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Code Activity
1,259 Commits 46 Branches 26 Tags
fc243fd29bd65cb366cd3fc8312831e172a85aac
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366 Commits

Author SHA1 Message Date
you-n-g
fc243fd29b Fix Models (#483) 
* fix gat dataset

* fix tft model

* Update tft.py

* Fix tft.py

Co-authored-by: Pengrong Zhu <zhu.pengrong@foxmail.com>
 2021-09-30 13:11:06 +08:00
Christian Clauss
b8d1e08010 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
 2021-09-14 12:13:27 +08:00
Dong Zhou
5279e71423 Merge pull request #591 from evanzd/fix_tra 
Fix TRA
 2021-09-11 18:48:13 +08:00
Dong Zhou
f35254c288 update README 2021-09-10 07:38:22 +00:00
zhupr
4c5a4d5cd7 Modify the default value in the multi_freq example 2021-09-07 20:41:10 +08:00
zhupr
e84cc23589 Add DataPathManager to QlibConfig && modify inst_processors to supports list only 2021-09-07 20:41:10 +08:00
zhupr
6e88ccca88 Fix the index type of the multi-freq example 2021-09-07 20:41:10 +08:00
zhupr
ee5f3de800 Fix typo 2021-09-07 20:41:10 +08:00
zhupr
3605cd7b96 Add inst_processors to D.features 2021-09-07 20:41:10 +08:00
zhupr
76a05f37a9 add multi-freq example 2021-09-07 20:41:10 +08:00
Dong Zhou
8f4d320832 bug fix & use oracle transport pretrain 2021-08-30 07:32:04 +00:00
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
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
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
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
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
zhupr
bf7732e284 fix df_features.index conține np.nan 2021-07-21 14:28:20 +08:00
you-n-g
6d91f28474 Update README.md 2021-07-14 10:07:02 +08:00
Lewen Wang
ace7484304 Update TCTS. (#495) 
* Update TCTS Model.

Co-authored-by: lewwang <lwwang@microsoft.com>
 2021-07-04 16:45:05 +08:00
bxdd
2d4f0e80f9 black format 2021-07-02 08:47:52 +08:00
bxdd
946c9392a1 support check_transform_proc module_path 2021-07-02 08:47:52 +08:00
Guodong Xu
d66733c358 examples/workflow_by_code.ipynd: fix an error in R.get_recorder() parameters 
get_recorder() needs specify 'recorder_id='. However workflow_by_code.ipynd
didn't. This patch fixes it.

Without this fix, here is the error message jupyter-notebook reports:

"---------------------------------------------------------------------------
TypeError Traceback (most recent call last)

<ipython-input-7-e6a7b5f4da00> in <module>
26 # backtest and analysis
27 with R.start(experiment_name="backtest_analysis"):
---> 28 recorder = R.get_recorder(rid, experiment_name="train_model")
29 model = recorder.load_object("trained_model")
30

TypeError: get_recorder() takes 1 positional argument but 2 positional arguments (and 1 keyword-only argument) were given"

Signed-off-by: Guodong Xu <guodong.xu@linaro.org>
 2021-06-26 18:25:47 +08:00
linhx25
107e40f3ee Add TRA Model 2021-06-25 16:12:50 +08:00
zhupr
0e277723a3 Merge remote-tracking branch 'qlib/main' into qlib_main 
# Conflicts:
#	scripts/data_collector/yahoo/README.md
 2021-06-24 00:09:54 +08:00
zhupr
bab50e8837 fix YahooNormalize1min && update docs 2021-06-23 16:13:26 +08:00
lewwang
5331ab93f8 Update TCTS README. 2021-06-16 12:23:22 +08:00
you-n-g
40416d8c30 Merge pull request #464 from lwwang1995/main 
Add TCTS baseline.
 2021-06-10 10:18:20 +08:00
lewwang
567e42840c asdf 2021-06-09 18:37:25 +08:00
lewwang
65ddca133f asdf 2021-06-09 18:36:12 +08:00
lewwang
d199256d34 asdf 2021-06-09 18:35:14 +08:00
lewwang
073fe4668e asdf 2021-06-09 18:34:31 +08:00
lewwang
89d53853e5 asdf 2021-06-09 18:30:42 +08:00
lewwang
bb6c1572ca asdf 2021-06-09 18:29:55 +08:00
lewwang
4c4e77b11f asdf 2021-06-09 18:28:31 +08:00
lewwang
38c7b7303a dsaf 2021-06-09 18:26:50 +08:00
lewwang
02d0eedd68 update 2021-06-09 18:21:16 +08:00
lewwang
5a3dde93a8 update 2021-06-09 18:15:06 +08:00
lewwang
177f6a59d2 asdf 2021-06-09 17:47:24 +08:00
lewwang
492a62a569 tcts demo page 2021-06-09 17:32:24 +08:00
lzh222333
811d2c975e update & fix 2021-06-02 08:56:15 +00:00
lzh222333
8d05cd2daf modify tests.config.py 2021-06-01 09:40:53 +00:00
lzh222333
231bdf8608 Merge remote-tracking branch 'microsoft/main' into online_srv 2021-06-01 08:29:02 +00:00
zhupr
ef11a9d95c modify the default value of exists_skip in the GetData.qlib_data parameter to False 2021-05-28 14:57:06 +08:00
zhupr
98eacf8f88 add test/config.py 2021-05-28 13:24:47 +08:00