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Commit Graph

1316 Commits

Author SHA1 Message Date
wangwenxi.handsome
c202a4b1e6 fix _get_base_vol_pri clip_time_range 2021-07-26 11:21:05 +00:00
wangwenxi.handsome
e88c45e13c update position 2021-07-25 12:38:54 +00:00
wangwenxi.handsome
103d3034bf Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into nested_decision_exe 2021-07-25 12:37:04 +00:00
wangwenxi-handsome
4ffb05ae59 Update Action 2021-07-24 22:08:15 +08:00
wangwenxi.handsome
6dcbf51298 update action 2021-07-24 11:36:28 +00:00
wangwenxi-handsome
9d732e9646 Update Action 2021-07-24 10:12:59 +00:00
wangwenxi.handsome
a8ea66b83e black 2021-07-23 09:33:04 +00:00
you-n-g
9e6f4ec578 Merge pull request #520 from wangwenxi-handsome/nested_decision_exe
abstract Quote class from Exchange
2021-07-23 14:36:36 +08:00
wangwenxi.handsome
301e0477ec Merge branch 'nested_decision_exe' of https://github.com/wangwenxi-handsome/qlib into nested_decision_exe 2021-07-23 05:52:09 +00:00
wangwenxi.handsome
0ec6b87d39 fix little bug 2021-07-23 05:50:41 +00:00
you-n-g
d445f28e5f Merge branch 'main' into nested_decision_exe 2021-07-23 12:38:20 +08:00
you-n-g
bbba9600a1 Merge branch 'nested_decision_exe' into nested_decision_exe 2021-07-23 12:15:45 +08:00
wangwenxi.handsome
2c8a3ded08 high_performance_data_structure 2021-07-22 15:20:03 +00:00
panshuaiyin
3810a4cd33 Update data.rst
use own alpha-factor
2021-07-22 20:07:04 +08:00
you-n-g
48af7126b6 Update news about models 2021-07-22 11:07:09 +08:00
Ying-Tao Luo
025b1dcff9 Add two new models in model zoo 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
29e66b2dea Add two new model in zoo
Add transformer and localformer (SLGT) models for time series prediction in finance in the Quant Model Zoo.
2021-07-22 11:05:39 +08:00
Ying-Tao Luo
698e59ac72 Add performance of two new models
Add the performance of transformer and localformer.
2021-07-22 11:05:39 +08:00
Ying-Tao Luo
e006ef40ad Update pytorch_localformer_ts.py 2021-07-22 11:05:39 +08:00
Young
59d4bc9394 update run_all_model and black format 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
b07e0bffb1 Add files via upload 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
161343018f Add files via upload 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
bee031af68 Add files via upload 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
35840606a8 Update pytorch_localformer.py 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
2df9b6e076 Add files via upload 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
0c3eaf3f16 Add files via upload 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
2eee064eb8 Add files via upload 2021-07-22 11:05:39 +08:00
Ying-Tao Luo
096ef5a62b Update pytorch_transformer.py
Have passed black
2021-07-22 11:05:39 +08:00
Ying-Tao Luo
dd0eebed53 Update pytorch_localformer.py
Have passed black.
2021-07-22 11:05:39 +08:00
Ying-Tao Luo
7b20abeda1 Add files via upload
Add naive transformer model and a improved transformer model.
2021-07-22 11:05:39 +08:00
wangwenxi.handsome
10c182e2b0 add order_indicator doc 2021-07-21 14:09:12 +00:00
wangwenxi.handsome
83d4387e9f pandas_order_indicator 2021-07-21 12:47:31 +00:00
you-n-g
5519420efd Update test_macos.yml
Give more comments about the MacOS test yaml
2021-07-21 18:30:25 +08:00
zhupr
eb3c5b3088 macos-test-ci split out separately 2021-07-21 18:25:31 +08:00
zhupr
f03df874bf fix macos-test-ci 2021-07-21 18:25:31 +08:00
zhupr
bf7732e284 fix df_features.index conține np.nan 2021-07-21 14:28:20 +08:00
Young
4e862f7d1f add print cash in verbose mode and code format 2021-07-20 05:13:05 +00:00
wuzhe1234
3f5334ab39 Update qrun to automaticly save the config to the artifacts uri 2021-07-19 13:32:14 +08:00
Young
92f2891664 fix order factor setting issue
Move the factor setting from init phase to dealing phase.
2021-07-19 02:37:44 +00:00
zhupr
c97a96363d Add a check if change is mutated to YahooNormalize1d 2021-07-18 20:28:46 +08:00
slowy07
2023f714c9 [fixed] lgtm issue : unused imported module of 'signal' and change to PEP8 style code imported module 2021-07-18 15:25:18 +08:00
slowy07
f8a2b0533b lgtm issue: fixing unused import of 'time' 2021-07-18 15:25:18 +08:00
chaosyu
3183a232df update doc str 2021-07-18 15:24:23 +08:00
chaosyu
8b715268bd use list_kwargs instead filter_string 2021-07-18 15:24:23 +08:00
chaosyu
28cb827a23 fix lint issue 2021-07-18 15:24:23 +08:00
chaosyu
b723f14619 apply filter string to recorder collector 2021-07-18 15:24:23 +08:00
chaosyu
47535ba530 add mlflow filter string support to limit too much run number 2021-07-18 15:24:23 +08:00
Young
4a62e02fca add get_data_cal_avail_range method 2021-07-18 07:12:14 +00:00
Young
ed12c7fca3 add common_infra warning and fix time bug 2021-07-18 03:13:15 +00:00
Young
7738f39546 filter zero base price 2021-07-17 06:54:44 +00:00