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1,920 Commits 46 Branches 26 Tags
acf5df27ce65ce5cf643ed22879fddcaaa018c39
Commit Graph

66 Commits

Author SHA1 Message Date
Chaoying
acf5df27ce Add support for redis password (#1508) 2023-05-08 16:17:15 +08:00
YQ Tsui
4fe3ffccfd fix typo, staticmethod etc. (#1402) 
* config.py: fix typo; static method

* fix typo in qlib/utils/paral

* 1) limit numpy version as numba support for 1.24+ has not been released; 2) no need to use custom numba version for pytest.

* remove useless argument

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2022-12-31 08:02:05 +08:00
YQ Tsui
6a47416a2d Fix logging_level: make logging level specified in qlib.init applies to all loggers (#1368) 
* fix logging_level: make logging level specified in qlib.init apply to all loggers

* downgrade loglevel in expmanager __init__ to debug (it will be called in each process in multiprocessing operations such as read data)

* correct gramma error

* fix black lint

* use functor to cache loggers and set level

* correct black lint

* correct pylint

* correct pylint
 2022-11-29 08:09:22 +08:00
Jinge Wang
49a5bccfec Don't disable existing logger when initializing qlib. (#1339) 
* Don't disable existing logger when initializing qlib.

* Add comma in the end of the config line.

* Add comment to the added config.

Co-authored-by: Jinge Wang <jingewang@microsoft.com>
 2022-11-10 09:20:33 +08:00
YaOzI
3e6e2865ce Fixed a few mixed Chinese punctuation typos (#1123) 2022-06-14 20:12:14 +08:00
you-n-g
afcea404a5 opt local trainer (better mem releasing) (#1116) 
* opt local trainer (better mem releasing)

* Update setup.py

* Update data.py

* fix CI
 2022-06-14 11:58:39 +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
Chia-hung Tai
3a911bc09b Add REG_TW. (#955) 2022-03-08 23:48:27 +08:00
SunsetWolf
144e1e2459 Fix pylint (#888) 
* add_pylint_to_workflow

* fix-pylint

* fix_pylinterror

* fix-issue
 2022-01-26 19:27:24 +08:00
you-n-g
54344c4426 Update config.py (#871) 2022-01-19 19:51:36 +08:00
luocy16
2bb8a4ce0e Supporting Arctic Backend Provider & Orderbook, Tick Data Example (#744) 
* change weight_decay & batchsize

* del weight_decay

* big weight_decay

* mid weight_decay

* small layer

* 2 layer

* full layer

* no weight decay

* divide into two data source

* change parse field

* delete some debug

* add Toperator

* new format of arctic

* fix cache bug to arctic read

* fix connection problem

* add some operator

* final version for arcitc

* clear HZ cache

* remove not used function

* add topswrappers

* successfully import data and run first test

* A simpler version to support arctic

* Successfully run all high-freq expressions

* Black format and fix add docs

* Add docs for download and test data

* update scripts and docs

* Add docs

* fix bug

* Refine docs

* fix test bug

* fix CI error

* clean code

Co-authored-by: bxdd <bxddream@gmail.com>
Co-authored-by: wangwenxi.handsome <wangwenxi.handsome@gmail.com>
Co-authored-by: Young <afe.young@gmail.com>
 2022-01-18 09:13:11 +08:00
Pengrong Zhu
2aee9e0145 Add future calendar collector (#795) 
* fix Windows mount

* add future_calendar_collector

* update docs

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2022-01-16 10:14:27 +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
6c1332f604 Fix some warnings in log.py. (#805) 
* Fix some warnings in log.py.

* Fix typo and using black format.

* Fix black.

