1
0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-01 10:01:19 +08:00

Commit Graph

  • 55b6ff123e Share version number (#620) you-n-g 2021-09-27 16:12:12 +08:00
  • 45ea4bae4e Add file lock for MLflowExpManager (#619) you-n-g 2021-09-26 16:21:15 +08:00
  • 17d472cf01 Update code_standard.rst (#587) demon143 2021-09-26 15:35:14 +08:00
  • c500a01226 update cvxpy version you-n-g 2021-09-22 17:58:59 +08:00
  • 114c38b4c3 fix the type of filter_pipe zhupr 2021-09-20 00:39:50 +08:00
  • 414c3082c0 Update model list you-n-g 2021-09-18 12:57:58 +08:00
  • 424a48d0fb change freq v-mingzhehan 2021-09-17 14:21:57 +00:00
  • 202bbea272 Merge pull request #1 from microsoft/high-freq-execution Mingzhe-Han 2021-09-17 11:09:07 +08:00
  • 6a22136366 Merge branch 'high-freq-execution' into high-freq-execution Mingzhe-Han 2021-09-17 11:08:53 +08:00
  • 3fc2f8c93c updategrade version number v0.7.1 Young 2021-09-16 02:15:16 +00:00
  • 66ff3e5bf6 Update python-publish.yml Anurag Kumar 2021-09-15 11:32:00 +05:30
  • 8ff68a182e Update setup.py Anurag Kumar 2021-09-15 11:29:56 +05:30
  • a105ef1d76 Update setup.py Anurag Kumar 2021-09-14 10:01:04 +05:30
  • d02965ea70 Fix SimpleDatasetCache zhupr 2021-09-16 02:25:04 +08:00
  • b8d1e08010 Fix undefined names in Python code (#599) Christian Clauss 2021-09-14 06:13:27 +02:00
  • 163e3c6266 replace multi processing with joblib (#477) you-n-g 2021-09-14 01:16:03 +08:00
  • 6203e4c09e Update the docs of Report you-n-g 2021-09-13 17:53:34 +08:00
  • 51709c20d8 Supporting shared processor (#596) you-n-g 2021-09-13 17:11:08 +08:00
  • 28c99c77be test.yml: Remove redundant code (#595) Christian Clauss 2021-09-13 08:31:32 +02:00
  • bb5cdfe050 Update Release Note you-n-g 2021-09-12 17:06:00 +08:00
  • fb21c591bb fix typos (#592) SaintMalik 2021-09-12 09:39:22 +01:00
  • 5279e71423 Merge pull request #591 from evanzd/fix_tra Dong Zhou 2021-09-11 18:48:13 +08:00
  • f35254c288 update README Dong Zhou 2021-09-10 07:38:22 +00:00
  • 5e82c18cb2 Modify the Feature to be case sensitive (#589) Pengrong Zhu 2021-09-10 11:47:23 +08:00
  • 2759e8c28d Update the docs of TaskManager (#586) demon143 2021-09-09 20:13:45 +08:00
  • 2461575d30 Update README.md you-n-g 2021-09-09 08:28:48 +08:00
  • 867667531d Update FAQ.rst Pengrong Zhu 2021-09-08 10:58:49 +08:00
  • 0fc52333b7 Add wheel package to github CI zhupr 2021-09-07 18:54:19 +08:00
  • ab9b6dc47a Modify client-server mode and dataset-cache to disable inst_processor zhupr 2021-09-07 16:03:38 +08:00
  • 4c5a4d5cd7 Modify the default value in the multi_freq example zhupr 2021-09-02 11:51:52 +08:00
  • e84cc23589 Add DataPathManager to QlibConfig && modify inst_processors to supports list only zhupr 2021-09-02 11:45:37 +08:00
  • 707399a245 Fix duplicate mlflow directories in tests zhupr 2021-08-31 16:54:28 +08:00
  • 6e88ccca88 Fix the index type of the multi-freq example zhupr 2021-08-30 18:36:38 +08:00
  • ee5f3de800 Fix typo zhupr 2021-08-29 23:49:54 +08:00
  • 3605cd7b96 Add inst_processors to D.features zhupr 2021-08-29 23:13:24 +08:00
  • d1cbf4c3d9 support multi-freq uri zhupr 2021-08-29 16:21:37 +08:00
  • 6011a21308 get_cls_kwargs renamed get_callable_kwargs zhupr 2021-08-28 10:16:45 +08:00
  • 76a05f37a9 add multi-freq example zhupr 2021-08-26 22:54:58 +08:00
  • c99494eb76 Add sample_config to QlibDataLoader, support multi-freq zhupr 2021-08-26 14:29:32 +08:00
  • e8126b0c39 Add backend_freq_config parameter, support multi-freq uri zhupr 2021-08-26 14:14:54 +08:00
  • 88d2f9263e fix sum index data bug Young 2021-09-02 00:45:04 +00:00
  • f71b0c1189 250s wangwenxi.handsome 2021-09-01 16:20:52 +00:00
  • 919380597b close and reindex wangwenxi.handsome 2021-09-01 14:48:23 +00:00
  • 4da3f3b104 broadcast_to and get single data wangwenxi.handsome 2021-09-01 13:17:55 +00:00
  • 9446116642 redundant references wangwenxi.handsome 2021-09-01 07:38:45 +00:00
  • 5003e49197 fix metric calculation error Young 2021-09-01 00:24:50 +00:00
  • 5f0ee6ce68 fix bugs Young 2021-08-31 09:52:32 +00:00
