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Commit Graph

303 Commits

Author SHA1 Message Date
bxdd
2016ebbbb2 update tests 2021-01-26 08:47:07 +00:00
zhupr
3f9f295a87 add register in config 2021-01-24 11:22:02 +08:00
bxdd
80c9a47e51 Merge github.com:microsoft/qlib into qlib_register_ops 2021-01-22 00:52:30 +09:00
王雪
784e73bceb black formatting 2021-01-21 00:07:03 +08:00
王雪
5ad1b4cc33 for IDE auto-complete with global Wrapper
R, D, Cal, Inst, FeatureD, ExpressionD, DatasetD, D
2021-01-21 00:07:03 +08:00
bxdd
6daaa79519 add register ops config 2021-01-20 18:44:53 +09:00
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
bxdd
cc214a3462 black format 2021-01-19 09:14:17 +08:00
bxdd
65d8af41e7 restructure backtest 2021-01-19 09:14:17 +08:00
bxdd
0e0970f06e update backtest 2021-01-19 09:14:17 +08:00
bxdd
917261dbf6 update backtest 2021-01-19 09:14:17 +08:00
bxdd
6a9105e065 add highfreq_backtest 2021-01-19 09:14:17 +08:00
Wendi Li
0524a47cf4 Update pytorch_lstm_ts.py 2021-01-18 12:20:40 +08:00
Wendi Li
9abc0b0d4f Update pytorch_gru_ts.py 2021-01-18 12:20:31 +08:00
Wendi Li
fe60e40927 Update pytorch_gats_ts.py 2021-01-18 12:20:20 +08:00
Wendi Li
740c297618 Update pytorch_alstm_ts.py 2021-01-18 12:20:00 +08:00
Anon-Artist
b4a088efe8 Update cli.py 2021-01-14 18:42:33 +08:00
Jactus
74e08c9e37 Add deepcopy to config 2021-01-13 19:19:48 +08:00
Jactus
4361a4049a Fix create_recorder bug 2021-01-07 18:30:18 +08:00
Zhichong Fang
231f37376b Fix unrecognized config bug 2021-01-07 18:28:17 +08:00
Zhichong Fang
4dbc8e52ec Update data.py
Fix some typo
2021-01-06 16:36:23 +08:00
Young
ba447d3448 update valute 2021-01-06 14:43:14 +08:00
Jactus
46c8d791ac Fix doc bugs 2020-12-30 23:51:05 +08:00
zhupr
a0f32036a6 Fix the first trading day of the calendar extra in report_df 2020-12-24 11:22:48 +08:00
bxdd
d8f36df7f4 debug on macos 2020-12-23 18:28:05 +00:00
Jactus
660edeb94f Remove fm in recorder 2020-12-23 21:14:53 +08:00
Jactus
95de4088df Fix recorder temp dir bug 2020-12-23 21:14:53 +08:00
hadrianl
e8d7a22651 fix _adjust_size 2020-12-23 17:39:04 +08:00
hadrianl
4a62b929ad add _get_value_size and remove _limit_flag 2020-12-23 17:39:04 +08:00
hadrianl
5efe82fb56 make code cleaner 2020-12-23 17:39:04 +08:00
hadrianl
40bbafcaab black format 2020-12-23 17:39:04 +08:00
hadrianl
4c4f0f3c5e black format 2020-12-23 17:39:04 +08:00
hadrianl
ae0e0eca3d better MemCacheUnit implement 2020-12-23 17:39:04 +08:00
bxdd
7d97fd39ce update ops register 2020-12-21 12:06:42 +00:00
Young
995fa98fc6 add more doc to PortAnaRecord 2020-12-20 16:11:07 +08:00
Maciej Domagała
66d9bd1a68 fixing typos #3
I just randomly find these by the way. Good work on the framework!
2020-12-18 20:16:54 +08:00
hadrianl
f3f1867b14 fix wrong attribute 2020-12-17 15:04:07 +08:00
hadrianl
8bbfd8810c formatting 2020-12-17 15:04:07 +08:00
hadrianl
3f84c3768a Make __getattr__ to raise AttributeError instead of return it.Avoid using try except. 2020-12-17 15:04:07 +08:00
Young
9b60214e0c make info more friendly 2020-12-16 02:16:06 +00:00
Young
f7e775f941 make message more friendly 2020-12-16 02:14:38 +00:00
G_will
3f85af05e5 Refactor to Python3 style 2020-12-15 20:37:43 +08:00
Yifan Deng (FA Talent)
6b8824dd29 Update Sign in ops.py 2020-12-14 16:55:23 +08:00
Yifan Deng
c217e7c479 Update ops.py
Fix the bug when Sign followed by True/False
2020-12-14 16:55:23 +08:00
Young
e2bdef7ffe update version number to dev 2020-12-12 10:09:18 +00:00
Young
e49b590322 Release qlib 0.6.1 2020-12-12 09:51:52 +00:00
bxdd
16450c2876 fix import 2020-12-10 09:54:05 +00:00
bxdd
87cc52cd05 black format 2020-12-10 09:02:43 +00:00
bxdd
0be57d51be support register custom feature ops easily 2020-12-10 09:00:00 +00:00