Commit Graph

  • 2cf842bcfe add_test_pit (#1089) Linlang 2022-05-06 16:47:20 +08:00
  • 9e381493c2 Add instructions to add models (#1088) you-n-g 2022-05-05 21:27:24 +08:00
  • a73b60d05a Update detailed_workflow.ipynb (#1084) Chia-hung Tai 2022-05-03 15:11:27 +08:00
  • 64979ad769 Yahoo data Docs (#1077) you-n-g 2022-04-29 17:24:53 +08:00
  • c5cf8fb9cc fix est_sepdf.py with black you-n-g 2022-04-29 17:16:06 +08:00
  • 5d579d1a20 fix_macos_CI (#1081) Linlang 2022-04-29 17:04:28 +08:00
  • 3c9c76b384 fix SepDataFrame when we del it to empty (#1082) you-n-g 2022-04-29 14:29:17 +08:00
  • 9d0a8f61d1 Make sepdf more like DataFrame (#1080) you-n-g 2022-04-28 19:13:45 +08:00
  • 701b18af1b fix_issue_715 (#1070) Linlang 2022-04-28 16:09:31 +08:00
  • 61f2433c9b Debug MacOS CI you-n-g-patch-2 you-n-g 2022-04-27 19:28:31 +08:00
  • 84ff662a26 Fixed pandas FutureWarning (#1073) Hubedge 2022-04-27 18:43:26 +08:00
  • 00e40e775b Fixed typos in workflow.rst (#1068) 金戈 2022-04-27 18:36:47 +08:00
  • 45fe5e6974 Fix issue probably-meant-fstring found at https://codereview.doctor (#1072) code-review-doctor 2022-04-25 09:12:40 +01:00
  • 366a9c33f3 Bump to Dev Version you-n-g 2022-04-25 16:11:47 +08:00
  • 982e0da715 Update Version v0.8.5 Young 2022-04-25 00:08:08 +08:00
  • cd5e5d5235 fast fillna (#1074) you-n-g 2022-04-24 23:24:32 +08:00
  • caea495f40 Update handler.py (#1044) you-n-g 2022-04-22 09:16:06 +08:00
  • d934c8caba fix_issue_1019_1026 (#1046) Linlang 2022-04-22 09:15:53 +08:00
  • a139986f4e Change Power to a NpPairOperator (#1052) wuzhe1234 2022-04-21 20:50:16 +08:00
  • 12c3de42d0 Update Tutorial Notebook you-n-g 2022-04-21 10:08:47 +08:00
  • fe0f9427f2 Use the region in qlib.config for FileCalendarStorage. (#1049) Chia-hung Tai 2022-04-20 19:20:43 +08:00
  • a973e4fb66 Update test_macos.yml (#1055) Wangwuyi123 2022-04-15 18:17:16 +08:00
  • c60366addd update ci with test doc (#1054) Wangwuyi123 2022-04-15 18:16:45 +08:00
  • 41447f320b fix tra dataset bug (#1050) you-n-g 2022-04-15 17:15:44 +08:00
  • e1271a83f7 Update setup.py (#1048) you-n-g 2022-04-14 20:41:06 +08:00
  • 30b531086c Fixed issue #943 about TCTS init_fore_model (#1047) Tuozhen Liu 2022-04-14 11:23:08 +08:00
  • 87926513cb Add the HIST and IGMTF model on Alpha360 (#1040) Wentao Xu 2022-04-14 01:45:49 +08:00
  • 7bfc7e1797 chore: bug-fix for crypto data collector (#1038) plpycoin 2022-04-13 22:22:31 +08:00
  • 85e7cdcac3 Update setup.py (#1043) Wangwuyi123 2022-04-12 16:26:55 +08:00
  • 08fd1d3f42 update cli.py (#1008) Chao Wang 2022-04-11 20:58:28 -04:00
  • defd6758f6 Update README.md you-n-g 2022-04-11 16:06:35 +08:00
  • 61cc1a3867 Update README.md (#1039) Qin Molei 2022-04-10 20:57:12 +08:00
  • 655ed982cf Add high-frequency feature engineering code (#1022) Yuchen Fang 2022-04-10 10:41:22 +08:00
  • 2952c443ca Add Qlib notebook tutorial (#1037) you-n-g 2022-04-08 21:29:41 +08:00
