Young
6295939346
Update to Dev Version
2023-01-29 18:55:23 +08:00
Young
5f3e322784
Update Version
2023-01-29 18:53:25 +08:00
Young
26d24b5b23
Bump to Dev Version
2022-12-09 18:21:39 +08:00
Young
b8bb3adbc8
Bump Qlib Version
2022-12-09 18:06:11 +08:00
YQ Tsui
6a47416a2d
Fix logging_level: make logging level specified in qlib.init applies to all loggers ( #1368 )
...
* fix logging_level: make logging level specified in qlib.init apply to all loggers
* downgrade loglevel in expmanager __init__ to debug (it will be called in each process in multiprocessing operations such as read data)
* correct gramma error
* fix black lint
* use functor to cache loggers and set level
* correct black lint
* correct pylint
* correct pylint
2022-11-29 08:09:22 +08:00
plpycoin
9b446f9a92
Update __init__.py ( #1177 )
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chore: bugfix, darwin also contains a "win" :), so ...
2022-07-07 20:04:24 +08:00
you-n-g
b655f90511
Fix mount path bug ( #1129 )
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* Fix mount path bug
* Update __init__.py
2022-07-03 21:30:08 +08:00
you-n-g
13d904d9a9
Update Version To Dev
2022-06-15 14:53:54 +08:00
Young
36950b905d
Update Qlib Version
2022-06-15 14:48:54 +08:00
you-n-g
366a9c33f3
Bump to Dev Version
2022-04-25 16:11:47 +08:00
Young
982e0da715
Update Version
2022-04-25 00:08:08 +08:00
Linlang Lv (iSoftStone)
30e457119c
add_pre-commit_and_flake8_to_CI
2022-03-25 16:56:02 +08:00
you-n-g
90be21bb40
Change to Dev Version
2022-03-08 22:32:28 +08:00
Young
7540b1257b
update version
2022-03-08 22:21:24 +08:00
SunsetWolf
144e1e2459
Fix pylint ( #888 )
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* add_pylint_to_workflow
* fix-pylint
* fix_pylinterror
* fix-issue
2022-01-26 19:27:24 +08:00
you-n-g
f979dcf5e8
Update __init__.py
2022-01-20 22:35:57 +08:00
you-n-g
97aa16a078
Update __init__.py
2022-01-20 02:02:56 +08:00
you-n-g
d9b9386032
Update __init__.py
2022-01-20 01:49:53 +08:00
Young
b86a30aae7
Bump to 0.8.2
2022-01-20 01:43:26 +08:00
luocy16
2bb8a4ce0e
Supporting Arctic Backend Provider & Orderbook, Tick Data Example ( #744 )
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* change weight_decay & batchsize
* del weight_decay
* big weight_decay
* mid weight_decay
* small layer
* 2 layer
* full layer
* no weight decay
* divide into two data source
* change parse field
* delete some debug
* add Toperator
* new format of arctic
* fix cache bug to arctic read
* fix connection problem
* add some operator
* final version for arcitc
* clear HZ cache
* remove not used function
* add topswrappers
* successfully import data and run first test
* A simpler version to support arctic
* Successfully run all high-freq expressions
* Black format and fix add docs
* Add docs for download and test data
* update scripts and docs
* Add docs
* fix bug
* Refine docs
* fix test bug
* fix CI error
* clean code
Co-authored-by: bxdd <bxddream@gmail.com >
Co-authored-by: wangwenxi.handsome <wangwenxi.handsome@gmail.com >
Co-authored-by: Young <afe.young@gmail.com >
2022-01-18 09:13:11 +08:00
Pengrong Zhu
2aee9e0145
Add future calendar collector ( #795 )
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* fix Windows mount
* add future_calendar_collector
* update docs
Co-authored-by: Young <afe.young@gmail.com >
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
2022-01-16 10:14:27 +08:00
you-n-g
a62e2ec4de
Update __init__.py
2022-01-15 23:07:31 +08:00
Young
e7954bdb32
update version
2022-01-15 22:49:14 +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
SunsetWolf
dfc0ed3c01
fix_typo ( #790 )
...
