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Commit Graph

  • 2f9d45e03a Reformat code with black. Charles Young 2021-02-22 10:29:29 +08:00
  • b8647c13c7 Reformat code to follow PEP 8. Charles Young 2021-02-22 10:20:51 +08:00
  • 164687d54b Add scikit-learn to dependencies. Charles Young 2021-02-22 10:13:08 +08:00
  • 58f74cfd84 Reformat code to follow PEP 8. Charles Young 2021-02-22 10:07:03 +08:00
  • f7d3e56561 Merge optimization related portfolio construction back to portfolio/optimizer. Charles Young 2021-02-22 09:57:41 +08:00
  • 42f882504e Reformat code to follow PEP 8. Charles Young 2021-02-22 09:25:48 +08:00
  • 9448a6e2c7 Add a abstract class as the base class for all optimization related portfolio constructions. Charles Young 2021-02-22 09:23:48 +08:00
  • 2cc057e438 Fix minor mismatches of type hints. Charles Young 2021-02-22 09:09:03 +08:00
  • b2e2142594 Applied slight modification to follow PEP 8. Charles Young 2021-02-22 09:00:12 +08:00
  • 4000518698 Separate specific implementation of Portfolio Optimizer to folder. Charles Young 2021-02-22 08:41:35 +08:00
  • fa8f1cba06 Update filter.py you-n-g 2021-02-19 20:41:27 +08:00
  • a72911e4f8 Update filter.py you-n-g 2021-02-19 20:12:03 +08:00
  • cd5b721bc6 Update meng-ustc 2021-02-19 11:56:50 +09:00
  • 42590972e4 Modify run_all_model.py meng-ustc 2021-02-18 19:15:02 +09:00
  • d27dc8bab8 Add A New Baseline: DoubleEnsemble meng-ustc 2021-02-18 19:02:33 +09:00
  • 50d5fcf61e yml afe load Young 2021-02-17 05:17:18 +00:00
  • 77830a546e safe yaml loader Young 2021-02-16 15:07:14 +00:00
  • 83237ba4ed yml afe load Young 2021-02-17 05:17:18 +00:00
  • 04b916c8ae safe yaml loader Young 2021-02-16 15:07:14 +00:00
  • b90bd66ac6 Merge branch 'main' into Fix_collector_doc Kenneth Tang 2021-02-16 14:16:53 +08:00
  • 63d05e4a1a Fix typo Kenneth Tang 2021-02-16 14:08:58 +08:00
  • 0b11dc5167 Update workflow.rst lbaiao 2021-02-10 22:17:01 -03:00
  • 9c2653f125 Add an implementation of Enhanced Indexing to optimizer.py Charles Young 2021-02-09 20:31:00 +08:00
  • 7b01c5cae7 Add an implementation of Enhanced Indexing to optimizer.py Charles Young 2021-02-09 20:30:26 +08:00
  • 988b42e159 Add Structured Covariance Estimator to riskmodel.py Charles Young 2021-02-09 20:28:42 +08:00
  • 12c8bfa545 Fix typo in Data Layer Miae Kim 2021-02-07 16:08:34 -08:00
  • c948385e76 Add model saving for qrun and workflow example Jactus 2021-02-07 10:06:33 +08:00
  • 07b905c153 update bxdd 2021-02-05 06:01:47 +00:00
  • 0192f28bf4 add docstring & fix code bxdd 2021-02-05 05:01:00 +00:00
  • cbf97f56a4 fix market bxdd 2021-01-29 07:13:57 +00:00
  • d702c8bcb1 add Cut ops bxdd 2021-01-29 07:09:45 +00:00
  • b84686b215 Update models to enable save/load Jactus 2021-02-04 17:23:10 +08:00
  • 6a670828a5 Update serial.rst bxdd 2021-02-05 12:17:03 +08:00
  • ca6c2ffc27 Update serial.rst bxdd 2021-02-05 12:15:55 +08:00
  • 914637b3ef update index bxdd 2021-02-03 15:50:45 +00:00
  • d8da94de10 update docs bxdd 2021-02-03 15:46:54 +00:00
  • 477a548fe9 update data.rst docs bxdd 2021-02-03 14:55:03 +00:00
  • 35af9ad954 update docs bxdd 2021-02-03 09:02:32 +00:00
  • 8a91e7d34d black format bxdd 2021-02-03 09:00:41 +00:00
  • 4ed8b8e233 add docs & fix reinit of datatset bxdd 2021-02-03 08:57:31 +00:00
  • c71b645777 Update docs about record-temp Jactus 2021-02-05 10:32:27 +08:00
  • f2ffb80a0b Update workflow_by_code.py HUAN-PING SU 2021-02-04 00:36:50 -08:00
  • cda1d4be40 Update workflow_by_code.py HUAN-PING SU 2021-02-03 22:14:54 -08:00
  • fc1431cd4e update 1min docs zhupr 2021-02-02 17:25:31 +08:00
  • 06158fb621 Update readme and setup.py Jactus 2021-02-04 12:14:31 +08:00
  • 1e2e02368c Update readme Jactus 2021-02-03 14:19:16 +08:00
  • d87d29aca9 Update Windows CI Jactus 2021-02-02 19:11:20 +08:00