  • 7f1293ec34 Update PIT.rst you-n-g 2022-04-06 22:17:27 +08:00
  • 73438807f9 Add docs for CSRankNorm (#1032) you-n-g 2022-04-06 19:57:27 +08:00
  • 962751c72d Update README.md you-n-g 2022-04-06 10:19:41 +08:00
  • 56cfa480dc Ibovespa index support (#990) igor17400 2022-04-05 22:01:29 -03:00
  • 6edd0bf298 fix ddgda run all bug & pylint (#1031) you-n-g 2022-04-03 20:43:02 +08:00
  • fe155703b0 update doc for TopK-Drop (#1015) Chao Wang 2022-03-28 21:18:37 -04:00
  • 3c4f4bfd44 Fix Chinese punctuation regex comment (#1012) Chaoying 2022-03-29 09:16:21 +08:00
  • 5200ff520a fix_download_data_for_CI Linlang Lv (iSoftStone) 2022-03-24 22:07:30 +08:00
  • 30e457119c add_pre-commit_and_flake8_to_CI Linlang Lv (iSoftStone) 2022-03-22 09:48:13 +08:00
  • 243e516cf1 Add pre-commit Young 2022-03-18 16:42:18 +08:00
  • e229b567ad Support feature names contain Chinese punctuation (#1003) Chaoying 2022-03-24 19:49:25 +08:00
  • f129bfef5d Update README.md you-n-g 2022-03-24 16:21:52 +08:00
  • 9dd5e07819 Add PRef operator (#988) (#1000) Chaoying 2022-03-24 15:29:08 +08:00
  • 00ed35fc1b Update README.md you-n-g 2022-03-23 10:47:53 +08:00
  • 3f53a097b0 Fix format for PULL_REQUEST_TEMPLATE.md (#1001) Chaoying 2022-03-22 18:40:30 +08:00
  • fb230a8097 Update README.md you-n-g 2022-03-22 09:22:30 +08:00
  • ff4724e248 Known Limitations In Recroder (#999) you-n-g 2022-03-22 09:21:48 +08:00
  • 73d90f7f44 Add lightgbm min version. (#995) Chia-hung Tai 2022-03-21 08:00:28 +08:00
  • b7988e6428 Add backtest example to online simulation (#984) you-n-g 2022-03-19 01:53:14 +08:00
  • 8efc8b92ef Optimize the pit collector script (#982) Chauncey 2022-03-18 21:51:36 +08:00
  • f2a5ecd98a Fix comment typo (#987) Chauncey 2022-03-17 19:25:15 +08:00
  • 705354cc28 fix-issue948 (#986) Linlang 2022-03-17 19:24:17 +08:00
  • 1b5d0d4d6d Update report.rst (#980) you-n-g 2022-03-15 21:30:50 +08:00
  • f4a481945b Update README.md (#981) you-n-g 2022-03-15 20:40:52 +08:00
  • 5f18ba7970 Fix pit download_data script TypeError (#978) (#979) Chauncey 2022-03-15 14:02:14 +08:00
  • 2681c61c60 Fix log object bug (#977) you-n-g 2022-03-14 17:33:13 +08:00
  • 776b0c5bb4 Skip idx.is_lexsorted() when pandas version is larger than 1.3.0. (#973) Chia-hung Tai 2022-03-13 23:24:54 +08:00
  • 829ad9f5e9 Use callback in LGBM.train. (#974) Chia-hung Tai 2022-03-13 11:20:18 +08:00
  • 921c13cc90 safe remove file and more friendly log (#967) you-n-g 2022-03-13 11:11:41 +08:00
  • 0f519f6053 Update yahooquery marked words (#966) Wangwuyi123 2022-03-12 20:49:38 +08:00
  • 2ed806c846 Remove redundant import [fix pylint] (#962) you-n-g 2022-03-11 12:15:37 +08:00
  • d2f0bebf60 feat: add instrument context to inst_processor (#959) Jiabao Qu 2022-03-11 12:15:13 +08:00
  • 615a381038 Merge pull request #938 from SunsetWolf/fix-csi500 you-n-g 2022-03-11 12:09:22 +08:00
