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1,220 Commits 46 Branches 26 Tags
e8126b0c39bb0008f02dbd2faa7424cd7ee26411
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Author SHA1 Message Date
zhupr
e8126b0c39 Add backend_freq_config parameter, support multi-freq uri 2021-09-07 20:41:10 +08:00
cslwqxx
e2739ac72c Update README.md 2021-08-29 12:29:11 +08:00
you-n-g
19d15ddc38 Merge pull request #513 from 2796gaurav/main 
MVP for Indian Stocks in qlib using yahooquery
 2021-08-26 20:59:26 +08:00
you-n-g
12af8f304b Delete .DS_Store 2021-08-26 15:36:35 +08:00
Mark Zhao
25b771ddf1 check lexsort in the 'lazy_sort_index' function (#566) 
* check lexsort

* check lexsort

* lexsort comment

* lexsort comment
 2021-08-25 18:07:30 +08:00
Pengrong Zhu
1158472489 Fix multi-process loop calls (#574) 2021-08-25 18:05:35 +08:00
you-n-g
84d2cb3226 Update gen.py (#576) 2021-08-25 18:05:10 +08:00
Wangwuyi123
509bfcb02e Fix CI Bug (#575) 
Co-authored-by: yuxwang <anduinnn@foxmail.com>
 2021-08-25 08:51:39 +08:00
demon143
6608a40965 Update ensemble.py (#560) 2021-08-14 18:07:49 +08:00
you-n-g
3e75cead93 code standard docs 2021-08-12 09:19:57 +00:00
you-n-g
6697f209d4 Conda Suggestion 2021-08-12 16:30:46 +08:00
you-n-g
e3b57b1901 Update README.md 2021-08-06 09:59:30 +08:00
you-n-g
82a5223166 Update README.md 2021-08-06 09:59:30 +08:00
ZhangTP1996
398131cff7 Update strategy.py 2021-08-05 17:21:10 +08:00
Dong Zhou
e71e2f941c fix tra when logdir is None 2021-08-02 19:02:37 +08:00
Dong Zhou
da1f4db968 update README 2021-07-30 16:05:07 +08:00
Dong Zhou
a7c41b6969 improve pretrain 2021-07-30 16:05:07 +08:00
Dong Zhou
5b7b48e376 clean up 2021-07-30 16:05:07 +08:00
Dong Zhou
4f9f978909 fix TRA when use single head 2021-07-30 16:05:07 +08:00
Dong Zhou
319a2f38cc fix horizon 2021-07-30 16:05:07 +08:00
Dong Zhou
a2c38c979e format by black 2021-07-30 16:05:07 +08:00
Dong Zhou
07655f2d5b refactor TRA 2021-07-30 16:05:07 +08:00
Young
9303415666 refactor online serving rolling api 2021-07-29 18:13:12 +08:00
you-n-g
05d28469ad sort index after loader (#538) 
make sure the fetch method is based on a index-sorted pd.DataFrame
 2021-07-29 12:06:59 +08:00
you-n-g
dc6859bdd9 Fix docs of QlibRecorder 2021-07-26 19:00:47 +08:00
you-n-g
a6f9dde006 Update README.md 2021-07-26 18:36:09 +08:00
Young
1d22ee56d3 recorder support upload both raw file and directory 2021-07-25 16:35:16 +00:00
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
2796gaurav
8fa22bd2e1 added 1min for IN and also updated readme 2021-07-21 14:16:22 +05:30
Gaurav
d1c8d885aa cleaned the code 2021-07-21 17:59:50 +05:30
zhupr
bf7732e284 fix df_features.index conține np.nan 2021-07-21 14:28:20 +08:00