Commit Graph

  • 7f9f54faf4 add CSRankNorm processor Dong Zhou 2020-11-24 10:09:27 +08:00
  • 5729b2242e dataloader support static file or dataframe Dong Zhou 2020-11-24 10:08:52 +08:00
  • 0112d06ed5 rename group -> fields_group Young 2020-11-24 02:05:05 +00:00
  • 6ded0d50c7 support long-short analysis Dong Zhou 2020-11-24 10:04:13 +08:00
  • f536241a5f Update FAQ.rst Wendi Li 2020-11-02 19:26:13 +08:00
  • e3a5d1fc50 Update FAQ.rst Wendi Li 2020-11-02 19:19:49 +08:00
  • 71ba15c097 Update cache.py Wendi Li 2020-11-02 19:24:42 +08:00
  • 27b573c7d6 Update run_all_model script Jactus 2020-11-23 15:10:14 +08:00
  • 0c3f50e426 Merge branch 'main' of https://github.com/you-n-g/qlib into main Jactus 2020-11-23 10:53:59 +08:00
  • aed566fa00 Fix get_data bug in workflows Jactus 2020-11-23 10:53:26 +08:00
  • bac16060ff fix us instruments zhupr 2020-11-22 15:26:27 +08:00
  • 8958656222 Update test scipts Jactus 2020-11-22 13:38:40 +08:00
  • f11c3ab483 Merge branch 'main' of https://github.com/you-n-g/qlib into main Jactus 2020-11-22 12:48:28 +08:00
  • c8d7d3ea2a fix record_tmp bug Young 2020-11-22 03:17:50 +00:00
  • f0d75cc189 Merge branch 'main' of https://github.com/you-n-g/qlib into main Jactus 2020-11-22 12:39:44 +08:00
  • ae60546fe9 fix record_tmp bug Young 2020-11-22 03:17:50 +00:00
  • 220208f28c fix record_tmp bug Young 2020-11-22 03:17:50 +00:00
  • 89977320e3 black format Young 2020-11-21 15:34:15 +00:00
  • e5923333f5 recorder refine; signalTemp; fixbug Young 2020-11-21 15:20:47 +00:00
  • a0fe6941d2 Merge branch 'main' of github.com:you-n-g/qlib into main Young 2020-11-21 08:54:27 +00:00
  • f476ada22d Adjust interface Young 2020-11-21 08:54:11 +00:00
  • c22bd73f67 Update CI Jactus 2020-11-20 17:54:56 +08:00
  • 5aa48524d6 Add run_all_model script Jactus 2020-11-20 16:09:40 +08:00
  • 38e76a6e40 Add workflow example. lwwang1995 2020-11-20 14:57:08 +08:00
  • 5107d46568 Fix cli Jactus 2020-11-20 11:10:44 +08:00
  • 3bcb01d45f Merge branch 'main' of https://github.com/you-n-g/qlib into main Jactus 2020-11-20 10:59:41 +08:00
  • 547697ddc6 Modify cli Jactus 2020-11-20 10:59:37 +08:00
  • 75d779ebe8 fix report style zhupr 2020-11-19 22:48:24 +08:00
  • 0f433571f6 fix bug parameters Young 2020-11-19 09:29:18 +00:00
  • 6610b7110a Merge branch 'main' of github.com:you-n-g/qlib into main Young 2020-11-19 09:22:55 +00:00
  • 11dc307a96 Merge branch 'main' of github.com:you-n-g/qlib into main Young 2020-11-19 09:18:24 +00:00
  • c91698287a Add catboost config and notebook Jactus 2020-11-19 17:18:18 +08:00
  • aa971e017a fix handler bug Young 2020-11-19 09:13:05 +00:00
  • df406d58a5 Merge Jactus 2020-11-19 16:52:50 +08:00
  • 21c0dae03c Init benchmarks Jactus 2020-11-19 16:51:09 +08:00
  • a8ad2120c9 Update recordTemp and report Jactus 2020-11-19 16:50:16 +08:00
  • 4a0394ce05 Merge remote-tracking branch 'origin/main' into main Young 2020-11-19 08:27:42 +00:00
  • 7152f8321b update dump_bin docs zhupr 2020-11-19 16:16:27 +08:00
  • 1f62cfe0af update scripts/README.md zhupr 2020-11-19 16:00:20 +08:00
  • 6f2b51cf55 add get_data.py docs zhupr 2020-11-19 11:08:47 +08:00
  • 74f6dc8d02 Merge branch 'main' of github.com:you-n-g/qlib into main Young 2020-11-19 04:09:32 +00:00
  • afcfa0a478 adjust for SepDataframe Young 2020-11-19 04:08:05 +00:00
  • d019183af9 update workflows/test.yml zhupr 2020-11-18 22:12:03 +08:00
  • 00277699c7 update tests && fix typo zhupr 2020-11-18 21:55:41 +08:00
  • 7b2a9a15e3 add TODO zhupr 2020-11-18 18:57:54 +08:00
  • 9eb58ad366 fix collector start datetime zhupr 2020-11-18 18:44:31 +08:00
  • 6be6b95414 fix get_data zhupr 2020-11-16 17:07:07 +08:00
  • 94407da25f add support us data zhupr 2020-11-16 16:50:55 +08:00
  • c6d557c33e support US index zhupr 2020-11-16 16:29:53 +08:00
  • ae300592a0 refactor yahoo_collector && support US and 1m zhupr 2020-11-16 16:21:59 +08:00
