Commit Graph

  • 119fe90570 Fix pytorch ts model loader bug Jactus 2021-03-10 16:43:32 +08:00
  • e2817ab87c Merge pull request #319 from Derek-Wds/main you-n-g 2021-03-10 15:38:39 +08:00
  • 2e37033e35 Merge pull request #318 from microsoft/bxdd-patch-2 you-n-g 2021-03-10 14:45:35 +08:00
  • 105fe1d3ed Remove deprecated warning for numpy>=1.20.0 Jactus 2021-03-10 10:38:43 +08:00
  • 78bc2c8748 Update Filter doc Jactus 2021-03-09 17:31:27 +08:00
  • 83dbdfb45e finished document and example lzh222333 2021-03-09 17:22:36 +08:00
  • 81987bb143 Update ops.py bxdd 2021-03-09 15:38:04 +08:00
  • 53cf89d7c2 Reformat with black. Charles Young 2021-03-08 19:43:03 +08:00
  • 8b9065c166 Reformat with black. Charles Young 2021-03-08 19:32:13 +08:00
  • 6a305c73ae Resolve https://github.com/microsoft/qlib/pull/280\#discussion_r589166529 Charles Young 2021-03-08 19:08:55 +08:00
  • 7022675d00 Resolve https://github.com/microsoft/qlib/pull/280\#discussion_r589169489 Charles Young 2021-03-08 19:07:28 +08:00
  • 2f9af1af8f Resolve https://github.com/microsoft/qlib/pull/280\#discussion_r589169769 Charles Young 2021-03-08 19:02:40 +08:00
  • fc89fec46d Resolve https://github.com/microsoft/qlib/pull/280\#discussion_r589168764 Charles Young 2021-03-08 18:56:54 +08:00
  • c6675be792 Resolve https://github.com/microsoft/qlib/pull/280\#discussion_r589166143 Charles Young 2021-03-08 17:51:36 +08:00
  • 351d598c9f Resolve https://github.com/microsoft/qlib/pull/280\#discussion_r589165409 Charles Young 2021-03-08 17:49:59 +08:00
  • 81b86f8022 Update test to cover changes in structured_cov_estimator Charles Young 2021-03-08 17:18:07 +08:00
  • 4d5a30b30b Resolve https://github.com/microsoft/qlib/pull/280\#discussion_r589167776 Charles Young 2021-03-08 17:14:29 +08:00
  • 79c1142d3e Pass nan_option to structured covariance estimator. Charles Young 2021-03-08 17:09:33 +08:00
  • e061443560 Fix lint error with Black D-X-Y 2021-03-08 08:27:58 +00:00
  • 03ef918dd8 Fix bugs in count_parameters D-X-Y 2021-03-08 08:24:23 +00:00
  • ca48345b29 Simplify count_parameters D-X-Y 2021-03-08 08:16:17 +00:00
  • def132e140 modified format and added TaskCollector lzh222333 2021-03-08 16:10:16 +08:00
  • 7bed3b4c2e Fix python format by black D-X-Y 2021-03-08 06:39:03 +00:00
  • 4266492a34 Merge branch 'main' of github.com:microsoft/qlib into fshare D-X-Y 2021-03-08 06:12:49 +00:00
  • 91eef93386 Merge pull request #302 from D-X-Y/main you-n-g 2021-03-08 14:01:53 +08:00
  • a244f87f95 modified the comments lzh222333 2021-03-08 13:25:11 +08:00
  • 9df0361262 black wangershi 2021-03-07 19:35:50 +08:00
  • 6bcd88973b resolve one bug wangershi 2021-03-07 19:32:37 +08:00
  • d13c9ae018 Avoid dividing zero in model.double_ensemble D-X-Y 2021-03-07 11:25:53 +00:00
  • 11412727ef add normalizer wangershi 2021-03-07 18:51:38 +08:00
  • 73b7107ee8 Remove useless verbose kwarg D-X-Y 2021-03-07 00:52:27 -08:00
  • 91fd53ab4d Add reset_default_uri func for R and expm D-X-Y 2021-03-06 05:33:08 -08:00
