you-n-g
|
c34051c1ce
|
Be compatible with Google Colab (#1188)
* Update workflow_by_code.ipynb
* Update workflow_by_code.ipynb
* Update workflow_by_code.ipynb
* Update workflow_by_code.ipynb
* Update workflow_by_code.ipynb
|
2022-07-08 14:23:25 +08:00 |
|
you-n-g
|
2952c443ca
|
Add Qlib notebook tutorial (#1037)
* Add Qlib notebook tutorial
* Update tutorial
|
2022-04-08 21:29:41 +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 |
|
Pengrong Zhu
|
c10c349b20
|
remove unneeded code from workflow_by_code.ipynb && fix analysis_model_performance (#740)
|
2021-12-11 13:23:00 +08:00 |
|
Chao Wang
|
0b3b95f22f
|
Update workflow_by_code.ipynb (#697)
changed model_strategy to signal_stragey. there is no model_strategy under qlib.contrib.strategy.
|
2021-11-18 09:21:45 +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
|
1fb50d521b
|
Merge branch 'main' into nested_decision_exe
|
2021-07-07 17:30:31 +08:00 |
|
Guodong Xu
|
d66733c358
|
examples/workflow_by_code.ipynd: fix an error in R.get_recorder() parameters
get_recorder() needs specify 'recorder_id='. However workflow_by_code.ipynd
didn't. This patch fixes it.
Without this fix, here is the error message jupyter-notebook reports:
"---------------------------------------------------------------------------
TypeError Traceback (most recent call last)
<ipython-input-7-e6a7b5f4da00> in <module>
26 # backtest and analysis
27 with R.start(experiment_name="backtest_analysis"):
---> 28 recorder = R.get_recorder(rid, experiment_name="train_model")
29 model = recorder.load_object("trained_model")
30
TypeError: get_recorder() takes 1 positional argument but 2 positional arguments (and 1 keyword-only argument) were given"
Signed-off-by: Guodong Xu <guodong.xu@linaro.org>
|
2021-06-26 18:25:47 +08:00 |
|
bxdd
|
f78e90171b
|
fix comments & add VAStrategy & add trade indicator
|
2021-06-14 21:32:18 +08:00 |
|
bxdd
|
4d48c96d30
|
fix CI
|
2021-06-01 18:50:50 +08:00 |
|
bxdd
|
4085b447aa
|
move backtest to core, fix calendar bugs, add some docstring
|
2021-05-27 21:14:39 +08:00 |
|
Jactus
|
4861552d28
|
Update notebook
|
2021-03-25 17:13:52 +08:00 |
|
zhupr
|
627fc628e0
|
Fix get_data.py detection
|
2020-11-28 12:57:00 +08:00 |
|
Dong Zhou
|
cde5c59b7e
|
fix colab link
|
2020-11-28 08:38:42 +08:00 |
|
Dong Zhou
|
dc8bf6f077
|
add colab button
|
2020-11-28 08:26:18 +08:00 |
|
zhupr
|
c5a3b74a96
|
Fix the target repository of get_data.py in google.colab
|
2020-11-27 22:33:22 +08:00 |
|
zhupr
|
be2173d839
|
Fix
|
2020-11-27 22:08:35 +08:00 |
|
zhupr
|
f8101214eb
|
Fix report, support google colab
|
2020-11-27 20:00:05 +08:00 |
|
Young
|
e2935f214a
|
fix some typo and bug
|
2020-11-26 08:42:54 +00:00 |
|
Jactus
|
27b573c7d6
|
Update run_all_model script
|
2020-11-23 15:10:14 +08:00 |
|
Jactus
|
aed566fa00
|
Fix get_data bug in workflows
|
2020-11-23 10:53:26 +08:00 |
|
Jactus
|
5aa48524d6
|
Add run_all_model script
|
2020-11-20 16:09:40 +08:00 |
|
Jactus
|
c91698287a
|
Add catboost config and notebook
|
2020-11-19 17:18:18 +08:00 |
|