Commit Graph

  • 667f69ef8f Update to hats meng-ustc 2020-11-26 15:20:14 +08:00
  • 50f6ca7df3 Merge branch 'main' of https://github.com/you-n-g/qlib into main meng-ustc 2020-11-26 15:16:02 +08:00
  • e04bebde62 Update to hats meng-ustc 2020-11-26 15:15:05 +08:00
  • 96e8ce920a Add files via upload minho 2020-11-26 14:51:43 +08:00
  • 191691b61c Update workflow_by_code_sfm.py Haoyu Wang 2020-11-26 14:49:24 +08:00
  • 1454bb2b0c update format Haoyu Wang 2020-11-26 14:36:43 +08:00
  • 7a5153f7c7 Merge branch 'main' of https://github.com/you-n-g/qlib into main Alex Wang 2020-11-26 14:35:35 +08:00
  • 28b11886dd update Alex Wang 2020-11-26 14:35:16 +08:00
  • 305b9372c7 change code style in Catboost and XGboost Hong Zhang 2020-11-26 14:15:54 +08:00
  • e8bb5061b0 change code style for gats Hong Zhang 2020-11-26 13:58:45 +08:00
  • 85f9d5594e Merge branch 'main' of github.com:you-n-g/qlib into main Hong Zhang 2020-11-26 13:55:35 +08:00
  • f42661f2d4 gat2 Hong Zhang 2020-11-26 13:55:12 +08:00
  • 2a17062421 Update run_all_model and format Jactus 2020-11-26 13:49:51 +08:00
  • 398f67f8d8 gat1 Hong Zhang 2020-11-26 13:49:13 +08:00
  • 5102566aad Update GRU and LSTM model. lwwang1995 2020-11-26 13:35:07 +08:00
  • 45192413f9 Fix Jactus 2020-11-26 13:11:56 +08:00
  • 37cc51465c improve perf of robust zscore processor Dong Zhou 2020-11-26 12:25:39 +08:00
  • d0ca52f3fd add robust zscore processor & ALPHA360 support custom processors Dong Zhou 2020-11-26 12:04:48 +08:00
  • 21eb86e5cb Update run_all_model Jactus 2020-11-26 11:54:06 +08:00
  • f185f48185 Update docs Jactus 2020-11-26 00:59:48 +08:00
  • 87cee85cea Update docs and fix tabnet Jactus 2020-11-26 00:55:26 +08:00
  • 5be847909f Update workflow_config_catboost.yaml Haoyu Wang 2020-11-26 00:29:37 +08:00
  • 991f14a5b9 update freq Haoyu Wang 2020-11-25 22:19:20 +08:00
  • f84cb64332 Update xgb parameters. lwwang1995 2020-11-25 22:05:36 +08:00
  • 27f19c1f1b Add README.md for GATs meng-ustc 2020-11-25 21:11:56 +08:00
  • d780daaa87 Merge branch 'main' of github.com:you-n-g/qlib into main Hong Zhang 2020-11-25 21:07:51 +08:00
  • b5722a56b4 add README.md meng-ustc 2020-11-25 21:06:15 +08:00
  • 8b71127e2b Merge branch 'main' of github.com:you-n-g/qlib into main Hong Zhang 2020-11-25 21:05:39 +08:00
  • 130a7043dd update setup.py Young 2020-11-25 13:04:14 +00:00
  • 1f6d6e0e30 Merge branch 'main' of github.com:you-n-g/qlib into main Young 2020-11-25 12:59:16 +00:00
  • b6726628c4 black format Young 2020-11-25 12:58:43 +00:00
  • cb6370ba9b hats5 Hong Zhang 2020-11-25 20:55:10 +08:00
  • 515c627659 hats4 Hong Zhang 2020-11-25 20:44:52 +08:00
  • a371bf757b Update run_all_model script Jactus 2020-11-25 20:44:49 +08:00
  • c516ec89e1 Merge branch 'main' of github.com:you-n-g/qlib into main Young 2020-11-25 12:41:35 +00:00
  • 587d92f9ef Merge branch 'main' of https://github.com/you-n-g/qlib into main Jactus 2020-11-25 20:41:16 +08:00
  • 0024b43103 Merge branch 'main' of github.com:you-n-g/qlib into main Young 2020-11-25 12:41:12 +00:00
  • 6ca72167ee Merge branch 'main' of https://github.com/you-n-g/qlib into main Jactus 2020-11-25 20:41:04 +08:00
  • 233ef71775 update parameters Haoyu Wang 2020-11-25 20:41:04 +08:00
  • 538106f1b8 fix format Young 2020-11-25 12:40:58 +00:00
  • 7201334733 Format Jactus 2020-11-25 20:40:45 +08:00
  • 0bb7457520 update hyperparameters Haoyu Wang 2020-11-25 20:40:32 +08:00
  • 510be10a87 Delete workflow_by_code_tft.py Wendi Li 2020-11-25 20:34:52 +08:00
  • 5581cc42bf Update configs.py Wendi Li 2020-11-25 20:20:52 +08:00
  • 939154b4a5 Delete volatility.py Wendi Li 2020-11-25 20:16:37 +08:00
  • 65e3ad3779 Delete traffic.py Wendi Li 2020-11-25 20:16:29 +08:00
  • f0d7eaf7f4 Delete favorita.py Wendi Li 2020-11-25 20:16:22 +08:00
  • 2952641d3f Delete electricity.py Wendi Li 2020-11-25 20:16:13 +08:00
