* Explain data crawler structure
* Add documentation for data and feature
* Update scripts/data_collector/yahoo/README.md
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
* Remove some confusing wording
* Add third party data source
* Fix command typo
* Update commands
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
* Done
* Fix test errors
* Revert profit_attribution.py
* Minor
* A minor update on collect_data type hint
* Resolve PR comments
* Use black to format code
* Fix CI errors
* Fixed pandas FutureWarning
`FutureWarning: Passing a set as an indexer is deprecated and will raise in a future version. Use a list instead.`
* fixed another pandas FutureWarning
```
scripts/data_collector/index.py:228: FutureWarning: The frame.append method is deprecated and will be removed from pandas in a future version. Use pandas.concat instead.
new_df = new_df.append(_tmp_df, sort=False)
```
* fixed more pandas futurewarnings
* Commit the code of HIST and IGMTF on Alpha360
* add stock index
* Update README.md
* delete useless code
* fix the bug of code format with black
* fix pylint bugs
* fix the bugs of pylint
* fix pylint bugs
* fix flake8
* 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>
* Merge data selection to main
* Update trainer for reweighter
* Typos fixed.
* update data selection interface
* successfully run exp after refactor some interface
* data selection share handler & trainer
* fix meta model time series bug
* fix online workflow set_uri bug
* fix set_uri bug
* updawte ds docs and delay trainer bug
* docs
* resume reweighter
* add reweighting result
* fix qlib model import
* make recorder more friendly
* fix experiment workflow bug
* commit for merging master incase of conflictions
* Successful run DDG-DA with a single command
* remove unused code
* asdd more docs
* Update README.md
* Update & fix some bugs.
* Update configuration & remove debug functions
* Update README.md
* Modfify horizon from code rather than yaml
* Update performance in README.md
* fix part comments
* Remove unfinished TCTS.
* Fix some details.
* Update meta docs
* Update README.md of the benchmarks_dynamic
* Update README.md files
* Add README.md to the rolling_benchmark baseline.
* Refine the docs and link
* Rename README.md in benchmarks_dynamic.
* Remove comments.
* auto download data
Co-authored-by: wendili-cs <wendili.academic@qq.com>
Co-authored-by: demon143 <785696300@qq.com>
* Fix $volume normalization issue
Fix: https://github.com/microsoft/qlib/issues/765
* black formatting
black formatting
* black formatting
black formatting
* black formatting
black formatting
* 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>
