66 Commits

Author	SHA1	Message	Date
D-X-Y	0386df7b16	Collect all contrib models in __init__ and add unit tests for init	2021-03-28 10:39:28 +00:00
D-X-Y	8a2e7b62af	Add segment args for pred and refine MultiSegRecord	2021-03-28 08:30:16 +00:00
D-X-Y	9d04ae4676	Add MultiSegRecord in contrib.workflow and decouple its tests from test_all_pipeline	2021-03-28 00:33:59 -07:00
you-n-g	023c1fedfe	Merge pull request #280 from yongzhengqi/main ... Implement Enhanced Indexing as a Portfolio Optimizer	2021-03-17 12:07:39 +08:00
D-X-Y	88b0871c12	Add RMSE for contrib.workflow.record_temp and unit tests	2021-03-16 22:55:28 +08:00
D-X-Y	b0fd0d2395	Add tests for SigAnaRecord	2021-03-16 08:30:46 +00:00
D-X-Y	6559d44c7d	Add tests for SigAnaRecord	2021-03-16 08:17:13 +00:00
D-X-Y	9f57681032	Fix errors when SignalRecord is not called before SigAna/PortAna	2021-03-16 08:11:05 +00:00
D-X-Y	f6ed175070	Remove set_log_basic_config, refine count_parameters, rename root_uri as get_local_dir	2021-03-11 02:33:00 +00:00
Charles Young	53cf89d7c2	Reformat with black.	2021-03-08 19:43:03 +08:00
Charles Young	8b9065c166	Reformat with black.	2021-03-08 19:32:13 +08:00
Charles Young	351d598c9f	Resolve https://github.com/microsoft/qlib/pull/280\#discussion_r589165409	2021-03-08 17:49:59 +08:00
Charles Young	81b86f8022	Update test to cover changes in structured_cov_estimator	2021-03-08 17:18:07 +08:00
D-X-Y	e327f404e3	Fix pylint issues	2021-03-04 22:37:58 -08:00
D-X-Y	c4d6e00470	Fix logic of uri in ExpM and add test	2021-03-04 21:04:01 -08:00
Charles Young	83c6e74783	Reindex files.	2021-03-04 22:30:38 +08:00
Charles Young	2bff6eb781	Split classes in riskmodel.py & optimizer.py into seperate files.	2021-03-04 22:08:11 +08:00
D-X-Y	592db903b3	Update repr for Experiment & Recorder	2021-03-04 05:02:56 +00:00
Charles Young	527718a440	Allow enhanced indexing to generate portfolio without industry related restriction.	2021-02-22 19:04:31 +08:00
Charles Young	d3caea60ee	Add unittest for TestStructuredCovEstimator.	2021-02-22 17:32:03 +08:00
Jactus	dc4aa67503	Black format	2021-02-22 11:42:36 +08:00
Charles Young	2f9d45e03a	Reformat code with black.	2021-02-22 10:29:29 +08:00
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