:46 +00:00 |
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D-X-Y
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6559d44c7d
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Add tests for SigAnaRecord
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2021-03-16 08:17:13 +00:00 |
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D-X-Y
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9f57681032
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Fix errors when SignalRecord is not called before SigAna/PortAna
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2021-03-16 08:11:05 +00:00 |
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D-X-Y
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f6ed175070
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Remove set_log_basic_config, refine count_parameters, rename root_uri as get_local_dir
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2021-03-11 02:33:00 +00:00 |
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D-X-Y
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e327f404e3
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Fix pylint issues
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2021-03-04 22:37:58 -08:00 |
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D-X-Y
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c4d6e00470
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Fix logic of uri in ExpM and add test
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2021-03-04 21:04:01 -08:00 |
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D-X-Y
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592db903b3
|
Update repr for Experiment & Recorder
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2021-03-04 05:02:56 +00:00 |
|
Young
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d2d865fb7a
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fix bug of workflow
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2020-12-09 17:20:36 +08:00 |
|
Young
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5d5f8c8868
|
update TimeSeriesDataset
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2020-12-09 17:20:36 +08:00 |
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Jactus
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8958656222
|
Update test scipts
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2020-11-22 13:38:40 +08:00 |
|
Young
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220208f28c
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fix record_tmp bug
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2020-11-22 03:20:42 +00:00 |
|
Jactus
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c22bd73f67
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Update CI
|
2020-11-20 17:54:56 +08:00 |
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Jactus
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547697ddc6
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Modify cli
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2020-11-20 10:59:37 +08:00 |
|
Young
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4a0394ce05
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Merge remote-tracking branch 'origin/main' into main
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2020-11-19 08:27:42 +00:00 |
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zhupr
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00277699c7
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update tests && fix typo
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2020-11-19 10:36:14 +08:00 |
|
Young
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d4091a8711
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split code into core and contrib for data&model
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2020-10-17 10:04:02 +00:00 |
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Jactus
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7c6e5e822c
|
Update CI & add black formatter
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2020-10-10 10:13:51 +08:00 |
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zhupr
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2c3e286a8a
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Fix test_all_pipeline.py
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2020-09-30 18:19:48 +08:00 |
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zhupr
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2c4b31b274
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Fix test_all_pipeline.py
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2020-09-30 18:19:48 +08:00 |
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zhupr
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8d76a99ee0
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QLibDataHandlerClose is renamed to Alpha158
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2020-09-30 18:19:48 +08:00 |
|
Young
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900e284696
|
make the integration simpler
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2020-09-25 04:39:59 +00:00 |
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you-n-g
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de9e13b171
|
release-0.5.0 (#1)
* init commit
* change the version number
* rich the docs&fix cache docs
* update index readme
* Modify cache class name
* Modify sharpe to information_ratio
* Modify Group- to Group
* add the description of graphical results & fix the backtest docs
* fix docs in details
* update docs
* Update introduction.rst
* Update README.md
* Update introduction.rst
* Update introduction.rst
* Update introduction.rst
* Update installation.rst
* Update installation.rst
* Update initialization.rst
* Update getdata.rst
* Update integration.rst
* Update initialization.rst
* Update getdata.rst
* Update estimator.rst
Modify some typos.
* Update README.md
Modify the typos.
* Update initialization.rst
* Update data.rst
* Update report.rst
* Update estimator.rst
* Update cumulative_return.py
* Update model.rst
* Update rank_label.py
* Update cumulative_return.py
* Update strategy.rst
* Update getdata.rst
* Update backtest.rst
* Update integration.rst
* Update getdata.rst
* Update introduction.rst
* Update introduction.rst
* Update README.md
* Update report.rst
* Update integration.rst
Fix typos
* Update installation.rst
Fix typos
* Update getdata.rst
* Update initialization.rst
Fix typos.
* add quick start docs&fix detials
* fix estimator docs & fix strategy docs
* fix the cahce in data.rst
* update documents
* Fix Corr && Rsquare
* fix data retrival example to csi300 & fix a data bug
* fix filter bug
* Fix data collector
* Modift model args
* add the log & fix README.md\quick.rst
* add enviroment depend & add intoduction of qlib-server online mode
* fix image center fomat & set log_only of docs is True
* fix README.md format
* update data preparation & readme logo image
* get_data support version
* Modify analysis names
* Modify analysis graph
* update report.rst & data.rst
* commmit estimator for merge
* minimal requirements
* Update README.md
* Update README.md
* Update README.md
* Update README.md
* Update README.md
* Update README.md
* Update README.md
* Update READEME.md
* Update READEME.md
* update estimator
* Fix doc urls
* fix get_data.py docstring
* update test_get_data.py
* Upate docs
* Upate docs
* Upate docs
Co-authored-by: bxdd <bxddream@gmail.com>
Co-authored-by: zhupr <zhu.pengrong@foxmail.com>
Co-authored-by: Wendi Li <wendili.academic@qq.com>
Co-authored-by: Dingsu Wang <dingsu.wang@gmail.com>
Co-authored-by: bxdd <45119470+bxdd@users.noreply.github.com>
Co-authored-by: cslwqxx <cslwqxx@users.noreply.github.com>
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2020-09-24 12:01:39 +08:00 |
|
Young
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99ebd87cba
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init commit
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2020-09-22 01:43:21 +00:00 |
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