you-n-g
d6f69aefea
Update data.rst
2022-01-15 19:22:31 +08:00
you-n-g
1bebe9780e
Fix the read the docs error ( #852 )
2022-01-15 19:15:06 +08:00
you-n-g
7a4a92bc69
Update data.rst
2022-01-14 13:17:52 +08:00
you-n-g
271782c9dd
Update data.rst
2022-01-14 09:19:12 +08:00
you-n-g
d0113ea7df
pylint code refine & Fix nested example ( #848 )
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* refine code by CI
* fix argument error
* fix nested eample
2022-01-14 09:09:21 +08:00
you-n-g
c3996955ef
Update README.md
2022-01-13 15:29:43 +08:00
Jiabao Qu
8261965015
fix: highfreq_gdbt_model of prepare data ( #846 )
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Co-authored-by: Jiabao Qu <qujiabao@logiocean.com >
2022-01-12 21:36:23 +08:00
Jiabao Qu
6f71f8a46b
chore: remove hard code input dimension of model pytorch_tcts ( #843 )
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Co-authored-by: Jiabao Qu <qujiabao@logiocean.com >
2022-01-12 19:12:20 +08:00
Chia-hung Tai
edd8badeaf
[840] - Test case for operators. ( #841 )
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* [840] - Test case for operators.
* Move import to the head of file and add test_setting.
2022-01-11 18:44:15 +08:00
Young
19689024d4
Fix exp uri CI bug
2022-01-10 17:29:27 +08:00
you-n-g
0304df0d5b
Update README.md
2022-01-10 16:56:18 +08:00
Young
181ee3c070
FIX File Name
2022-01-10 16:55:20 +08:00
you-n-g
cf35562e84
DDG-DA paper code ( #743 )
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* 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 >
2022-01-10 16:52:37 +08:00
Chia-hung Tai
184ce34a34
[807] Move the REG_CONSTANT/EPS to constant.py. ( #811 )
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* [807] Move the REG_CONSTANT to constant.py.
* import REG_US.
* Move EPS to constant.py.
2022-01-09 21:39:46 +08:00
Chia-hung Tai
382ababc01
Add description of the pu template. ( #812 )
2022-01-09 21:14:11 +08:00
Chia-hung Tai
bcf18c14de
Fix typos and comments. ( #815 )
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* Fix typos and comments.
* Add comma before and.
2022-01-09 21:13:25 +08:00
Chia-hung Tai
6c1332f604
Fix some warnings in log.py. ( #805 )
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* Fix some warnings in log.py.
* Fix typo and using black format.
* Fix black.
* Rename dict_ to attrs
2022-01-06 15:36:00 +08:00
you-n-g
93088485c3
Update README.md ( #802 )
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* Update README.md
* Update README.md
* Update README.md
* Update README.md
2022-01-04 19:16:04 +08:00
Chia-hung Tai
c633d3fec0
Fix BaseStrategy path. ( #801 )
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qlib.strategy.base.BaseStrategy is the current path.
