Commit Graph

  • e50ad4309e Update news you-n-g 2021-12-08 10:24:58 +08:00
  • d89ae2370f update version to dev Young 2021-12-08 08:25:28 +08:00
  • ee3d4092ae release 0.8.0 v0.8.0 Young 2021-12-08 07:32:03 +08:00
  • ae83f9056f docs improvement (#730) you-n-g 2021-12-07 21:45:29 +08:00
  • c276de4040 Fix backtest (#719) Pengrong Zhu 2021-12-07 19:04:23 +08:00
  • 84103c7d43 Fix update record bug(#723) you-n-g 2021-12-03 10:03:30 +08:00
  • 6d6c586dc2 Update data crawler you-n-g 2021-11-28 13:44:49 +08:00
  • 54ef18ec4e Update the docs ops.py (#718) you-n-g 2021-11-26 18:15:44 +08:00
  • 0dfbf8c413 add logger (#709) demon143 2021-11-23 17:29:02 +08:00
  • f9c35284e1 Update README.md cslwqxx 2021-11-23 15:58:32 +08:00
  • 3974bfe746 Add SigAnaRecord in to workflow_by_code.py (#707) you-n-g 2021-11-23 12:37:50 +08:00
  • 45ebb1d0e0 support adding from date when updating pred (#703) you-n-g 2021-11-22 19:52:52 +08:00
  • 103f8579c1 Update README.md you-n-g 2021-11-22 18:19:16 +08:00
  • 654033733d Add A New Baseline: ADD (#704) fengcunguang 2021-11-22 18:16:50 +08:00
  • d224ea447e Fix high-freq data (#702) Pengrong Zhu 2021-11-20 15:03:53 +08:00
  • 9265b66e09 Update task_management.rst (#700) demon143 2021-11-18 18:23:43 +08:00
  • d4b56d97b5 Update __init__.py you-n-g 2021-11-18 18:22:09 +08:00
  • 0b3b95f22f Update workflow_by_code.ipynb (#697) Chao Wang 2021-11-17 20:21:45 -05:00
  • 0596174b94 Update task_management.rst (#654) demon143 2021-11-18 09:20:54 +08:00
  • 779b1786bd Merging Backtest improve (#694) you-n-g 2021-11-16 11:43:35 +08:00
  • 007082a112 Add AdaRNN baseline. (#689) Lewen Wang 2021-11-16 11:24:43 +08:00
  • 4e380b611e Delete .DS_Store you-n-g 2021-11-14 23:54:20 +08:00
  • 1e410c99be Support auto skip flawed data Young 2021-11-13 07:44:26 +00:00
  • b223c4304d add ops_warning_log to config (#685) Pengrong Zhu 2021-11-12 22:23:29 +08:00
  • f2771f1beb Callable Exp (#683) you-n-g 2021-11-12 14:56:22 +08:00
  • 5ac9dd7221 temporarily fix create exp conflicts for remote mlflow backtest_improve Dong Zhou 2021-11-12 05:16:17 +00:00
  • 01bdf6c1b1 bugfix: Fix the problem that caused highfreq's yaml to be unusable (#678) Ckend 2021-11-10 22:32:58 +08:00
  • 9639a8cac9 add default protocol_version (#677) Pengrong Zhu 2021-11-10 14:37:18 +08:00
  • cae4c9c924 An example to get index from TSDataSampler (#679) you-n-g 2021-11-10 14:35:27 +08:00
  • a2be6e28e9 handler demo cache (#606) you-n-g 2021-11-08 17:33:10 +08:00
  • fdbc666678 Fix private import you-n-g 2021-11-08 09:53:58 +08:00
  • 7efec6bbc4 Fix private import you-n-g 2021-11-08 09:52:55 +08:00
  • 7800dd4ec9 Merge pull request #650 from microsoft/backtest_improve you-n-g 2021-11-08 09:10:33 +08:00
  • 3fa48d7017 simplify record tmp Young 2021-11-05 11:34:21 +00:00
  • b18132dce1 More citations (#673) Mark Zhao 2021-11-05 19:43:50 +08:00
  • 16957176a9 Update README.md you-n-g 2021-11-05 13:00:32 +08:00
  • f0b9a807ea Add A New Baseline: TCN (#668) fengcunguang 2021-11-04 20:30:52 +08:00
  • 5ee2d9496b GPU identification bug fix for GATs (#669) Mark Zhao 2021-11-03 14:41:46 +08:00
  • 4f2d6b0d84 fix pytorch memory amount error Young 2021-11-02 20:41:39 +08:00
  • 3943b7001f fix CI bug for AyncCaller Young 2021-11-02 14:32:09 +08:00
  • 2593185721 Simplify TSDataset and async recorder Young 2021-11-02 11:03:23 +08:00
  • 7a884fa9f2 remove redundant file only when remote artifact Young 2021-11-01 18:55:44 +08:00
  • d929d4bb21 rm recorder temp file Dong Zhou 2021-11-01 09:29:44 +00:00
  • e54b019ee2 solve init kwargs conflictions Young 2021-11-01 06:22:03 +00:00
  • 426b98a3bc make the logic of online manager cleaner Young 2021-10-31 08:25:41 +00:00
  • 82f8ff9066 Update seperate dataframe Young 2021-11-01 00:51:21 +08:00
  • 7b15682c63 Update initialization.rst you-n-g 2021-10-30 21:42:22 +08:00
  • df36839a7f Update README.md you-n-g 2021-10-30 21:36:15 +08:00
  • 4cecaba618 fix 'duplicate axis' error when updating cache (#661) Pengrong Zhu 2021-10-29 22:52:42 +08:00
  • 63b823f343 add logs in case of ops.py errors (#659) Pengrong Zhu 2021-10-29 08:52:43 +08:00