  • 77bfeadb65 refactor && support update bin files zhupr 2020-11-16 15:49:28 +08:00
  • 87bf5cb01a Add script to verify that bin data and csv data are consistent zhupr 2020-11-16 15:44:04 +08:00
  • dfc9351096 fix mlflow uri Dong Zhou 2020-11-19 09:09:56 +08:00
  • e6a902c659 Add LSTM and Gats lwwang1995 2020-11-18 21:53:28 +08:00
  • d8414b949a Update pytorch_nn Jactus 2020-11-18 19:17:19 +08:00
  • 58bd2339c0 Update expm and exp Jactus 2020-11-18 17:55:45 +08:00
  • 64ed43b791 Update R and workflow Jactus 2020-11-17 22:05:18 +08:00
  • a8b46dd41d Delete log. lwwang1995 2020-11-16 23:29:51 +08:00
  • 0afe57f2fe Update GRU model. lwwang1995 2020-11-16 23:28:11 +08:00
  • 90d41e4022 add finetune example & fix serial bug Young 2020-11-16 13:11:39 +00:00
  • 3e04ded750 Add initial workflow_by_config Jactus 2020-11-16 17:29:26 +08:00
  • 42867264f3 Update R and workflow Jactus 2020-11-16 15:49:50 +08:00
  • c06914eb39 Merge branch 'main' into main you-n-g 2020-11-14 17:17:02 +08:00
  • 7a79028a72 fix some small bug Young 2020-11-14 08:23:19 +00:00
  • ea5f14ce12 Update R related codes Jactus 2020-11-13 21:34:13 +08:00
  • 138ab10c1a Update Dropna function in processor and check model loading and saving with pickle. lwwang1995 2020-11-13 10:55:10 +08:00
  • 59745486f5 Update handler Jactus 2020-11-12 17:34:43 +08:00
  • 4f4a7679ce Merge branch 'main' of https://github.com/you-n-g/qlib into main Jactus 2020-11-12 17:06:05 +08:00
  • b32f6a8bb1 Fix handler bug Jactus 2020-11-12 17:05:24 +08:00
  • 16f2b5d821 simply the logic bxdd 2020-11-11 22:18:23 +08:00
  • dc6874a11c del print bxdd 2020-11-11 21:09:19 +08:00
  • 4f86712579 fix exit not found in ipython & fix re about provider_uri bxdd 2020-11-11 21:05:52 +08:00
  • 54a256d3bc Update processor. lwwang1995 2020-11-12 13:20:49 +08:00
  • 063bfd4621 Update processor. lwwang1995 2020-11-12 13:17:10 +08:00
  • d45aa86fb5 Update GRU model. lwwang1995 2020-11-12 13:11:14 +08:00
  • 52c0c4b7a8 Fix processor bug and format Jactus 2020-11-11 14:24:04 +08:00
  • e2d89f44fb Delete log lwwang1995 2020-11-11 11:35:17 +08:00
  • ad6c2e759f Add Xgboost Model lwwang1995 2020-11-11 11:11:36 +08:00
  • 9c2dbaa94e add time series model GRU lwwang1995 2020-11-11 10:26:28 +08:00
  • b839733ec7 Add black formatter output Jactus 2020-11-11 09:50:38 +08:00
  • 722655ad13 Update black formatter Jactus 2020-11-11 09:34:10 +08:00
  • 3e0f8571d3 Merge pull request #66 from microsoft/support-non-fullfill-rate Pengrong Zhu 2020-11-10 20:52:10 +08:00
  • 490910b994 support non-full-fill rate of executor Young 2020-11-10 12:36:44 +00:00
  • 1a8ef55dc7 fix riskmodel Dong Zhou 2020-11-10 09:47:59 +08:00
  • 307661398f Merge branch 'main' of github.com:you-n-g/qlib into main Young 2020-11-10 01:46:01 +00:00
  • 21a24f9893 fix data_loader dict type bug Young 2020-11-10 01:45:34 +00:00
  • 2f42a59c3d Merge Jactus 2020-11-10 00:33:54 +08:00
  • 004e2f557b Fix recorder related bugs Jactus 2020-11-10 00:32:18 +08:00
  • b1c6b216fe fix Recorder init bug Young 2020-11-09 15:17:08 +00:00
  • 633af182f4 Fix read_bin bug Jactus 2020-11-09 22:15:41 +08:00
  • 853410c16e Update exp related and pytorch_nn Jactus 2020-11-09 16:42:21 +08:00
  • 9a826eefa3 add parallel processor Young 2020-11-06 10:24:21 +00:00
  • eead71fcb5 minor fix Haoyu Wang 2020-11-06 17:47:43 +08:00
  • 1556be6798 Adding Catboost as a model Haoyu Wang 2020-11-06 16:18:56 +08:00
  • 65a009acb2 remove vwap related feature Young 2020-11-05 12:30:43 +00:00
  • e37950d636 update handler & fix some bugs Young 2020-11-05 10:22:42 +00:00
  • 918a2b8a38 Fix few exp bugs Jactus 2020-11-05 15:28:31 +08:00
  • b6867c6161 fix the float conversion bug Young 2020-11-02 08:53:22 +00:00
  • 8a0135d79a fix data provider init bug Young 2020-11-02 09:42:07 +00:00
  • 371da2a74c Fix Jactus 2020-11-02 16:09:21 +08:00