2022-01-04 18:55:40 +08:00
you-n-g
0b6d99bd38
Add a more understandable example of data workflow ( #797 )
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* Update data.rst
* Update data.rst
2022-01-04 09:07:44 +08:00
you-n-g
03cce8c908
Some Optimization of online code ( #784 )
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* Some Optimization of online code
* more flexible updater and load_object & fix p*_uri
* make recorder more friendly
* remove unused import
2022-01-03 15:52:03 +08:00
安阁锐
e76b409d9a
Fix $volume normalization issue ( #792 )
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* Fix $volume normalization issue
Fix: https://github.com/microsoft/qlib/issues/765
* black formatting
black formatting
* black formatting
black formatting
* black formatting
black formatting
2022-01-01 23:44:17 +08:00
Arthur Cui
3e79a088ef
Add Crypto dataset from coingecko ( #733 )
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* add crypto symbols collectors
* add crypto data collector
* add crypto symbols collectors
* add crypto data collector
* solver region and source problem
* fix merge
* fix merge
* clean all cn information
Co-authored-by: DefangCui <170007807@pku.edu.cn >
2021-12-31 22:24:26 +08:00
SunsetWolf
dfc0ed3c01
fix_typo ( #790 )
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Signed-off-by: unknown <lv.linlang@qq.com >
2021-12-31 22:14:47 +08:00
you-n-g
f59cfe51e0
Fix account shared bug ( #791 )
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* Fix account shared bug
* fix bug in nested executor
2021-12-31 15:56:21 +08:00
Pengrong Zhu
1ecdfd45fe
fix dump_bin:DumpDataUpdate ( #783 )
2021-12-29 09:29:08 +08:00
Chao Ning
622303b83a
add map_location to torch.load to make it work when cuda is unavailable ( #782 )
2021-12-29 00:02:04 +08:00
Chao Ning
6bafd0a09b
Reformat example data names: use {region}_data for 1-day data, and {region}_data_1min for 1-min data ( #781 )
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* Fix high-freq data name from `yahoo_cn_1min` to `cn_data_1min`
* re-format example data names using `qlib_{region}_{feq}`, e.g. qlib_cn_1d
* re-format example data names using `{region}_{feq}`, e.g. us_1d and cn_1min
* keep using for 1day data, and change 1min data to
2021-12-28 23:58:49 +08:00
you-n-g
aed9c09091
Update news
2021-12-28 19:54:30 +08:00
Dong Zhou
1b8f0b4575
support optimization based strategy ( #754 )
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* support optimization based strategy
* fix riskdata not found & update doc
* refactor signal_strategy
* add portfolio example
* Update examples/portfolio/prepare_riskdata.py
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* fix typo
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* fix typo
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* update doc
* fix riskmodel doc
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
2021-12-28 18:44:20 +08:00
you-n-g
4709909782
Add hook for supporting RL strategy ( #768 )
2021-12-27 12:16:36 +08:00
Pengrong Zhu
a0f49fe2e7
fix cn_index collector ( #780 )
2021-12-26 14:12:48 +08:00
you-n-g
2840570dd3
Fix Typo in README.md
2021-12-26 00:42:16 +08:00
you-n-g
00ad122175
Update Contributor list ( #779 )
2021-12-26 00:25:03 +08:00
you-n-g
3493f29e16
Enhance Task Dict Var ( #778 )
2021-12-26 00:18:44 +08:00
you-n-g
e33de44cb9
Update Docs of Alpha360 ( #777 )
2021-12-25 18:07:44 +08:00
Chia-hung Tai
e843e021a2
Use encoding="utf-8" in open. ( #773 )
2021-12-25 18:00:56 +08:00
Chia-hung Tai
5aa5a6f356
Replace scripts/get_data.py to get_data.py. ( #775 )
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For the consitency in this page, replace scripts/get_data.py to get_data.py.
2021-12-25 16:12:04 +08:00
Chia-hung Tai
f490708025
Fix typo leanable to learnable. ( #774 )
2021-12-25 16:07:40 +08:00
you-n-g
41a5778684
Update strategy.rst
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Add docs for the prediction score
2021-12-25 15:24:58 +08:00
you-n-g
ef161715f7
Add docs about the patameters ( #771 )
2021-12-24 15:26:27 +08:00
you-n-g
d087054a59
Add Cache to avoid frequently loading calendar ( #766 )
2021-12-23 09:08:52 +08:00
cuicorey
350fbe91c9
Change BCELoss in MLP model ( #756 )
2021-12-20 19:03:33 +08:00
you-n-g
2aca74cd21
Black Format
2021-12-20 18:21:31 +08:00
you-n-g
92ff3d20b9
Update processor.py
2021-12-20 18:18:59 +08:00
you-n-g
0552120a2e
Update documents for qlib_uri
2021-12-20 14:18:53 +08:00
you-n-g
3480fd932f
Update README.md
2021-12-18 12:29:36 +08:00
Pengrong Zhu
957f9a18e9
fix IndexError of the last trading day in backtest calendar ( #751 )
2021-12-17 11:11:56 +08:00
you-n-g
6c83632fc4
Update README.md
2021-12-14 18:13:04 +08:00
Arthur Cui
125922b77a
solve VERSION.txt bug ( #732 )
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* solve VERSION.txt bug
* back to main version
* change setup and init to follow pypi type
* add read function
* solve black format
Co-authored-by: DefangCui <170007807@pku.edu.cn >
2021-12-12 12:02:20 +08:00