* Rename dict_ to attrs
 2022-01-06 15:36:00 +08:00
Chao Ning
6bafd0a09b Reformat example data names: use {region}_data for 1-day data, and {region}_data_1min for 1-min data (#781) 
* Fix high-freq data name from `yahoo_cn_1min` to `cn_data_1min`

* re-format example data names using `qlib_{region}_{feq}`, e.g. qlib_cn_1d

* re-format example data names using `{region}_{feq}`, e.g. us_1d and cn_1min

* keep using  for 1day data, and change 1min data to
 2021-12-28 23:58:49 +08:00
you-n-g
d087054a59 Add Cache to avoid frequently loading calendar (#766) 2021-12-23 09:08:52 +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
Pengrong Zhu
b223c4304d add ops_warning_log to config (#685) 2021-11-12 22:23:29 +08:00
Pengrong Zhu
9639a8cac9 add default protocol_version (#677) 
* add default protocol_version

* add comment to serial.Serializable.get_backend
 2021-11-10 14:37:18 +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
you-n-g
163e3c6266 replace multi processing with joblib (#477) 
* replace multi processing with joblib

* update class Parallel and data.py

* update class Parallel and data.py

* update class Parallel and data.py

* update class Parallel and data.py

* update class Parallel and data.py

* update class Parallel and data.py

* update class Parallel and data.py

* update class Parallel and data.py

* Fix Parallel support for maxtasksperchild

Co-authored-by: wangw <1666490690@qq.com>
Co-authored-by: zhupr <zhu.pengrong@foxmail.com>
 2021-09-14 01:16:03 +08:00
wangwenxi.handsome
2da6a8c770 fix Path re 2021-08-31 11:57:14 +00:00
Young
8e87950292 Print volume limitation log 2021-08-04 11:04:28 +00:00
you-n-g
1fb50d521b Merge branch 'main' into nested_decision_exe 2021-07-07 17:30:31 +08:00
bxdd
8d0b673341 add custom_ops docstring 2021-06-24 15:00:45 +08:00
bxdd
4085b447aa move backtest to core, fix calendar bugs, add some docstring 2021-05-27 21:14:39 +08:00
bxdd
ee74489c37 solve the conflict 2021-05-25 02:53:44 +08:00
bxdd
0c6e505455 fix comments 2021-05-25 02:38:34 +08:00
lzh222333
cb42e99bee bug fixed & examples fire 2021-04-07 03:33:27 +00:00
lzh222333
9bf819e653 Merge branch 'online_srv' of https://github.com/you-n-g/qlib into online_srv 2021-03-26 04:32:20 +00:00
lzh222333
46cd57688e Online Serving V4 2021-03-26 04:20:25 +00:00
lzh222333
d66d4ec93d Merge branch 'main' into online_srv 2021-03-23 11:20:02 +08:00
D-X-Y
19d93744f3 Add set_log_basic_config function support re-directing log stream 2021-03-05 07:15:25 +00:00
Young
24024d51c7 qlib auto init basedon project & black format 2021-02-27 09:44:01 +00:00
Young
802dac81c9 move freq params to dataloader 2021-02-02 16:52:50 +08:00
bxdd
f6dd006c35 update 2021-01-28 11:31:15 +00:00
bxdd
6a145df87c fix bug 2021-01-26 07:32:06 +00:00
zhupr
3f9f295a87 add register in config 2021-01-24 11:22:02 +08:00
bxdd
6daaa79519 add register ops config 2021-01-20 18:44:53 +09:00
zhupr
3dda2cb379 Merge remote-tracking branch 'qlib/main' into qlib_register_ops 2021-01-20 15:16:06 +08:00
zhupr
4fcfde7cfb Initialization is split into: set_config and config_based_on_C 2021-01-20 15:06:18 +08:00
Jactus
74e08c9e37 Add deepcopy to config 2021-01-13 19:19:48 +08:00
hadrianl
8bbfd8810c formatting 2020-12-17 15:04:07 +08:00
hadrianl
3f84c3768a Make __getattr__ to raise AttributeError instead of return it.Avoid using try except. 2020-12-17 15:04:07 +08:00
Young
c897ecac33 fix CI bug 2020-11-25 12:32:39 +00:00
Dong Zhou
73b280754d auto infer cpu count 2020-11-24 20:50:42 +08:00
zhupr
bac16060ff fix us instruments 2020-11-22 15:45:06 +08:00
Jactus
c91698287a Add catboost config and notebook 2020-11-19 17:18:18 +08:00
Dong Zhou
dfc9351096 fix mlflow uri 2020-11-19 09:10:17 +08:00
Jactus
42867264f3 Update R and workflow 2020-11-16 15:49:50 +08:00