Linlang
431b9c1281
fix macos package name error
2024-12-19 12:29:15 +08:00
Linlang
34a53033f1
fix upload to testpypi error
2024-12-18 22:21:52 +08:00
Linlang
631fa33880
fix upload to testpypi error
2024-12-18 22:21:07 +08:00
Linlang
b91d0fa076
fix upload to testpypi error
2024-12-18 22:03:35 +08:00
Linlang
deffd9749f
fix upload to testpypi error
2024-12-18 21:55:12 +08:00
Linlang
cc4ac5d4d7
fix upload to testpypi error
2024-12-18 21:13:18 +08:00
Linlang
625d119f64
fix upload to testpypi error
2024-12-18 17:25:44 +08:00
Linlang
a6164092a9
fix upload to testpypi error
2024-12-18 17:10:05 +08:00
Linlang
a6646dac3e
fix upload to testpypi error
2024-12-18 14:52:40 +08:00
Linlang
a0cef033cb
update python version ( #1868 )
...
* update python version
* fix: Correct selector handling and add time filtering in storage.py
* fix: convert index and columns to list in repr methods
* feat: Add Makefile for managing project prerequisites
* feat: Add Cython extensions for rolling and expanding operations
* resolve install error
* fix lint error
* fix lint error
* fix lint error
* fix lint error
* fix lint error
* update build package
* update makefile
* update ci yaml
* fix docs build error
* fix ubuntu install error
* fix docs build error
* fix install error
* fix install error
* fix install error
* fix install error
* fix pylint error
* fix pylint error
* fix pylint error
* fix pylint error
* fix pylint error E1123
* fix pylint error R0917
* fix pytest error
* fix pytest error
* fix pytest error
* update code
* update code
* fix ci error
* fix pylint error
* fix black error
* fix pytest error
* fix CI error
* fix CI error
* add python version to CI
* add python version to CI
* add python version to CI
* fix pylint error
* fix pytest general nn error
* fix CI error
* optimize code
* add coments
* Extended macos version
* remove build package
---------
Co-authored-by: Young <afe.young@gmail.com >
2024-12-17 11:30:06 +08:00
you-n-g
7acb4f3484
Fix Async Call ( #1869 )
2024-12-16 18:32:46 +08:00
YQ Tsui
431f574967
fix duplicate log ( #1661 )
...
* fix duplicate log
* fix unit test
* fix log
* fix_duplicate_log
* fix_duplicate_log
* add comments
---------
Co-authored-by: Linlang <Lv.Linlang@hotmail.com >
2024-12-09 15:45:31 +08:00
Linlang
82cf438401
fix break img ( #1842 )
2024-08-14 14:59:28 +08:00
cyncyw
c9ed050ef0
Ptnn4both datatypes and alignment tests ( #1827 )
...
* Init model for both dataset
* Remove some deprecated code
* Add model template;
* We must align with previous results
* We choose another mode as the initial version
* Almost success to run GRU
* Successfully run training
* Passed general_nn test
* gru test
* Alignment test passed
* comment
* fix readme & minor errors
* general nn updates & benchmarks
* Update examples/benchmarks/GeneralPtNN/workflow_config_gru2mlp.yaml
---------
Co-authored-by: Young <afe.young@gmail.com >
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
2024-07-11 17:59:18 +08:00
Linlang
2c33332dd6
More dataloader example ( #1823 )
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* More dataloader example
* optimize code
* optimeze code
* optimeze code
* optimeze code
* optimeze code
* optimeze code
* fix pylint error
* fix CI error
* fix CI error
* Comments
* fix error type
---------
Co-authored-by: Young <afe.young@gmail.com >
2024-07-10 14:48:44 +08:00
you-n-g
a7d5a9b500
Nested data loader ( #1822 )
...
* nested data loader
* Amend
* add data loder test
* fix pylint error
* fix pytest error
* fix pytest error
* delete comments
* Update qlib/contrib/data/handler.py
---------
Co-authored-by: Linlang <Lv.Linlang@hotmail.com >
2024-07-05 15:44:16 +08:00
you-n-g
5190332c7e
Add some misc features. ( #1816 )
...
* Normal mod
* Black linting
* Linting
2024-06-26 18:34:00 +08:00
cyncyw
cde80206e4
Update index_data.py for datatype conversion and alignment ( #1813 )
...
* Update index_data.py for data convertion and alignment
* Update qlib/utils/index_data.py
* Update qlib/utils/index_data.py
* fix linting
---------
Co-authored-by: taozhiwang <taozhiwa@gmail.com >
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
2024-06-24 15:34:48 +08:00
陈屹华
ebc0ca893e
Fix TSDataSampler Slicing Bug #1716 ( #1803 )
...
