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1,956 Commits 46 Branches 26 Tags
ceff886f4938132ac0888135eee8fa70eecfb557
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Author SHA1 Message Date
JJ
ceff886f49 Update data.rst (#1679) 
Fixed a couple of small spelling errors.
 2023-11-16 18:11:29 +08:00
Ikko Eltociear Ashimine
15b64768e2 Update README.md (#1637) 
an -> a
 2023-11-15 17:03:26 +08:00
Andy li
8bf2678676 fix the warning (#1656) 2023-11-03 17:03:11 +08:00
JJ
fb80e318e2 Update quick.rst (#1667) 
Fixed small spelling error.
 2023-10-20 17:23:34 +08:00
zhuan
ecbeeafdc1 Update requirements.txt (#1521) 2023-09-15 17:18:04 +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
Fivele-Li
4c30e5827b Troubleshooting pip version issues in CI (#1504) 
* CI failed to run on 23.1 and 23.1.1

* add pyproject.toml

* upgrade pip in slow.yml

* upgrade build-system requires

* troubleshooting pytest problem

* troubleshooting pytest problem

* troubleshooting pytest problem

* troubleshooting pytest problem

* add qlib root path to python sys.path

* add qlib root path to $PYTHONPATH

* add qlib root path to $PYTHONPATH

* add qlib root path to $PYTHONPATH

* modify pytest root;

* remove set env

* change_pytest_command_CI

* change_pytest_command_CI

* fix_ci

* fix_ci

* fix_ci

* fix_ci

* fix_ci

* fix_ci

* fix_ci

* remove_toml

* recover_toml

---------

Co-authored-by: lijinhui <362237642@qq.com>
Co-authored-by: linlang <Lv.Linlang@hotmail.com>
 2023-08-24 21:24:50 +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
Linlang
38edac5069 fix docs (#1618) 
Co-authored-by: Linlang <v-linlanglv@microsoft.com>
 2023-08-02 20:14:54 +08:00
Fivele-Li
b4b7a2fdd4 depress warning with pandas option_context (#1524) 
Co-authored-by: Cadenza-Li <362237642@qq.com>
 2023-08-01 19:02:04 +08:00
JJ
480f233e3f Update introduction.rst (#1578) 2023-07-26 16:42:53 +08:00
Gene
953621ac7e Update README.md (#1553) 2023-07-26 16:38:22 +08:00
JJ
87a026fef3 Update introduction.rst (#1579) 
Fixed a spelling mistake. I changed deicsions to decisions.
 2023-07-26 16:37:59 +08:00
Linlang
8676303077 fix_ci (#1608) 
Co-authored-by: Linlang <v-linlanglv@microsoft.com>
 2023-07-19 17:33:47 +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 v0.9.3 2023-07-18 19:28:17 +08:00
Linlang
7d7e96a655 Fixed pyqlib version issue on macos (#1605) 
* change_publish

* Update .github/workflows/python-publish.yml

---------

Co-authored-by: Linlang <v-linlanglv@microsoft.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2023-07-18 19:25:08 +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
you-n-g
8d3adf34ac Postpone PR stale. (#1591) 2023-07-12 09:59:09 +08:00
Lewen Wang
b1dfc77ad7 Update qlibrl docs. (#1588) 
* Update qlibrl docs.

* Update docs/component/rl/guidance.rst

* Update docs/component/rl/guidance.rst

* Update docs/component/rl/guidance.rst

---------

Co-authored-by: Litzy <litzy0619owned@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2023-07-07 15:40:03 +08:00
Yang
3e074c8435 fix download token (#1577) 2023-07-06 12:38:52 +08:00
Linlang
b7e5f63a07 fix_pip_ci (#1584) 
* fix_pip_ci

* fix_ci_get_data_error

---------

Co-authored-by: Linlang <v-linlanglv@microsoft.com>
 2023-07-05 21:23:15 +08:00
you-n-g
4db30b1225 Update README.md for RL (#1573) 
* Update README.md

* Update README.md
 2023-06-28 10:53:58 +08:00
you-n-g
b1e7b19a3d Update __init__.py 2023-06-27 11:55:40 +08:00
you-n-g
27f476b311 Update __init__.py v0.9.2 2023-06-26 00:00:46 +08:00
you-n-g
0e61cac6a8 Update release-drafter.yml (#1569) 
* Update release-drafter.yml

* Update release-drafter.yml
 2023-06-25 23:48:37 +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
Wendi Li
cd4ab998fb Update on Dynamic Benchmark (#1539) 
* move config file to benchmark_dynamic & switch default sim task model to GBDT

* Update benchmark_dynamic results

* Change the default value of alpha of DDG-DA
 2023-06-03 08:42:24 +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
Fivele-Li
370477288d fix_DDG-DA_workflow_bug (#1516) 
* 1.specify group_keys=False to avoid FutureWarning;
2.fix get train_start from dict unexpected problem;

* fix black

* Add comments

* Add make file

---------

Co-authored-by: Young <afe.young@gmail.com>
 2023-05-24 15:49:58 +08:00
you-n-g
94268619c4 Update README.md 2023-05-23 09:50:00 +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
Maksim Zayakin
9e22e5168b Remove unused DNNModelPytorch params (#1470) 
* Remove lr_decay and lr_decay_steps params

More flexible way to pass a scheduler (via callable function) is already
supported

* remove lr_decay and lr_decay_steps from mlp workflow configs
 2023-04-28 17:48:40 +08:00
Fivele-Li
dceff7b471 Specify the tianshou version to match the dev environment to avoid the error in issue #1477. (#1502) 2023-04-28 13:50:25 +08:00
Huoran Li
7f1e8c5206 Refine Qlib RL data format (#1480) 
* wip

* wip

* wip

* Fix naming errors

* Backtest test passed

* Why training stuck?

* Minor

* Refine train configs

* Use dummy in training

* Remove pickle_dataframe

* CI

* CI

* Add more strict condition to filter orders

* Pass test

* Add TODO in example

---------

Co-authored-by: Young <afe.young@gmail.com>
 2023-04-26 21:14:30 +08:00
Fivele-Li
46264dfec9 normpath for Windows (#1495) 
* 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

* 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.

---------

Co-authored-by: lijinhui <362237642@qq.com>
 2023-04-26 16:26:12 +08:00
Fivele-Li
754799ab05 update ubuntu CI version; (#1488) 
* update ubuntu CI version;
(End of standard support for 18.04 LTS - 31 May 2023)

* update ubuntu CI version;

---------

Co-authored-by: lijinhui <362237642@qq.com>
 2023-04-10 17:06:48 +08:00
you-n-g
32c3070b73 Refine DDG-DA (#1472) 
* Run ddg-da successfully

* Support include valid; More parameters

* Support L2 reg & visualization

* Blackformat

* Enable fill_method

* Support specify handler & optim dataset

* Fix Pylint
 2023-04-07 15:00:21 +08:00
you-n-g
40de67265a Update Docs about some concepts in DataHandler (#1485) 2023-04-07 10:02:16 +08:00
saurabh dave
e6f9a94fc5 fix: removed extra blank link between sections (#1451) 2023-04-03 17:32:01 +08:00
Fivele-Li
73937863f1 Merge pull request #1475 from qianyun210603/bugfix 
[BUGFIX] potential file// url parsing error
 2023-03-24 11:22:57 +08:00
BookSword
d010219ba6 Merge branch 'main' into bugfix 2023-03-23 16:11:19 +08:00
BookSword
4fc8a5f25f merge 2023-03-23 16:05:09 +08:00