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v0.8.2
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Young
b86a30aae7 Bump to 0.8.2 v0.8.2 2022-01-20 01:43:26 +08:00
you-n-g
2c5a4691f3 fall back error (#875) 2022-01-20 01:39:24 +08:00
you-n-g
54344c4426 Update config.py (#871) 2022-01-19 19:51:36 +08:00
you-n-g
303cdb8ce3 update required package for test 2022-01-19 13:10:46 +08:00
you-n-g
1a0ac1ab6d Remove arctic from Qlib core to Contrib (#865) 
* Remove arctic from Qlib core to Contrib

* fix empty df bug
 2022-01-19 10:39:37 +08:00
Wangwuyi123
a79e446724 Update README.md (#863) 2022-01-19 09:57:11 +08:00
you-n-g
bdf1fb29a6 Fix pytorch_nn.py step bug (#864) 
* Update pytorch_nn.py

* Update pytorch_nn.py
 2022-01-18 22:39:19 +08:00
dependabot[bot]
86e1265f69 Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/ADARNN (#870) 
Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0.
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 2022-01-18 22:17:25 +08:00
dependabot[bot]
628eb7fa73 Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/ADD (#869) 
Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0.
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 2022-01-18 22:17:15 +08:00
dependabot[bot]
2a1b512cd2 Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/ALSTM (#868) 
Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0.
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 2022-01-18 22:17:04 +08:00
dependabot[bot]
50e7901e87 Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/CatBoost (#867) 
Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0.
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 2022-01-18 22:16:47 +08:00
dependabot[bot]
3ba54cd1ab Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/DoubleEnsemble (#866) 
Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0.
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 2022-01-18 22:16:23 +08:00
dependabot[bot]
483d01f0c1 Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/GRU (#833) 
Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0.
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 2022-01-18 22:16:13 +08:00
dependabot[bot]
61836cba3d Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/LightGBM (#830) 
Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0.
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 2022-01-18 22:16:03 +08:00
dependabot[bot]
aeb5e40c77 Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/SFM (#829) 
Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0.
- [Release notes](https://github.com/numpy/numpy/releases)
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 2022-01-18 22:14:50 +08:00
dependabot[bot]
116f0fa7a7 Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/TCTS (#834) 
Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
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 2022-01-18 22:13:57 +08:00
dependabot[bot]
5296cce725 Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/GATs (#831) 
Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
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 2022-01-18 22:13:29 +08:00
dependabot[bot]
292fcc9e98 Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/TRA (#832) 
Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
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 2022-01-18 22:13:23 +08:00
dependabot[bot]
d3fbf066cf Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/Localformer (#835) 
Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
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 2022-01-18 22:13:06 +08:00
dependabot[bot]
52ecb79e0b Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/MLP (#836) 
Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
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 2022-01-18 22:12:57 +08:00
dependabot[bot]
59c52eac0a Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/TCN (#837) 
Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0.
- [Release notes](https://github.com/numpy/numpy/releases)
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 2022-01-18 22:12:42 +08:00
dependabot[bot]
f455305a2a Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/LSTM (#838) 
Bumps [numpy](https://github.com/numpy/numpy) from 1.17.4 to 1.21.0.
- [Release notes](https://github.com/numpy/numpy/releases)
- [Changelog](https://github.com/numpy/numpy/blob/main/doc/HOWTO_RELEASE.rst.txt)
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 2022-01-18 22:12:34 +08:00
you-n-g
a67f67db6e Update README.md 2022-01-18 10:20:07 +08:00
you-n-g
5c2e99aee3 Update .readthedocs.yml 2022-01-18 09:25:30 +08:00
luocy16
2bb8a4ce0e Supporting Arctic Backend Provider & Orderbook, Tick Data Example (#744) 
* change weight_decay & batchsize

* del weight_decay

* big weight_decay

* mid weight_decay

* small layer

* 2 layer

* full layer

* no weight decay

* divide into two data source

* change parse field

* delete some debug

* add Toperator

* new format of arctic

* fix cache bug to arctic read

* fix connection problem

* add some operator

* final version for arcitc

* clear HZ cache

* remove not used function

* add topswrappers

* successfully import data and run first test

* A simpler version to support arctic

* Successfully run all high-freq expressions

* Black format and fix add docs

* Add docs for download and test data

* update scripts and docs

* Add docs

* fix bug

* Refine docs

* fix test bug

* fix CI error

* clean code

Co-authored-by: bxdd <bxddream@gmail.com>
Co-authored-by: wangwenxi.handsome <wangwenxi.handsome@gmail.com>
Co-authored-by: Young <afe.young@gmail.com>
 2022-01-18 09:13:11 +08:00
you-n-g
7f274b1e4e Fix code and docs for issues (#853) 
* Docs for model and strategy