* Fix TSDataSampler Slicing Bug #1716
* Fix TSDataSampler Slicing Bug #1716
* Fix TSDataSampler Slicing Bug #1716
* Fix TSDataSampler Slicing Bug with simplyer implmentation#1716
with Simplified Implementation
* Refactor: Fix CI errors by addressing pylint formatting issues
* Refactor: Remove extraneous whitespace for improved code formatting with Black
2024-06-21 09:25:23 +08:00
Lee Yuntong
3a348aec9f
Fix typo ( #1811 )
...
Co-authored-by: LeeYuntong <nukuihayu@outlook.com >
2024-06-20 18:12:07 +08:00
Lee Yuntong
37b908792b
Fix typo ( #1809 )
...
Co-authored-by: LeeYuntong <nukuihayu@outlook.com >
2024-06-19 17:31:57 +08:00
raikiriww
73ec0f4003
Add "mse" metric option to ALSTM.metric_fn ( #1810 )
2024-06-19 17:31:47 +08:00
block-gpt
7db83d84b7
Update utils.py for typo ( #1751 )
...
Fix typo
Co-authored-by: Linlang <Lv.Linlang@hotmail.com >
2024-06-01 19:33:23 +08:00
igeni
907c888c23
changed concat of strings to f-strings and redundant type conversion was removed ( #1767 )
...
Co-authored-by: Linlang <Lv.Linlang@hotmail.com >
2024-05-28 12:13:12 +08:00
Linlang
02fe6b6974
bump verison
2024-05-24 16:38:48 +08:00
Linlang
b892b21045
update version
2024-05-24 15:14:49 +08:00
Linlang
155f80323c
fix get data error ( #1793 )
...
* fix get data error
* fix get v0 data error
* optimize get_data code
* fix pylint error
* add comments
2024-05-24 12:59:50 +08:00
playfund
2ae4be426a
Delete redundant copy() code to speed up ( #1732 )
...
Delete redundant copy() code to speed up
Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com >
2024-05-17 18:45:07 +08:00
Chuan Xu
b1e0e77c97
Fix the bug of reading string NA as NaN in the function exists_qlib_data. ( #1736 )
...
* Fix the bug of reading NA string as NaN in exists_qlib_data.
* Fix the .gitignore file.
* Update the fix and add some comments.
* format with black
---------
Co-authored-by: Chuan Xu <chuan.xu@sas.com >
Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com >
2024-05-10 13:09:39 +08:00
Linlang
3779b5186a
bump version ( #1784 )
...
Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com >
2024-05-08 13:50:55 +08:00
Young
194284b1ac
Update version
2024-05-07 14:15:35 +08:00
Linlang
39f88daaa7
download orderbook data ( #1754 )
...
* download orderbook data
* fix CI error
* fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* test fix CI error
* optimize get_data code
* optimize get_data code
* optimize get_data code
* optimize README
---------
Co-authored-by: Linlang <v-linlanglv@microsoft.com >
2024-03-07 14:41:21 +08:00
Fivele-Li
69e28ceab8
suppress the SettingWithCopyWarning of pandas ( #1513 )
...
* df value is set as expected, suppress the warning;
* depress warning with pandas option_context
---------
Co-authored-by: Cadenza-Li <362237642@qq.com >
2023-09-01 18:12:49 +08:00
Di
5387ea5c1f
Add exploration noise to rl training collector ( #1481 )
...
* Update vessel.py
Add exploration_noise=True to training collector
* Update vessel.py
Reformat
2023-08-18 17:41:02 +08:00
Di
05d67b3828
Add multi pass portfolio analysis record ( #1546 )
...
* Add multi pass port ana record
* Add list function
* Add documentation and support <MODEL> tag
* Add drop in replacement example
* reformat
* Change according to comments
* update format
* Update record_temp.py
Fix type hint
* Update record_temp.py
2023-08-04 17:41:12 +08:00
you-n-g
1a32ba1806
Bump Version & Fix CI ( #1606 )
...
* Bump Version & Fix CI
* Update test_qlib_from_pip.yml
2023-07-18 20:54:15 +08:00
you-n-g
842b8e8563
Update __init__.py
2023-07-18 19:28:17 +08:00
you-n-g
be4646b4b7
Adjust rolling api ( #1594 )
...
* Intermediate version
* Fix yaml template & Successfully run rolling
* Be compatible with benchmark
* Get same results with previous linear model
* Black formatting
* Update black
* Update the placeholder mechanism
* Update CI
* Update CI
* Upgrade Black
* Fix CI and simplify code
* Fix CI
* Move the data processing caching mechanism into utils.