Signed-off-by: unknown <lv.linlang@qq.com >
2021-12-31 22:14:47 +08:00
you-n-g
d087054a59
Add Cache to avoid frequently loading calendar ( #766 )
2021-12-23 09:08:52 +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
Young
e54b019ee2
solve init kwargs conflictions
2021-11-01 06:22:25 +00:00
Young
31e9d529de
Add multi horizon task generator
2021-10-28 00:01:19 +08:00
you-n-g
9a175d7507
improve the doc of auto init ( #541 )
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* improve the doc of auto init
* Update setup.py
* Update setup.py
* change cvxpy version
Co-authored-by: Wangwuyi123 <51237097+Wangwuyi123@users.noreply.github.com >
2021-10-12 11:58:27 +08:00
wangwenxi-handsome
3760a18a8d
Merge nested main ( #597 )
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* MVP for Indian Stocks in qlib using yahooquery
* cleaned with black
* cleaned with black
* add YahooNormalizeIN and YahooNormalizeIN1d
* cleaned the code
* added 1min for IN and also updated readme
* update comments
* fix comments
* recorder support upload both raw file and directory
* fix comments
* Update README.md
* Fix docs of QlibRecorder
* sort index after loader (#538 )
make sure the fetch method is based on a index-sorted pd.DataFrame
* refactor online serving rolling api
* refactor TRA
* format by black
* fix horizon
* fix TRA when use single head
* clean up
* improve pretrain
* update README
* fix tra when logdir is None
* fix tra when logdir is None
* Update strategy.py
* Update README.md
* Update README.md
* Conda Suggestion
* code standard docs
* Update ensemble.py (#560 )
* Fix CI Bug (#575 )
Co-authored-by: yuxwang <anduinnn@foxmail.com >
* Update gen.py (#576 )
* Fix multi-process loop calls (#574 )
* check lexsort in the 'lazy_sort_index' function (#566 )
* check lexsort
* check lexsort
* lexsort comment
* lexsort comment
* Delete .DS_Store
* Update README.md
* bug fix & use oracle transport pretrain
* mend
* Add `backend_freq_config` parameter, support multi-freq uri
* Add sample_config to QlibDataLoader, support multi-freq
* add multi-freq example
* get_cls_kwargs renamed get_callable_kwargs
* support multi-freq uri
* Add inst_processors to D.features
* Fix typo
* Fix the index type of the multi-freq example
* Fix duplicate mlflow directories in tests
* Add DataPathManager to QlibConfig && modify inst_processors to supports list only
* Modify the default value in the multi_freq example
* Modify client-server mode and dataset-cache to disable inst_processor
* Add wheel package to github CI
* fix comment
* Update FAQ.rst
* Update README.md
Fix wrong link
* Update the docs of TaskManager (#586 )
* Update manage.py
* update yaml
* update run_all_model
* Modify the Feature to be case sensitive (#589 )
* update README
* remove verbose
* fix spell bug
* fix typos (#592 )
* Update Release Note
* fix portfolio bug
* Add calendar support for resample
* add freq kwargs
* test.yml: Remove redundant code (#595 )
* Supporting shared processor (#596 )
* Supporting shared processor
* fix readonly reverse bug
* remove pytests dependency
* with fit bug
* fix parameter error
* fix comments
* Fix undefined names in Python code (#599 )
* Update pytorch_tabnet.py
$ `flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics`
```
./qlib/qlib/contrib/model/pytorch_tabnet.py:567:38: F821 undefined name 'inp'
self.independ.append(GLU(inp, out_dim, vbs=vbs))
^
./qlib/examples/model_rolling/task_manager_rolling.py:75:18: F821 undefined name 'task_train'
run_task(task_train, self.task_pool, experiment_name=self.experiment_name)
^
2 F821 undefined name 'task_train'
2
```
* Fix undefined names in Python code
* from qlib.model.trainer import task_train
* update seed
* fix some docstring
* add comments
* Fix SimpleDatasetCache
* Update setup.py
updated classifiers
* Update setup.py
change to matplotlib==3.3
* Update python-publish.yml
added python 3.9
* updategrade version number
* Update model list
* fix the type of filter_pipe
* fix comment
* fix record_temp
* update cvxpy version
* Update code_standard.rst (#587 )
* Update code_standard.rst
* Update docs/developer/code_standard.rst
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 >