  • e41c0ac90a Adjusting gbdt.py's parameter (#660) you-n-g 2021-10-28 19:43:05 +08:00
  • 31e9d529de Add multi horizon task generator Young 2021-10-28 00:01:19 +08:00
  • 5fa56703ae add handler pickle attr, enhance init_instance_by_config Young 2021-10-26 23:32:33 +08:00
  • c6bb11fe56 avoid trade without enough cash Dong Zhou 2021-10-25 05:46:12 +00:00
  • 3d7ebd1fe0 add back trade_val Dong Zhou 2021-10-22 10:13:15 +00:00
  • 7313b4dad0 fix impact cost Dong Zhou 2021-10-22 08:58:37 +00:00
  • b70caff522 add doc Dong Zhou 2021-10-22 08:49:20 +00:00
  • 96b422a906 support market impact cost Dong Zhou 2021-10-22 08:44:47 +00:00
  • 64130d9407 Fix the aggregation function of IndexData Young 2021-10-22 15:20:45 +08:00
  • a58bc03a8e add sepdf(make mini project only rely on qlib) Young 2021-10-21 13:15:02 +00:00
  • f537222ce3 make handler seperable Young 2021-10-21 11:58:54 +00:00
  • c427c64845 fix calendar Dong Zhou 2021-10-19 06:17:53 +00:00
  • 22ff8fdc44 simple change log Young 2021-10-16 17:09:28 +00:00
  • 4efb0a75c1 Being compatible with previous Qlib version Young 2021-10-15 15:06:06 +00:00
  • 052aad7982 simplify signal parameter Young 2021-10-15 14:04:21 +00:00
  • 12f05c7182 Merge branch 'backtest_improve' of github.com:microsoft/qlib into backtest_improve Young 2021-10-15 11:22:15 +00:00
  • ac08468330 Make static prediction easier Young 2021-10-15 11:21:03 +00:00
  • df9745f134 support empty order Dong Zhou 2021-10-15 09:07:03 +00:00
  • 2e49a5f7c0 fix order generator Dong Zhou 2021-10-15 07:04:47 +00:00
  • 3ab5721448 Fix OrderGenerator's return value you-n-g 2021-10-15 14:28:08 +08:00
  • 6a94b45503 Update order_generator.py you-n-g 2021-10-15 13:52:55 +08:00
  • 7c31012b50 Auto injecting model and dataset for Recorder (#645) you-n-g 2021-10-15 13:50:24 +08:00
  • 334b92ace7 Checking dataset empty (#647) you-n-g 2021-10-14 23:35:12 +08:00
  • 9a175d7507 improve the doc of auto init (#541) you-n-g 2021-10-12 11:58:27 +08:00
  • 17ea44e0cf Update TCTS. (#643) Lewen Wang 2021-10-12 10:08:48 +08:00
  • c0ce712be9 more detailed docs for workflow (#639) you-n-g 2021-10-11 15:38:18 +08:00
  • 8e81a017c1 Update manage.py (#628) demon143 2021-10-11 15:37:50 +08:00
  • 706727988c Update README.md you-n-g 2021-10-09 23:37:07 +08:00
  • e99224e5c2 Update benchmark based on new backtest (#634) you-n-g 2021-10-07 22:57:19 +08:00
  • 8c8d1336de fix workflow_config_lightgbm_multi_freq.yaml (#635) Pengrong Zhu 2021-10-06 17:18:27 +08:00
  • 1979cac50a Merge pull request #632 from Mingzhe-Han/high-freq-execution Mingzhe-Han 2021-10-03 21:13:13 +08:00
  • d01de411a8 add support for macos-11 (#630) Pengrong Zhu 2021-10-03 16:49:17 +08:00
  • 28fe4d4bb4 update file strategy test Young 2021-10-03 05:31:43 +00:00
  • 873129aa9b update fix CI tests bugs Young 2021-10-02 08:28:17 +00:00
  • 3a152f9b8b fix CI Young 2021-10-01 03:54:49 +00:00
  • 2b75b41a08 remove 3.6 Young 2021-10-01 03:34:03 +00:00
  • 00d17f0a52 Update python-publish.yml you-n-g 2021-10-01 03:03:26 +08:00
  • 6bec33e854 Merge pull request #438 from microsoft/nested_decision_exe v0.8.0a1 you-n-g 2021-10-01 02:47:53 +08:00
  • 48a860c8b7 fix backtest yaml Young 2021-09-30 18:43:36 +00:00
  • 4099050935 Merge remote-tracking branch 'origin/main' into nested_decision_exe Young 2021-09-30 18:41:15 +00:00
  • 3760a18a8d Merge nested main (#597) wangwenxi-handsome 2021-10-01 02:15:30 +08:00
  • 8cf6ed3564 Update VERSION.txt you-n-g 2021-09-30 22:59:05 +08:00
  • 92055d64ec Update VERSION.txt v0.7.2 you-n-g 2021-09-30 22:53:57 +08:00
  • b9809a4c33 make the prediction update more friendly (#609) you-n-g 2021-09-30 20:54:44 +08:00
  • fc243fd29b Fix Models (#483) you-n-g 2021-09-30 13:11:06 +08:00
  • b6a8bd5b80 update change doc (#623) demon143 2021-09-29 19:42:38 +08:00
  • 6ee0fe366c Update initialization.rst (#622) demon143 2021-09-27 21:44:06 +08:00
  • 55b6ff123e Share version number (#620) you-n-g 2021-09-27 16:12:12 +08:00
  • 45ea4bae4e Add file lock for MLflowExpManager (#619) you-n-g 2021-09-26 16:21:15 +08:00
  • 17d472cf01 Update code_standard.rst (#587) demon143 2021-09-26 15:35:14 +08:00