qianyun210603 4001a5d157 Bug fix for Rank and WMA operators (#1228) ...

* bug fix: 1) 100 should be used to scale down percentileofscore return to 0-1, not length of array; 2) for (linear) weighted MA(n), weight should be n, n-1, ..., 1 instead of n-1, ..., 0

* use native pandas fucntion for rank

* remove useless import

* require pandas 1.4+

* rank for py37+pandas 1.3.5 compatibility

* lint improvement

* lint black fix

* use hasattr instead of version to check whether rolling.rank is implemented

2022-11-13 19:03:23 +08:00

..

backtest

Refine RL todos (#1332)

2022-11-10 21:10:11 +08:00

contrib

fix position access error (#1267)

2022-11-08 10:51:43 +08:00

data

Bug fix for Rank and WMA operators (#1228)

2022-11-13 19:03:23 +08:00

model

Auto log uncommmitted code (#1167)

2022-06-28 19:53:21 +08:00

rl

Fix CI (#1347)

2022-11-11 10:25:04 +08:00

run

Add simplified download command (#1234)

2022-08-05 17:41:16 +08:00

strategy

Qlib simulator refinement (redo of PR 1244) (#1262)

2022-08-24 14:09:45 +08:00

tests

Use mock data for element operator tests. (#1330)

2022-10-30 16:27:59 +08:00

utils

Fix typo (#1308)

2022-10-07 22:32:07 +08:00

workflow

Refine RL todos (#1332)

2022-11-10 21:10:11 +08:00

__init__.py

Update __init__.py (#1177)

2022-07-07 20:04:24 +08:00

config.py

Don't disable existing logger when initializing qlib. (#1339)

2022-11-10 09:20:33 +08:00

constant.py

Qlib simulator refinement (redo of PR 1244) (#1262)

2022-08-24 14:09:45 +08:00

log.py

Fix CI pylint bug (#1270)

2022-08-30 08:53:57 +08:00

typehint.py

Refine type hint and recorder (#1248)

2022-08-12 22:48:13 +08:00