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Code Activity
845 Commits 46 Branches 26 Tags
fda144e66ff38fe68f801389080af17b3c5225e6
Commit Graph

224 Commits

Author SHA1 Message Date
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
872ddc6f95 Fix black error 2021-03-16 22:57:26 +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
d4aa681652 Add MSERecord in contrib.workflow 2021-03-16 12:54:12 +00:00
D-X-Y
07434da8b0 Remove unused imports 2021-03-15 03:35:34 +00:00
D-X-Y
53a6b72ce5 Fix black errors 2021-03-15 03:09:52 +00:00
D-X-Y
a51dafcb4c Remove unnecessary codes 2021-03-15 03:07:25 +00:00
D-X-Y
d5f9395e51 Fix Ghost BN bugs in TabNet and simplify its implementation 2021-03-14 07:25:09 +00:00
shubhendra
0969c3e7e0 formatted with black 2021-03-12 13:29:20 +05:30
Shubhendra Singh Chauhan
5f8d0e0436 Merge branch 'main' into main 2021-03-12 13:08:45 +05:30
shubhendra
4fbb5a03c1 revert fixes that failed unit test 2021-03-12 13:05:48 +05:30
D-X-Y
1d435248e2 Add return for use_gpu.. 2021-03-11 19:28:00 -08:00
D-X-Y
593553f573 Fix bug in MLP 2021-03-11 19:15:18 -08:00
D-X-Y
d38b8d6001 Fix bugs in use_gpu 2021-03-11 19:10:32 -08:00
D-X-Y
db59713d36 Add torch.no_grad for evaluation 2021-03-12 02:46:04 +00:00
D-X-Y
67fbdafe76 Fix many bugs in TabNet and use_gpu 2021-03-12 02:42:25 +00:00
D-X-Y
e626264d5a Merge branch 'main' of github.com:microsoft/qlib into fshare 2021-03-11 12:54:04 +00:00
D-X-Y
b99de068f8 Move save_path to get_or_create_path, and fix bugs in sfm / tabnet 2021-03-11 12:52:26 +00:00
you-n-g
e8beaa5257 Merge pull request #314 from D-X-Y/fshare 
(1) Fix /0 bug in double_ensemble, (2) remove _default_uri for R/expm, (3) support model size in pytorch models
 2021-03-11 20:51:16 +08:00
D-X-Y
0ef7c8e0e6 Fix bugs for get_local_dir 2021-03-11 03:05:31 +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
Jactus
119fe90570 Fix pytorch ts model loader bug 2021-03-10 16:43:32 +08:00
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
D-X-Y
e061443560 Fix lint error with Black 2021-03-08 08:27:58 +00:00
D-X-Y
03ef918dd8 Fix bugs in count_parameters 2021-03-08 08:24:23 +00:00
D-X-Y
ca48345b29 Simplify count_parameters 2021-03-08 08:16:17 +00:00
D-X-Y
7bed3b4c2e Fix python format by black 2021-03-08 06:39:03 +00:00
D-X-Y
d13c9ae018 Avoid dividing zero in model.double_ensemble 2021-03-07 11:25:53 +00:00
D-X-Y
73b7107ee8 Remove useless verbose kwarg 2021-03-07 00:52:27 -08:00
shubhendra
aab5c5b311 Refactor the comparison involving not 
Signed-off-by: shubhendra <withshubh@gmail.com>
 2021-03-06 13:01:35 +05:30
shubhendra
dc86a6abc5 Refactor unnecessary else / elif when if block has a continue statement 
Signed-off-by: shubhendra <withshubh@gmail.com>
 2021-03-06 13:01:34 +05:30
shubhendra
a62d1a1b36 Use literal syntax to create data structure 
Signed-off-by: shubhendra <withshubh@gmail.com>
 2021-03-06 13:01:34 +05:30
shubhendra
6f034ccb5d Remove unnecessary use of comprehension 
Signed-off-by: shubhendra <withshubh@gmail.com>
 2021-03-06 13:01:33 +05:30
shubhendra
07eef18337 Remove length check in favour of truthiness of the object 
Signed-off-by: shubhendra <withshubh@gmail.com>
 2021-03-06 13:01:33 +05:30
D-X-Y
49697b1f15 Show model size for pytorch models 2021-03-05 12:46:41 +00:00
D-X-Y
131f0e2e67 Add count_parameters for pytorch models in contrib 2021-03-05 12:07:43 +00:00
you-n-g
0bcaab3a5a Merge pull request #286 from meng-ustc/main 
Add a new method to benchmarks: DoubleEnsemble
 2021-03-02 18:34:17 +08:00
meng-ustc
1de4def444 Update parameter names: 'k' and 'base' 2021-03-02 16:14:56 +09:00
meng-ustc
ce60097722 Add README and Formatted 2021-02-24 16:59:31 +09:00
Charles Young
37871389b9 Format code with the latest version of black. 2021-02-22 11:25:42 +08:00
Charles Young
2f9d45e03a Reformat code with black. 2021-02-22 10:29:29 +08:00
Charles Young
b8647c13c7 Reformat code to follow PEP 8. 2021-02-22 10:20:51 +08:00
Charles Young
f7d3e56561 Merge optimization related portfolio construction back to portfolio/optimizer. 2021-02-22 09:57:41 +08:00
Charles Young
9448a6e2c7 Add a abstract class as the base class for all optimization related portfolio constructions. 2021-02-22 09:23:48 +08:00
Charles Young
4000518698 Separate specific implementation of Portfolio Optimizer to folder. 2021-02-22 08:41:35 +08:00
Young
50d5fcf61e yml afe load 2021-02-18 08:43:12 +08:00
Jactus
b84686b215 Update models to enable save/load 2021-02-05 13:14:12 +08:00
Young
a87fb5a68c fix contrib data freq 2021-02-02 16:52:50 +08:00
Wendi Li
bdc70c192a Update pytorch_nn.py 2021-02-02 14:48:12 +08:00