you-n-g
d4b56d97b5
Update __init__.py
2021-11-18 18:22:09 +08:00
Chao Wang
0b3b95f22f
Update workflow_by_code.ipynb ( #697 )
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changed model_strategy to signal_stragey. there is no model_strategy under qlib.contrib.strategy.
2021-11-18 09:21:45 +08:00
demon143
0596174b94
Update task_management.rst ( #654 )
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* Update task_management.rst
* Update task_management.rst
* Update task_management.rst
* Update task_management.rst
* Update task_management.rst
* Update task_management.rst
* Update task_management.rst
* Update task_management.rst
* Update task_management.rst
* Update task_management.rst
* Update task_management.rst
* Add files via upload
2021-11-18 09:20:54 +08:00
you-n-g
779b1786bd
Merging Backtest improve ( #694 )
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* Fix private import
* temporarily fix create exp conflicts for remote mlflow
Co-authored-by: Dong Zhou <Zhou.Dong@microsoft.com >
2021-11-16 11:43:35 +08:00
Lewen Wang
007082a112
Add AdaRNN baseline. ( #689 )
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* Update TCTS.
* Update TCTS README.
* Update TCTS README.
* Update TCTS.
* Add ADARNN.
* Update README.
* Reformat ADARNN.
* Add README for adarnn.
Co-authored-by: lewwang <lwwang@microsoft.com >
2021-11-16 11:24:43 +08:00
you-n-g
4e380b611e
Delete .DS_Store
2021-11-14 23:54:20 +08:00
Young
1e410c99be
Support auto skip flawed data
2021-11-13 07:44:26 +00:00
Pengrong Zhu
b223c4304d
add ops_warning_log to config ( #685 )
2021-11-12 22:23:29 +08:00
you-n-g
f2771f1beb
Callable Exp ( #683 )
2021-11-12 14:56:22 +08:00
Ckend
01bdf6c1b1
bugfix: Fix the problem that caused highfreq's yaml to be unusable ( #678 )
2021-11-10 22:32:58 +08:00
Pengrong Zhu
9639a8cac9
add default protocol_version ( #677 )
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* add default protocol_version
* add comment to serial.Serializable.get_backend
2021-11-10 14:37:18 +08:00
you-n-g
cae4c9c924
An example to get index from TSDataSampler ( #679 )
2021-11-10 14:35:27 +08:00
you-n-g
a2be6e28e9
handler demo cache ( #606 )
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* handler demo cache
* Update data_cache_demo.py
* example to reusing processed data in memory
* Skip dumping task of task_train
* FIX Black
Co-authored-by: Wangwuyi123 <51237097+Wangwuyi123@users.noreply.github.com >
2021-11-08 17:33:10 +08:00
you-n-g
fdbc666678
Fix private import
2021-11-08 09:53:58 +08:00
you-n-g
7800dd4ec9
Merge pull request #650 from microsoft/backtest_improve
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Improve the backtest design and APIs
2021-11-08 09:10:33 +08:00
Young
3fa48d7017
simplify record tmp
2021-11-05 12:57:14 +00:00
Mark Zhao
b18132dce1
More citations ( #673 )
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* check lexsort
* check lexsort
* lexsort comment
* lexsort comment
* fix GPU identification bug
* Create README.md
* Update README.md
* Create README.md
* Create README.md
* Update README.md
* Create README.md
* Update README.md
* Update README.md
* Create README.md
* Create README.md
* Create README.md
2021-11-05 19:43:50 +08:00
you-n-g
16957176a9
Update README.md
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Update benchmark link
2021-11-05 13:00:32 +08:00
fengcunguang
f0b9a807ea
Add A New Baseline: TCN ( #668 )
2021-11-04 20:30:52 +08:00
Mark Zhao
5ee2d9496b
GPU identification bug fix for GATs ( #669 )
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* check lexsort
* check lexsort
* lexsort comment
* lexsort comment
* fix GPU identification bug
2021-11-03 14:41:46 +08:00
Young
4f2d6b0d84
fix pytorch memory amount error
2021-11-02 20:41:39 +08:00
Young
3943b7001f
fix CI bug for AyncCaller
2021-11-02 14:32:09 +08:00
Young
2593185721
Simplify TSDataset and async recorder
2021-11-02 11:07:40 +08:00
Young
7a884fa9f2
remove redundant file only when remote artifact
2021-11-01 18:55:44 +08:00
Dong Zhou
d929d4bb21
rm recorder temp file
2021-11-01 09:29:44 +00:00
Young
e54b019ee2
solve init kwargs conflictions
2021-11-01 06:22:25 +00:00
Young
426b98a3bc
make the logic of online manager cleaner
2021-11-01 02:40:54 +00:00
Young
82f8ff9066
Update seperate dataframe
2021-11-01 00:51:21 +08:00
you-n-g
7b15682c63
Update initialization.rst
2021-10-30 21:42:22 +08:00
you-n-g
df36839a7f
Update README.md
2021-10-30 21:36:15 +08:00
Pengrong Zhu
4cecaba618
fix 'duplicate axis' error when updating cache ( #661 )
2021-10-29 22:52:42 +08:00
Pengrong Zhu
63b823f343
add logs in case of ops.py errors ( #659 )
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* add logs in case of ops.py errors
* Update qlib/data/ops.py
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
2021-10-29 08:52:43 +08:00
you-n-g
e41c0ac90a
Adjusting gbdt.py's parameter ( #660 )
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* Update gbdt.py
* Update gbdt.py
* Update gbdt.py
2021-10-28 19:43:05 +08:00
Young
31e9d529de
Add multi horizon task generator
2021-10-28 00:01:19 +08:00
Young
5fa56703ae
add handler pickle attr, enhance init_instance_by_config
2021-10-26 23:32:33 +08:00
Dong Zhou
c6bb11fe56
avoid trade without enough cash
2021-10-25 05:46:19 +00:00
Dong Zhou
3d7ebd1fe0
add back trade_val
2021-10-22 10:13:15 +00:00
Dong Zhou
7313b4dad0
fix impact cost
2021-10-22 08:58:37 +00:00
Dong Zhou
b70caff522
add doc
2021-10-22 08:49:20 +00:00
Dong Zhou
96b422a906
support market impact cost
2021-10-22 08:44:47 +00:00
Young
64130d9407
Fix the aggregation function of IndexData
2021-10-22 15:20:45 +08:00
Young
a58bc03a8e
add sepdf(make mini project only rely on qlib)
2021-10-21 13:15:02 +00:00
Young
f537222ce3
make handler seperable
2021-10-21 12:38:24 +00:00
Dong Zhou
c427c64845
fix calendar
2021-10-19 06:17:53 +00:00
Young
22ff8fdc44
simple change log
2021-10-16 17:14:37 +00:00
Young
4efb0a75c1
Being compatible with previous Qlib version
2021-10-16 16:43:38 +00:00
Young
052aad7982
simplify signal parameter
2021-10-15 14:48:31 +00:00
Young
12f05c7182
Merge branch 'backtest_improve' of github.com:microsoft/qlib into backtest_improve
2021-10-15 11:27:33 +00:00
Young
ac08468330
Make static prediction easier
2021-10-15 11:21:03 +00:00
Dong Zhou
df9745f134
support empty order
2021-10-15 09:07:03 +00:00