  • 005da6306c Update CI Jactus 2021-02-02 18:48:42 +08:00
  • 090b68e44e Update workflow.py bxdd 2021-02-03 13:05:31 +08:00
  • bf748ba4b7 update version number to dev Young 2021-02-03 05:11:39 +00:00
  • 0da9b909f6 update version number v0.6.3 Young 2021-02-02 09:48:41 +00:00
  • 5f87fc32ad Fix CI Jactus 2021-02-02 15:34:36 +08:00
  • 97d354fa73 update version for releasing v0.6.2 Young 2021-02-02 09:24:33 +00:00
  • a87fb5a68c fix contrib data freq Young 2021-02-02 08:48:50 +00:00
  • 835b47a7e7 simplify parameters Young 2021-02-01 10:40:45 +00:00
  • 802dac81c9 move freq params to dataloader Young 2021-01-31 13:34:57 +00:00
  • bdc70c192a Update pytorch_nn.py Wendi Li 2021-02-01 16:33:31 +00:00
  • 213f809148 Update pytorch_alstm_ts.py Wendi Li 2021-02-01 16:37:36 +00:00
  • f3fd5e0773 Update pytorch_gats.py Wendi Li 2021-02-01 16:38:17 +00:00
  • decf74cbdf Update pytorch_gru.py Wendi Li 2021-02-01 16:40:16 +00:00
  • b4a92d55f8 Update pytorch_gru_ts.py Wendi Li 2021-02-01 16:40:47 +00:00
  • ebc31b9bdb Update pytorch_lstm.py Wendi Li 2021-02-01 16:40:57 +00:00
  • 56ebe9bf36 Update pytorch_lstm_ts.py Wendi Li 2021-02-01 16:41:12 +00:00
  • ddd68fc761 Update pytorch_alstm.py Wendi Li 2021-02-01 16:36:16 +00:00
  • fd5c68a7d1 Update workflow_config_doubleensemble_Alpha158.yaml Meng Dong 2021-02-02 12:39:07 +08:00
  • 8c3ec164ff Add A New Baseline: DoubleEnsemble meng-ustc 2021-02-02 11:46:37 +09:00
  • acdc469e39 Add A New Baseline: DoubleEnsemble meng-ustc 2021-02-01 21:05:34 +09:00
  • f50463aca9 Fix bug in alpha360 bxdd 2021-01-31 23:59:59 +08:00
  • c0e7cbc983 Add filter_pipe API Jactus 2021-01-26 12:33:36 +08:00
  • bcae4bb22e Update README.md Kan Ren 2021-01-29 00:11:02 +08:00
  • f680a564a0 Merge pull request #228 from microsoft/main you-n-g 2021-01-29 00:09:22 +08:00
  • 828993b397 Merge pull request #222 from bxdd/rl-highfreq-include-examples you-n-g 2021-01-29 00:08:10 +08:00
  • 8ef89b4fa8 update bxdd 2021-01-28 15:01:07 +00:00
  • 76cf9dad99 update bxdd 2021-01-28 14:30:20 +00:00
  • f3eb02a0bd update docstring bxdd 2021-01-28 14:26:30 +00:00
  • ffa68fd010 update bxdd 2021-01-28 14:25:55 +00:00
  • f6dd006c35 update bxdd 2021-01-28 11:31:15 +00:00
  • 9cd41e5a81 Merge pull request #227 from Arthur-Null/high-freq-execution you-n-g 2021-01-28 16:27:05 +08:00
  • e23022e9d8 Update README.md: description about OE Kan Ren 2021-01-28 16:24:25 +08:00
  • ebbbec2a6c Merge branch 'high-freq-execution' into high-freq-execution Yuchen Fang 2021-01-28 16:23:45 +08:00
  • 13d39e6bbc refine readme Yuchen Fang 2021-01-28 16:11:58 +08:00
  • b96aab6bef minor Yuchen Fang 2021-01-28 14:30:54 +08:00
  • 700eef4164 README Yuchen Fang 2021-01-28 14:29:31 +08:00
  • 31c7d72485 minor Yuchen Fang 2021-01-28 14:22:55 +08:00
  • 30ad1967a2 requirements Yuchen Fang 2021-01-28 14:21:51 +08:00
  • 0c6cad1d7b rename Yuchen Fang 2021-01-28 14:14:33 +08:00
  • a0f22571de Update README.md you-n-g 2021-01-28 09:44:03 +08:00
  • 6835b2f67e Update README.md you-n-g 2021-01-28 09:40:42 +08:00
  • 7c4971e566 minor Yuchen Fang 2021-01-28 00:41:22 +08:00
  • 70a9d42c7d format Yuchen Fang 2021-01-28 00:41:02 +08:00
  • bcadf47f32 trade Yuchen Fang 2021-01-28 00:34:32 +08:00
  • 4dc14a2489 minor Yuchen Fang 2021-01-28 00:41:22 +08:00
  • a03b08bb4c format Yuchen Fang 2021-01-28 00:41:02 +08:00
  • 98086e4fdc trade Yuchen Fang 2021-01-28 00:34:32 +08:00
  • 8c29105bca Update cache.py you-n-g 2021-01-27 19:52:33 +08:00
  • 948b829ff4 add get_data in highfreq bxdd 2021-01-27 10:34:31 +00:00
  • 304a0c3d7a Add paper year Jactus 2021-01-27 17:37:58 +08:00
  • 02dea2aeb6 update paused bxdd 2021-01-27 07:42:00 +00:00
  • 6fc4f2b249 fix a bug bxdd 2021-01-27 07:02:59 +00:00
  • 2a5f06ee9e update dataset test bxdd 2021-01-27 06:25:40 +00:00