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Commit Graph

18 Commits

Author SHA1 Message Date
Linlang
fbe5695eda download orderbook data 2024-03-05 17:01:13 +08:00
you-n-g
be4646b4b7 Adjust rolling api (#1594)
* Intermediate version

* Fix yaml template & Successfully run rolling

* Be compatible with benchmark

* Get same results with previous linear model

* Black formatting

* Update black

* Update the placeholder mechanism

* Update CI

* Update CI

* Upgrade Black

* Fix CI and simplify code

* Fix CI

* Move the data processing caching mechanism into utils.

* Adjusting DDG-DA

* Organize import
2023-07-14 12:16:12 +08:00
you-n-g
32c3070b73 Refine DDG-DA (#1472)
* Run ddg-da successfully

* Support include valid; More parameters

* Support L2 reg & visualization

* Blackformat

* Enable fill_method

* Support specify handler & optim dataset

* Fix Pylint
2023-04-07 15:00:21 +08:00
you-n-g
cfc3e886ed Add data analysis feature for report (#918)
* Add data analysis feature for report

* better display
2022-02-17 08:24:42 +08:00
SunsetWolf
144e1e2459 Fix pylint (#888)
* add_pylint_to_workflow

* fix-pylint

* fix_pylinterror

* fix-issue
2022-01-26 19:27:24 +08:00
you-n-g
da48f42f3f Make the logic of handler Clear (#877) 2022-01-20 22:36:28 +08:00
you-n-g
cf35562e84 DDG-DA paper code (#743)
* Merge data selection to main

* Update trainer for reweighter

* Typos fixed.

* update data selection interface

* successfully run exp after refactor some interface

* data selection share handler &  trainer

* fix meta model time series bug

* fix online workflow set_uri bug

* fix set_uri bug

* updawte ds docs and delay trainer bug

* docs

* resume reweighter

* add reweighting result

* fix qlib model import

* make recorder more friendly

* fix experiment workflow bug

* commit for merging master incase of conflictions

* Successful run DDG-DA with a single command

* remove unused code

* asdd more docs

* Update README.md

* Update & fix some bugs.

* Update configuration & remove debug functions

* Update README.md

* Modfify horizon from code rather than yaml

* Update performance in README.md

* fix part comments

* Remove unfinished TCTS.

* Fix some details.

* Update meta docs

* Update README.md of the benchmarks_dynamic

* Update README.md files

* Add README.md to the rolling_benchmark baseline.

* Refine the docs and link

* Rename README.md in benchmarks_dynamic.

* Remove comments.

* auto download data

Co-authored-by: wendili-cs <wendili.academic@qq.com>
Co-authored-by: demon143 <785696300@qq.com>
2022-01-10 16:52:37 +08:00
Young
bbf5d1bbbb add file order strategy 2021-06-30 07:34:23 +00:00
bxdd
e1b6f310c9 add Handler Storage 2021-06-28 20:06:15 +00:00
bxdd
621cb243c2 fix some comments and add docstring 2021-05-12 02:17:39 +08:00
Dong Zhou
ad21092375 datahandler support explicit selector & PortAnaRecord support strategy instance 2020-11-27 09:00:43 +08:00
Jactus
c91698287a Add catboost config and notebook 2020-11-19 17:18:18 +08:00
Young
afcfa0a478 adjust for SepDataframe 2020-11-19 04:08:05 +00:00
Jactus
42867264f3 Update R and workflow 2020-11-16 15:49:50 +08:00
Young
7a79028a72 fix some small bug 2020-11-14 08:23:19 +00:00
Jactus
52c0c4b7a8 Fix processor bug and format 2020-11-11 14:24:04 +08:00
Jactus
da9d1c8ac6 Format with black 2020-10-29 13:22:49 +08:00
Young
a50c9008b8 pass the whole workflow 2020-10-28 14:08:00 +00:00