* add some docs about workflow and online

* safe_load yaml

* DDG-DA paper link and comments for code
 2022-01-17 13:57:44 +08:00
Pengrong Zhu
2aee9e0145 Add future calendar collector (#795) 
* fix Windows mount

* add future_calendar_collector

* update docs

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2022-01-16 10:14:27 +08:00
you-n-g
a62e2ec4de Update __init__.py 2022-01-15 23:07:31 +08:00
Young
e7954bdb32 update version v0.8.1 2022-01-15 22:49:14 +08:00
you-n-g
d6f69aefea Update data.rst 2022-01-15 19:22:31 +08:00
you-n-g
1bebe9780e Fix the read the docs error (#852) 2022-01-15 19:15:06 +08:00
you-n-g
7a4a92bc69 Update data.rst 2022-01-14 13:17:52 +08:00
you-n-g
271782c9dd Update data.rst 2022-01-14 09:19:12 +08:00
you-n-g
d0113ea7df pylint code refine & Fix nested example (#848) 
* refine code by CI

* fix argument error

* fix nested eample
 2022-01-14 09:09:21 +08:00
you-n-g
c3996955ef Update README.md 2022-01-13 15:29:43 +08:00
Jiabao Qu
8261965015 fix: highfreq_gdbt_model of prepare data (#846) 
Co-authored-by: Jiabao Qu <qujiabao@logiocean.com>
 2022-01-12 21:36:23 +08:00
Jiabao Qu
6f71f8a46b chore: remove hard code input dimension of model pytorch_tcts (#843) 
Co-authored-by: Jiabao Qu <qujiabao@logiocean.com>
 2022-01-12 19:12:20 +08:00
Chia-hung Tai
edd8badeaf [840] - Test case for operators. (#841) 
* [840] - Test case for operators.

* Move import to the head of file and add test_setting.
 2022-01-11 18:44:15 +08:00
Young
19689024d4 Fix exp uri CI bug 2022-01-10 17:29:27 +08:00
you-n-g
0304df0d5b Update README.md 2022-01-10 16:56:18 +08:00
Young
181ee3c070 FIX File Name 2022-01-10 16:55:20 +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
Chia-hung Tai
184ce34a34 [807] Move the REG_CONSTANT/EPS to constant.py. (#811) 
* [807] Move the REG_CONSTANT to constant.py.

* import REG_US.

* Move EPS to constant.py.
 2022-01-09 21:39:46 +08:00
Chia-hung Tai
382ababc01 Add description of the pu template. (#812) 2022-01-09 21:14:11 +08:00
Chia-hung Tai
bcf18c14de Fix typos and comments. (#815) 
* Fix typos and comments.

* Add comma before and.
 2022-01-09 21:13:25 +08:00
Chia-hung Tai
6c1332f604 Fix some warnings in log.py. (#805) 
* Fix some warnings in log.py.

* Fix typo and using black format.

* Fix black.

* Rename dict_ to attrs
 2022-01-06 15:36:00 +08:00
you-n-g
93088485c3 Update README.md (#802) 
* Update README.md

* Update README.md

* Update README.md

* Update README.md
 2022-01-04 19:16:04 +08:00
Chia-hung Tai
c633d3fec0 Fix BaseStrategy path. (#801) 
qlib.strategy.base.BaseStrategy is the current path.
 2022-01-04 18:55:40 +08:00
you-n-g
0b6d99bd38 Add a more understandable example of data workflow (#797) 
* Update data.rst

* Update data.rst
 2022-01-04 09:07:44 +08:00
you-n-g
03cce8c908 Some Optimization of online code (#784) 
* Some Optimization of online code

* more flexible updater and load_object & fix p*_uri

* make recorder more friendly

* remove unused import
 2022-01-03 15:52:03 +08:00