  • 568a88fddb fix cn annotation in PIT script (#958) bxdd 2022-03-11 10:15:20 +08:00
  • 058f976727 Fix pit docs format (#957) Chauncey 2022-03-11 10:13:31 +08:00
  • faa99f30fa Support Point-in-time Data Operation (#343) bxdd 2022-03-10 14:27:52 +08:00
  • 837067b9e1 fix-csi500 Linlang Lv (iSoftStone) 2022-03-09 23:03:28 +08:00
  • 3a911bc09b Add REG_TW. (#955) Chia-hung Tai 2022-03-08 23:48:27 +08:00
  • 90be21bb40 Change to Dev Version you-n-g 2022-03-08 22:32:28 +08:00
  • 7540b1257b update version v0.8.4 Young 2022-03-08 22:21:24 +08:00
  • 57f7ed9914 [949] - Remove argument internal in BaseRun::download_data. (#953) Chia-hung Tai 2022-03-08 10:26:35 +08:00
  • 9e3d0249f7 fix bug (#950) Chao Wang 2022-03-06 10:42:31 -05:00
  • 2ac964c470 Fix error message in position.py (#922) cuicorey 2022-03-06 23:42:02 +08:00
  • 07f0d4f599 [930] Fix typo HasingStockStorage to HashingStockStorage. (#947) Chia-hung Tai 2022-03-04 12:40:04 +08:00
  • ea4fb33ff2 Fix wrong error messages. (#946) Chia-hung Tai 2022-03-03 14:33:24 +08:00
  • ed0c238787 Update initialization.rst you-n-g 2022-03-02 21:39:44 +08:00
  • 80af395b3c Update initialization.rst (#941) Linlang 2022-03-02 20:51:37 +08:00
  • 4dc66932d5 [931] Remove mutable default argument. (#932) Chia-hung Tai 2022-02-28 18:37:46 +08:00
  • 40dd84857c update-csi500 Linlang Lv (iSoftStone) 2022-02-28 03:48:07 +08:00
  • 74cc21fc2c add CSI500 data collector BigTreei 2020-12-26 16:51:52 +08:00
  • ec8969a3ae Update initialization.rst you-n-g 2022-02-23 12:10:17 +08:00
  • 528f74af09 performance mprovement (#921) you-n-g 2022-02-19 18:36:23 +08:00
  • d482726f28 Update README.md (#920) you-n-g 2022-02-19 00:46:32 +08:00
  • cfc3e886ed Add data analysis feature for report (#918) you-n-g 2022-02-17 08:24:42 +08:00
  • 60d45ad770 Enhance pytorch nn (#917) you-n-g 2022-02-15 19:22:48 +08:00
  • 0e8b94a552 Update README.md (#915) Wendi Li 2022-02-15 09:27:51 +08:00
  • 4bf127eba5 Some links about high-frequency trading (#884) you-n-g 2022-02-13 20:22:05 +08:00
  • c149c8616c Update strategy.rst you-n-g 2022-02-12 23:10:46 +08:00
  • 3274e16c95 Support Reweighter for HighFreq Model (#908) you-n-g 2022-02-07 21:45:53 +08:00
  • d496cf7476 Update Portfolio README.md (#900) you-n-g 2022-02-07 16:04:11 +08:00
  • 357ee74b6f Update pytorch_lstm_ts.py you-n-g 2022-02-07 00:05:49 +08:00
  • 5da5cf5175 add weight param (#907) aurora5161 2022-02-06 22:34:00 +08:00
  • 6a946761cf Black(new version) Format Young 2022-02-06 22:33:16 +08:00
  • 76b7b5f24b Update README.md you-n-g 2022-02-01 12:32:28 +08:00
  • d7d19feb4e Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/TabNet (#898) dependabot[bot] 2022-01-27 11:17:01 +08:00
  • bba6972a55 Bump numpy from 1.17.4 to 1.21.0 in /examples/benchmarks/Transformer (#897) dependabot[bot] 2022-01-27 11:16:54 +08:00