* Add file lock for MLflowExpManager (#619 )
* fix torch version
* Share version number (#620 )
* Update initialization.rst (#622 )
* Update initialization.rst
* Update docs/start/initialization.rst
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
* Update docs/start/initialization.rst
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 >
* fix bugs for running previous exmaple
* fix deal amount bug
* update change doc (#623 )
* Add files via upload
* Update README.md
* Update README.md
* Update README.md
* Delete change doc.gif
* Add files via upload
* Update README.md
* Delete change doc.gif
* Add files via upload
* Delete change doc.gif
* Add files via upload
* Update README.md
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 >
* update doc
* simplify run all model
* fix run all model bug
* Fix Models (#483 )
* fix gat dataset
* fix tft model
* Update tft.py
* Fix tft.py
Co-authored-by: Pengrong Zhu <zhu.pengrong@foxmail.com >
* type and skip empty exp
* fix model yaml config
* fix tft import bug
* skip empty result
* fix model and yaml bug
* fix wrong generate parameter
* Modify multi-freq example (#626 )
* modify the example of multi-freq
* add Copyright
* add a comment to average_ops.py
* modify the example of multi-freq
* add comment to multi_freq_handler.py
* add the Ref expression description to multi_freq_handler.py
* add expression description to multi_freq_handler.py
* update images
* fix workflow and update framework
Co-authored-by: Gaurav <2796gaurav@gmail.com >
Co-authored-by: 2796gaurav <17353992+2796gaurav@users.noreply.github.com >
Co-authored-by: bxdd <bxd98@126.com >
Co-authored-by: Young <afe.young@gmail.com >
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
Co-authored-by: Dong Zhou <Zhou.Dong@microsoft.com >
Co-authored-by: ZhangTP1996 <ztp18@mails.tsinghua.edu.cn >
Co-authored-by: demon143 <59681577+demon143@users.noreply.github.com >
Co-authored-by: Wangwuyi123 <51237097+Wangwuyi123@users.noreply.github.com >
Co-authored-by: yuxwang <anduinnn@foxmail.com >
Co-authored-by: Pengrong Zhu <zhu.pengrong@foxmail.com >
Co-authored-by: Mark Zhao <50850474+markzhao98@users.noreply.github.com >
Co-authored-by: cslwqxx <cslwqxx@users.noreply.github.com >
Co-authored-by: Dong Zhou <evanzd@users.noreply.github.com >
Co-authored-by: SaintMalik <37118134+saintmalik@users.noreply.github.com >
Co-authored-by: Christian Clauss <cclauss@me.com >
Co-authored-by: Anurag Kumar <mailanu98@gmail.com >
Co-authored-by: demon143 <785696300@qq.com >
2021-10-01 02:15:30 +08:00
Young
d5059e609f
change to dev version
2021-07-12 02:49:25 +00:00
Young
215f7e0d22
update version for release 0.7.0
2021-07-11 14:34:44 +00:00
Young
d4b36bdab4
Online fix
...
- Skip duplicated qlib.auto_init()
- Fix TSDatasetH flt_col bug!
- Resolve qlib log attribute confliction
- Trainer API enhancement
- More docs and user-friendly warning
2021-06-11 02:06:07 +00:00
Young
e4e8a4abcd
fix task name & add cur_path
2021-03-12 10:17:16 +00:00
Young
24024d51c7
qlib auto init basedon project & black format
2021-02-27 09:44:01 +00:00
Young
50d5fcf61e
yml afe load
2021-02-18 08:43:12 +08:00
Young
77830a546e
safe yaml loader
2021-02-18 08:43:12 +08:00
Young
bf748ba4b7
update version number to dev
2021-02-03 05:11:39 +00:00
Young
0da9b909f6
update version number
2021-02-02 09:48:41 +00:00
Young
97d354fa73
update version for releasing
2021-02-02 09:24:33 +00:00
zhupr
ae45711e2b
Merge remote-tracking branch 'qlib/main' into save_inst
2021-01-26 19:42:59 +08:00
zhupr
1eaf09cce1
version removed .dev
2021-01-26 16:29:26 +08:00
zhupr
7579f4b4c0
Merge remote-tracking branch 'qlib/main' into save_inst
2021-01-26 16:14:11 +08:00
zhupr
1a1c45981c
US stock code supports Windows
2021-01-26 16:06:38 +08:00
zhupr
3f9f295a87
add register in config
2021-01-24 11:22:02 +08:00
zhupr
3dda2cb379
Merge remote-tracking branch 'qlib/main' into qlib_register_ops
2021-01-20 15:16:06 +08:00
zhupr
4fcfde7cfb
Initialization is split into: set_config and config_based_on_C
2021-01-20 15:06:18 +08:00
Zhichong Fang
231f37376b
Fix unrecognized config bug
2021-01-07 18:28:17 +08:00
Young
e2bdef7ffe
update version number to dev
2020-12-12 10:09:18 +00:00