  • aab5c5b311 Refactor the comparison involving not shubhendra 2021-03-06 13:01:05 +05:30
  • dc86a6abc5 Refactor unnecessary else / elif when if block has a continue statement shubhendra 2021-03-06 13:01:05 +05:30
  • a62d1a1b36 Use literal syntax to create data structure shubhendra 2021-03-06 13:01:04 +05:30
  • 5015d218ff Remove methods with unnecessary super delegation. shubhendra 2021-03-06 13:01:03 +05:30
  • 6f034ccb5d Remove unnecessary use of comprehension shubhendra 2021-03-06 13:01:02 +05:30
  • 07eef18337 Remove length check in favour of truthiness of the object shubhendra 2021-03-06 13:01:01 +05:30
  • f277a66582 Add .deepsource.toml shubhendra 2021-03-06 13:01:00 +05:30
  • 49697b1f15 Show model size for pytorch models D-X-Y 2021-03-05 12:46:41 +00:00
  • 131f0e2e67 Add count_parameters for pytorch models in contrib D-X-Y 2021-03-05 12:07:43 +00:00
  • b14a559a52 Merge branch 'main' of github.com:D-X-Y/qlib into fshare D-X-Y 2021-03-05 07:25:18 +00:00
  • b115ca5353 Merge branch 'main' of github.com:microsoft/qlib into main D-X-Y 2021-03-04 23:19:33 -08:00
  • b40bfb1ea5 Merge branch 'main' of github.com:microsoft/qlib into fshare D-X-Y 2021-03-05 07:17:09 +00:00
  • 4f980a0266 Merge branch 'fshare' of github.com:D-X-Y/qlib into fshare D-X-Y 2021-03-05 07:15:46 +00:00
  • 19d93744f3 Add set_log_basic_config function support re-directing log stream D-X-Y 2021-03-05 07:15:25 +00:00
  • e327f404e3 Fix pylint issues D-X-Y 2021-03-04 22:37:58 -08:00
  • 452fb8f013 Make mlflow client consistant with uri D-X-Y 2021-03-04 22:33:35 -08:00
  • c4d6e00470 Fix logic of uri in ExpM and add test D-X-Y 2021-03-04 21:04:01 -08:00
  • 0f3e3d206b Update __init__.py. Charles Young 2021-03-04 22:47:42 +08:00
  • 83c6e74783 Reindex files. Charles Young 2021-03-04 22:30:38 +08:00
  • 2bff6eb781 Split classes in riskmodel.py & optimizer.py into seperate files. Charles Young 2021-03-04 22:08:11 +08:00
  • ee7eb79277 Fix unexpected mlruns folder error D-X-Y 2021-03-04 06:15:24 +00:00
  • 592db903b3 Update repr for Experiment & Recorder D-X-Y 2021-03-04 05:02:56 +00:00
  • 34b7da1dd8 add calendar list by threshold wangershi 2021-03-03 22:49:48 +08:00
  • 2882929c5d Add an example about workflow using RollingGen. lzh222333 2021-03-03 16:58:05 +08:00
  • fd2c1ba1ed Update some hint lzh222333 2021-03-03 16:36:15 +08:00
  • 05cf0e1edc add task_generator method and update some hint lzh222333 2021-03-03 15:42:39 +08:00
  • 229a39d0d3 Fix typos in DataHandler's doc D-X-Y 2021-03-03 07:30:55 +00:00
  • a9a70dfddf Update repr for DatasetH and ExpManager D-X-Y 2021-03-03 06:47:52 +00:00
  • b8cf229b05 Merge pull request #272 from ChengYen-Tang/Fix_collector_doc you-n-g 2021-03-03 14:14:07 +08:00
  • 7258340e0c Merge pull request #300 from bxdd/qlib_2021_03_02 you-n-g 2021-03-03 14:11:11 +08:00
  • b84156fde8 Consider more situations about task_config. Save the "param" file which is collect.py need. lzh222333 2021-03-03 11:25:37 +08:00
