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mirror of https://github.com/microsoft/qlib.git synced 2026-06-29 09:01:18 +08:00
Commit Graph

44 Commits

Author SHA1 Message Date
bxdd
ffa68fd010 update 2021-01-28 14:25:55 +00:00
bxdd
2a5f06ee9e update dataset test 2021-01-27 06:25:40 +00:00
zhupr
ae45711e2b Merge remote-tracking branch 'qlib/main' into save_inst 2021-01-26 19:42:59 +08:00
bxdd
ee94634b23 black 2021-01-26 08:47:53 +00:00
bxdd
2016ebbbb2 update tests 2021-01-26 08:47:07 +00:00
zhupr
1a1c45981c US stock code supports Windows 2021-01-26 16:06:38 +08:00
bxdd
a762248d98 update test&docs 2021-01-22 01:06:32 +09:00
bxdd
6daaa79519 add register ops config 2021-01-20 18:44:53 +09:00
bxdd
ecdfe49fd1 del custom ops test for check the CI status 2021-01-19 20:39:15 +09:00
bxdd
cb3b6c5bde black format 2020-12-23 16:41:32 +00:00
bxdd
b11712fa54 fix cant find ops error on Windows 2020-12-23 16:39:17 +00:00
bxdd
53f501ac19 del import 2020-12-21 12:44:27 +00:00
bxdd
132df027a5 update format 2020-12-21 12:09:25 +00:00
bxdd
7d97fd39ce update ops register 2020-12-21 12:06:42 +00:00
Young
74ac230edb rename for pytest 2020-12-09 20:24:56 +08:00
Young
361d168890 remove dataloader 2020-12-09 20:24:56 +08:00
Young
fb4a2e65cc support multi indexing of TSDatasetSample 2020-12-09 17:20:36 +08:00
Young
abb90ca2f6 fix sampler performance bug 2020-12-09 17:20:36 +08:00
lwwang1995
a88697151a Test CSRankNorm. 2020-12-09 17:20:36 +08:00
Young
d2107c9957 dataset performance optm 2020-12-09 17:20:36 +08:00
lwwang1995
bf8de72605 Update test_dataset 2020-12-09 17:20:36 +08:00
lwwang1995
60f62482b7 Update test_dataset 2020-12-09 17:20:36 +08:00
Young
d2d865fb7a fix bug of workflow 2020-12-09 17:20:36 +08:00
Young
5d5f8c8868 update TimeSeriesDataset 2020-12-09 17:20:36 +08:00
Jactus
8958656222 Update test scipts 2020-11-22 13:38:40 +08:00
Young
220208f28c fix record_tmp bug 2020-11-22 03:20:42 +00:00
Jactus
c22bd73f67 Update CI 2020-11-20 17:54:56 +08:00
Jactus
547697ddc6 Modify cli 2020-11-20 10:59:37 +08:00
Young
4a0394ce05 Merge remote-tracking branch 'origin/main' into main 2020-11-19 08:27:42 +00:00
zhupr
00277699c7 update tests && fix typo 2020-11-19 10:36:14 +08:00
Young
d4091a8711 split code into core and contrib for data&model 2020-10-17 10:04:02 +00:00
Jactus
7c6e5e822c Update CI & add black formatter 2020-10-10 10:13:51 +08:00
zhupr
80f7c4f81e Fix test_get_data && test_dump_data 2020-09-30 18:19:48 +08:00
Young
9637dc540e update test 2020-09-30 18:19:48 +08:00
zhupr
7ce485f2b7 Fix tests 2020-09-30 18:19:48 +08:00
zhupr
2c3e286a8a Fix test_all_pipeline.py 2020-09-30 18:19:48 +08:00
zhupr
2c4b31b274 Fix test_all_pipeline.py 2020-09-30 18:19:48 +08:00
zhupr
8d76a99ee0 QLibDataHandlerClose is renamed to Alpha158 2020-09-30 18:19:48 +08:00
Young
9eb3d3a416 fix test bug 2020-09-27 07:39:49 +00:00
zhupr
c825c99c2c Fix data collector 2020-09-26 23:36:43 +08:00
Young
0e8a4a3eb5 add test and mod doc 2020-09-25 10:25:33 +00:00
Young
900e284696 make the integration simpler 2020-09-25 04:39:59 +00:00
you-n-g
de9e13b171 release-0.5.0 (#1)
* init commit

* change the version number

* rich the docs&fix cache docs

* update index readme

* Modify cache class name

* Modify sharpe to information_ratio

* Modify Group- to Group

* add the description of graphical results & fix the backtest docs

* fix docs in details

* update docs

* Update introduction.rst

* Update README.md

* Update introduction.rst

* Update introduction.rst

* Update introduction.rst

* Update installation.rst

* Update installation.rst

* Update initialization.rst

* Update getdata.rst

* Update integration.rst

* Update initialization.rst

* Update getdata.rst

* Update estimator.rst

Modify some typos.

* Update README.md

Modify the typos.

* Update initialization.rst

* Update data.rst

* Update report.rst

* Update estimator.rst

* Update cumulative_return.py

* Update model.rst

* Update rank_label.py

* Update cumulative_return.py

* Update strategy.rst

* Update getdata.rst

* Update backtest.rst

* Update integration.rst

* Update getdata.rst

* Update introduction.rst

* Update introduction.rst

* Update README.md

* Update report.rst

* Update integration.rst

Fix typos

* Update installation.rst

Fix typos

* Update getdata.rst

* Update initialization.rst

Fix typos.

* add quick start docs&fix detials

* fix estimator docs & fix strategy docs

* fix the cahce in data.rst

* update documents

* Fix Corr && Rsquare

* fix data retrival example to csi300 & fix a data bug

* fix filter bug

* Fix data collector

* Modift model args

* add the log & fix README.md\quick.rst

* add enviroment depend & add intoduction of qlib-server online mode

* fix image center fomat & set log_only of docs is True

* fix README.md format

* update data preparation & readme logo image

* get_data support version

* Modify analysis names

* Modify analysis graph

* update report.rst & data.rst

* commmit estimator for merge

* minimal requirements

* Update README.md

* Update README.md

* Update README.md

* Update README.md

* Update README.md

* Update README.md

* Update README.md

* Update READEME.md

* Update READEME.md

* update estimator

* Fix doc urls

* fix get_data.py docstring

* update test_get_data.py

* Upate docs

* Upate docs

* Upate docs

Co-authored-by: bxdd <bxddream@gmail.com>
Co-authored-by: zhupr <zhu.pengrong@foxmail.com>
Co-authored-by: Wendi Li <wendili.academic@qq.com>
Co-authored-by: Dingsu Wang <dingsu.wang@gmail.com>
Co-authored-by: bxdd <45119470+bxdd@users.noreply.github.com>
Co-authored-by: cslwqxx <cslwqxx@users.noreply.github.com>
2020-09-24 12:01:39 +08:00
Young
99ebd87cba init commit 2020-09-22 01:43:21 +00:00