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Author	SHA1	Message	Date
you-n-g	d445f28e5f	Merge branch 'main' into nested_decision_exe	2021-07-23 12:38:20 +08:00
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
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
you-n-g	3b8087677c	Update online.rst	2021-07-16 12:24:33 +08:00
Young	5241b2f918	Merge branch 'nested_decision_exe' of github.com:microsoft/qlib into nested_decision_exe	2021-07-16 03:17:54 +00:00
Young	344f4f69d2	add data calendar API and refine order cal api	2021-07-16 03:11:07 +00:00
wangwenxi.handsome	f295497e2c	Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into nested_decision_exe	2021-07-15 13:38:38 +00:00
wangwenxi.handsome	aae4b02ab8	*tuple	2021-07-15 13:34:39 +00:00
Young	d907817ce9	unify variable names	2021-07-15 13:17:26 +00:00
zhupr	4ec41ea0e7	Add a check if change is mutated to YahooNormalize1d	2021-07-15 19:13:25 +08:00
Young	94b456714d	refactor index_range to trade_range	2021-07-15 08:02:09 +00:00
Young	571d27cba7	exchange support expression buy sell limit	2021-07-14 13:07:14 +00:00
you-n-g	6d91f28474	Update README.md	2021-07-14 10:07:02 +08:00
you-n-g	be8653c505	Update contributing section	2021-07-14 09:56:12 +08:00
wangwenxi.handsome	7b9e338a0d	add docs	2021-07-14 09:45:09 +08:00
wangwenxi.handsome	0646e53d24	fix spell error	2021-07-14 09:45:09 +08:00
wangwenxi.handsome	ca14e36f7a	initial account by position	2021-07-14 09:45:09 +08:00