  • 9a74471ab6 Pass basic tests Young 2021-08-31 08:44:56 +00:00
  • d39c8de800 draft design Young 2021-08-31 02:33:44 +00:00
  • 43a8f502ed fix bug wangwenxi.handsome 2021-08-27 10:48:10 +00:00
  • 7ee4a207bc add lru wangwenxi.handsome 2021-08-26 16:26:26 +00:00
  • 25f54ddaeb new high freq struc wangwenxi.handsome 2021-08-26 15:54:19 +00:00
  • d9ad8ff791 index_data wangwenxi.handsome 2021-08-26 12:41:12 +00:00
  • 13a9b7cea0 type error bug Young 2021-08-20 09:50:47 +00:00
  • 9c326fd398 add import order Young 2021-08-20 01:15:26 +00:00
  • f111e34bd2 align interface wangwenxi.handsome 2021-08-19 14:06:33 +00:00
  • be0d9e6a22 update freq wangwenxi.handsome 2021-08-18 14:29:15 +00:00
  • e134c358fd fix index data bug wangwenxi.handsome 2021-08-18 14:18:19 +00:00
  • 16b954866f get_base_info wangwenxi.handsome 2021-08-18 13:30:28 +00:00
  • f7d7f1a223 fix nanmean wangwenxi.handsome 2021-08-17 12:45:37 +00:00
  • 8eb7a1fddc numpy_order_indicator wangwenxi.handsome 2021-08-17 07:15:45 +00:00
  • 222c2fd21a fix exchange bug wangwenxi.handsome 2021-08-15 14:17:26 +00:00
  • f67b99a30e update exchange wangwenxi.handsome 2021-08-15 12:45:29 +00:00
  • 2da6a8c770 fix Path re wangwenxi.handsome 2021-08-31 11:57:14 +00:00
  • 8f4d320832 bug fix & use oracle transport pretrain Dong Zhou 2021-08-30 07:32:04 +00:00
  • e2739ac72c Update README.md cslwqxx 2021-08-29 12:29:11 +08:00
  • 19d15ddc38 Merge pull request #513 from 2796gaurav/main you-n-g 2021-08-26 20:59:26 +08:00
  • 12af8f304b Delete .DS_Store you-n-g 2021-08-26 15:36:35 +08:00
  • 25b771ddf1 check lexsort in the 'lazy_sort_index' function (#566) Mark Zhao 2021-08-25 18:07:30 +08:00
  • 1158472489 Fix multi-process loop calls (#574) Pengrong Zhu 2021-08-25 18:05:35 +08:00
  • 84d2cb3226 Update gen.py (#576) you-n-g 2021-08-25 18:05:10 +08:00
  • 509bfcb02e Fix CI Bug (#575) Wangwuyi123 2021-08-25 08:51:39 +08:00
  • 309dfa36cc Add a example to collecting all the decisions Young 2021-08-15 15:22:48 +00:00
  • 6608a40965 Update ensemble.py (#560) demon143 2021-08-14 18:07:49 +08:00
  • 735153a50d Cash Update (#559) wangwenxi-handsome 2021-08-12 23:44:22 +08:00
  • 3e75cead93 code standard docs you-n-g 2021-08-12 17:17:50 +08:00
  • 6697f209d4 Conda Suggestion you-n-g 2021-08-12 16:30:46 +08:00
  • 05b9fb5a47 Fix bug when Account.benchmark_config is None you-n-g 2021-08-09 19:23:17 +08:00
  • 7c858803f0 add position test wangwenxi.handsome 2021-08-08 14:32:33 +00:00
  • 74e1ee6921 update position and negative cash wangwenxi.handsome 2021-08-06 04:34:30 +00:00
  • e3b57b1901 Update README.md you-n-g 2021-08-06 09:58:48 +08:00
  • 82a5223166 Update README.md you-n-g 2021-08-06 09:57:49 +08:00
  • 398131cff7 Update strategy.py ZhangTP1996 2021-08-05 11:59:34 +08:00
  • 8e87950292 Print volume limitation log Young 2021-08-04 11:03:38 +00:00
  • e71e2f941c fix tra when logdir is None Dong Zhou 2021-08-02 03:57:14 -07:00
  • 0483406c12 fix tra when logdir is None Dong Zhou 2021-08-02 03:57:14 -07:00
  • 3ff1d91d61 add __init__ wangwenxi.handsome 2021-08-02 07:45:03 +00:00
  • f5db0e1b05 fix vol limit bug wangwenxi.handsome 2021-08-02 03:49:03 +00:00
  • 0f2d85d098 volume limit update wangwenxi.handsome 2021-08-01 16:03:08 +00:00
  • 5c2ddac7f0 volume limit wangwenxi.handsome 2021-07-31 09:31:01 +00:00
  • da1f4db968 update README Dong Zhou 2021-07-28 14:29:24 +08:00
  • a7c41b6969 improve pretrain Dong Zhou 2021-07-28 10:07:35 +08:00
  • 5b7b48e376 clean up Dong Zhou 2021-07-22 20:16:31 +08:00
  • 4f9f978909 fix TRA when use single head Dong Zhou 2021-07-22 19:10:17 +08:00
  • 319a2f38cc fix horizon Dong Zhou 2021-07-22 18:52:48 +08:00
  • a2c38c979e format by black Dong Zhou 2021-07-21 13:28:43 +08:00
  • 07655f2d5b refactor TRA Dong Zhou 2021-07-21 13:19:07 +08:00
  • 9303415666 refactor online serving rolling api Young 2021-07-29 04:40:27 +00:00
  • 73f5cc0a2b add suspend check in twap Young 2021-07-29 04:05:39 +00:00
  • 05d28469ad sort index after loader (#538) you-n-g 2021-07-29 12:06:59 +08:00