* Adjusting DDG-DA
* Organize import
2023-07-14 12:16:12 +08:00
Yang
3e074c8435
fix download token ( #1577 )
2023-07-06 12:38:52 +08:00
you-n-g
b1e7b19a3d
Update __init__.py
2023-06-27 11:55:40 +08:00
you-n-g
27f476b311
Update __init__.py
2023-06-26 00:00:46 +08:00
Linlang
21f0b394e7
change get_data url ( #1558 )
...
* change_url
* fix_CI
* fix_CI_2
* fix_CI_3
* fix_CI_4
* fix_CI_5
* fix_CI_6
* fix_CI_7
* fix_CI_8
* fix_CI_9
* fix_CI_10
* fix_CI_11
* fix_CI_12
* fix_CI_13
* fix_CI_13
* fix_CI_14
* fix_CI_15
* fix_CI_16
* fix_CI_17
* fix_CI_18
* fix_CI_19
* fix_CI_20
* fix_CI_21
* fix_CI_22
* fix_CI_23
* fix_CI_24
* fix_CI_25
* fix_CI_26
* fix_CI_27
* fix_get_data_error
* fix_get_data_error2
* modify_get_data
* modify_get_data2
* modify_get_data3
* modify_get_data4
* fix_CI_28
* fix_CI_29
* fix_CI_30
---------
Co-authored-by: Linlang <v-linlanglv@microsoft.com >
2023-06-25 23:39:11 +08:00
you-n-g
0e9ac9dce7
Fix CI ( #1529 )
2023-05-31 08:39:52 +08:00
yaxuan999
efffb2819a
added KRNN and Sandwich models and their example results based on Alpha360 ( #1414 )
...
* Update README.md
updated the result of KRNN and Sandwich models based on Alpha360
* Update README.md
* Update README.md
* Add files via upload
* Update README.md
* Update README.md
* Update README.md
* Add files via upload
* Delete pytorch_krnn.py
* Delete pytorch_sandwich.py
* Add files via upload
* Update pytorch_sandwich.py
* Update pytorch_krnn.py
* Update pytorch_sandwich.py
* Update pytorch_krnn.py
* Update README.md
* Update README.md
* Update requirements.txt
* Update requirements.txt
* Update README.md
* Update README.md
* Update pytorch_sandwich.py
* Update link on index
---------
Co-authored-by: Young <afe.young@gmail.com >
2023-05-26 18:42:58 +08:00
Fivele-Li
19a0eb78bc
Fix TCN model input dimension mismatch ( #1520 )
...
* transpose dimension 1 and 2 to match nn.Conv1d input
* 1.update TCN benchmarks;
2.Emphasize updating the benchmark table;
* replace specific version with main
---------
Co-authored-by: lijinhui <362237642@qq.com >
2023-05-26 14:44:34 +08:00
Huoran Li
8d60a6a02b
Resolve RL FIXMES ( #1503 )
...
* Solve several small FIXMEs left in RL
* Add TODO in example
* Minor bugfix
* black
2023-05-17 16:57:08 +08:00
Fivele-Li
7234308651
Add base config in yml ( #1500 )
...
* path on Windows contains double '/' which may cause open file failed.
* locate import numpy error
* locate import numpy error
* locate import numpy error
* locate import numpy error
* locate import numpy error
* locate import numpy error
* locate import numpy error
* locate import numpy error
* locate import numpy error
* locate import numpy error
* add baseConfig in yml,user can add new keys or update/drop keys in baseConfig;
* locate import numpy error
* locate import numpy error
* locate import numpy error
* locate import numpy error
* locate import numpy error
* locate import numpy error
* locate import numpy error
* pip release version 23.1 on Apr.15 2023, CI failed to run, Please refer to #1495 ofr detailed logs. The pip version has been temporarily fixed to 23.0.1.
* 1.Search for baseConfig in multiple directories;
2.Add user instructions in qrun;
* fix format with black
* 1.modify baseConfig key to BASE_CONFIG_PATH;
2.only find config file in absolute path and relative path;
* load BASE_CONFIG_PATH on absolute path & relative path;
* fix Lint with black
---------
Co-authored-by: lijinhui <362237642@qq.com >
2023-05-12 17:35:37 +08:00
Chaoying
acf5df27ce
Add support for redis password ( #1508 )
2023-05-08 16:17:15 +08:00
Chaoying
37a59f28d3
Fix deprecated syntax in numpy ( #1507 )
...
* Fix deprecated syntax in numpy
* Replace np.bool with bool
2023-05-08 16:17:02 +08:00
YQ Tsui
b084c352f5
provide dtype to empty series to surpress warning; fix type ( #1449 )
2023-05-05 17:47:44 +08:00