  • 5c1a818488 Update README.md Wendi Li 2020-11-25 20:09:47 +08:00
  • 9d3be6d894 add sys section parser to the workflow config Young 2020-11-25 09:54:03 +00:00
  • 1134d58b31 Update qlib_Alpha158.py Wendi Li 2020-11-25 17:32:14 +08:00
  • 068ad4ba90 Update tft.py Wendi Li 2020-11-25 17:31:15 +08:00
  • 9b7251d8d4 Create workflow_config_tft.yaml Wendi Li 2020-11-25 17:27:35 +08:00
  • e986f2c731 Add files via upload Wendi Li 2020-11-23 16:25:29 +08:00
  • c2c96a817f Format TFT Wendi Li 2020-11-23 16:09:03 +08:00
  • 93323ed6b3 Add TFT benchmark Wendi Li 2020-11-23 15:54:27 +08:00
  • c897ecac33 fix CI bug Young 2020-11-25 12:32:39 +00:00
  • 80fb24d8c3 Merge remote-tracking branch 'origin/main' into main Young 2020-11-25 12:31:45 +00:00
  • 47cf46f0c2 Add copy right Haoyu Wang 2020-11-25 20:28:00 +08:00
  • 25177b6dad Fix dumpmp_bin zhupr 2020-11-25 20:11:26 +08:00
  • 7f1f86488c Fix config and format Jactus 2020-11-25 19:53:22 +08:00
  • 64b7748033 update Alex Wang 2020-11-25 19:46:48 +08:00
  • 2c403943b2 Merge branch 'main' of https://github.com/you-n-g/qlib into main Alex Wang 2020-11-25 19:41:25 +08:00
  • 5c25f97e64 update hyper-parameter Alex Wang 2020-11-25 19:40:57 +08:00
  • a99db6a1dc Add ALSTM config Jactus 2020-11-25 19:29:30 +08:00
  • 05599d1de8 Update about ALSTM Don-ustc 2020-11-25 19:13:53 +08:00
  • 33a40c290f Update about ALSTM Don-ustc 2020-11-25 19:12:26 +08:00
  • 62ea2f89ae hats3 Hong Zhang 2020-11-25 19:03:16 +08:00
  • 8c4bc5be65 Add copyright. lwwang1995 2020-11-25 18:44:35 +08:00
  • 53620d4c08 Add readme for SFM. lwwang1995 2020-11-25 18:38:17 +08:00
  • d3480602c3 Merge Jactus 2020-11-25 18:04:54 +08:00
  • b31480a06a Update doc strings and fix Jactus 2020-11-25 18:03:52 +08:00
  • ca1a0875e4 update meng-ustc 2020-11-25 17:48:12 +08:00
  • cd7c81cfd0 add pretrain-mode to gats meng-ustc 2020-11-25 17:46:34 +08:00
  • c14a99a735 Fix TopkDropoutStrategy && dump_bin zhupr 2020-11-25 17:35:26 +08:00
  • 88b6fc4818 Add readme. LewenWang 2020-11-25 17:29:05 +08:00
  • 5ac90f25b3 Add readme for tabnet. LewenWang 2020-11-25 16:37:19 +08:00
  • 1e46ad2fbe Add readme for tabnet. LewenWang 2020-11-25 16:35:28 +08:00
  • 3520d3b108 Add SFM config Jactus 2020-11-25 14:58:23 +08:00
  • fcbafde741 update Alex Wang 2020-11-25 14:27:19 +08:00
  • 6b90c6d066 update Alex Wang 2020-11-25 14:23:12 +08:00
  • dad09e91cf update Alex Wang 2020-11-25 14:10:46 +08:00
  • e59f9e43a8 workcode for SFM Alex Wang 2020-11-25 14:02:40 +08:00
  • 610535de51 include SFM model Alex Wang 2020-11-25 14:02:12 +08:00
  • 991c6195bd Add TabNet config Jactus 2020-11-25 11:16:01 +08:00
  • 0e2c2fcd7f Add Tabnet. lwwang1995 2020-11-25 10:44:48 +08:00
  • 8ed01d5c8e more friendly error info when benchmark error Young 2020-11-25 01:11:34 +00:00
  • b4671746c2 Update part of the docs Jactus 2020-11-24 23:56:16 +08:00
  • 5059bba51e fix static dataloader Dong Zhou 2020-11-24 22:52:19 +08:00
  • db9758575b static data loader supports fields_group Dong Zhou 2020-11-24 22:43:34 +08:00
  • dfa8bc10a5 update mlflow version Young 2020-11-24 13:37:08 +00:00
  • e819879232 fix model when using single feature Dong Zhou 2020-11-24 21:03:52 +08:00
  • 67e7fdf80b Fix ops bug & add raise comments of Skew Kurt bxdd 2020-11-24 12:29:45 +00:00
  • 73b280754d auto infer cpu count Dong Zhou 2020-11-24 20:50:42 +08:00
  • de68649eea Merge branch 'main' of github.com:you-n-g/qlib into main Young 2020-11-24 09:20:53 +00:00
  • e5e402197a delay the creating of mlruns folder Young 2020-11-24 09:18:30 +00:00
  • 93ce9a4cb2 Format Jactus 2020-11-24 16:42:32 +08:00
  • acae9087e9 Update model configs Jactus 2020-11-24 16:41:10 +08:00
  • e2485bcf2b add CSRankNorm impl Dong Zhou 2020-11-24 10:20:29 +08:00
  • 641e7f38bc Merge branch 'main' of github.com:you-n-g/qlib into main Dong Zhou 2020-11-24 10:09:33 +08:00