  • d1d70616a3 Merge pull request #298 from D-X-Y/main you-n-g 2021-03-03 11:17:00 +08:00
  • 5378d261b4 update ops.py docstring bxdd 2021-03-03 00:47:50 +09:00
  • a1fb10f7cf update FAQ doc bxdd 2021-03-03 00:44:52 +09:00
  • dbc8ca7379 Fix pylint by black -l 120 D-X-Y 2021-03-02 22:15:30 +08:00
  • c48b4c9971 Make Wrapper with a informative str repr. D-X-Y 2021-03-02 21:06:32 +08:00
  • b592669d1f Update Index Report you-n-g 2021-03-02 20:23:27 +08:00
  • 0bcaab3a5a Merge pull request #286 from meng-ustc/main you-n-g 2021-03-02 18:34:17 +08:00
  • 1de4def444 Update parameter names: 'k' and 'base' meng-ustc 2021-03-02 16:14:56 +09:00
  • ee4692a355 Merge branch 'main' of https://github.com/meng-ustc/qlib meng-ustc 2021-03-02 12:20:45 +09:00
  • 6e2ce6f1dc Add the results of DoubleEnsemble meng-ustc 2021-03-02 12:17:05 +09:00
  • c4733f601f Merge pull request #1 from you-n-g/online_srv lzh222333 2021-03-02 10:06:45 +08:00
  • 82353b20e1 black format wangershi 2021-03-01 21:10:46 +08:00
  • 51baf57b40 Merge remote-tracking branch 'remoteGit/main' into addFund wangershi 2021-02-28 19:29:18 +08:00
  • 3082f6ac1b ready for dump_bin wangershi 2021-02-28 19:06:40 +08:00
  • db80b620d8 ready for collector wangershi 2021-02-28 17:03:14 +08:00
  • 6e56396217 add crawler wangershi 2021-02-28 12:24:26 +08:00
  • 24024d51c7 qlib auto init basedon project & black format Young 2021-02-27 09:44:01 +00:00
  • a96f0c2e5f Update README.md Wendi Li 2021-02-26 23:12:59 +08:00
  • 1e5cf1c174 init version of online serving and rolling Young 2021-02-26 09:14:40 +00:00
  • 719074d306 touch file wangershi 2021-02-25 19:20:14 +08:00
  • 70575e8a1c Delete workflow_by_code_lgb_risk_demo.py Meng Dong 2021-02-24 16:10:38 +08:00
  • b3893067f7 delete notes Mingzhe Han 2021-02-24 16:04:17 +08:00
  • ce60097722 Add README and Formatted meng-ustc 2021-02-24 16:59:31 +09:00
  • e6dfccce2f fix OPDT_backtest bugs Mingzhe Han 2021-02-24 13:44:20 +08:00
  • f9c30f9834 update Dependencies Mingzhe Han 2021-02-23 17:25:29 +08:00
  • f164bf8411 Add config file in trade Update readme in trade Update highfreq to delete nan order Mingzhe Han 2021-02-23 15:51:50 +08:00
  • 1a990fdd25 Add Risk Prediction Demo meng-ustc 2021-02-23 19:08:11 +09:00
  • 1f28044d84 update Dependencies Mingzhe Han 2021-02-23 17:25:29 +08:00
  • 3cf0d27a07 Add config file in trade Update readme in trade Update highfreq to delete nan order Mingzhe Han 2021-02-23 15:51:50 +08:00
  • 527718a440 Allow enhanced indexing to generate portfolio without industry related restriction. Charles Young 2021-02-22 19:04:31 +08:00
  • d3caea60ee Add unittest for TestStructuredCovEstimator. Charles Young 2021-02-22 17:32:03 +08:00
  • f947a2fdef Correct two mistakes in annotation. Charles Young 2021-02-22 15:15:51 +08:00
  • dc4aa67503 Black format Jactus 2021-02-22 11:42:36 +08:00
  • 37871389b9 Format code with the latest version of black. Charles Young 2021-02-22 11:25:42 +08:00
  • 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