microsoft
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qlib
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1995 Коммитов

Автор SHA1 Сообщение Дата
Xu Yang ca9f1861a4
Update README.md to show rdagent in qlib front page (#1848) 
* update readme

* Update README.md

add english and chinese link to rdagent

* add the logo of rdagent to readme

add the logo of rdagent to readme

* adjust the height of the logo

* improve some works in readme

* add a line
 2024-09-12 23:44:27 +08:00
Another b45b006ef2
Update README.md (#1839) 
Update data example to 20240809
 2024-08-30 17:01:55 +08:00
Linlang 82cf438401
fix break img (#1842) 2024-08-14 14:59:28 +08:00
you-n-g 9e635168c0
Update README.md 2024-08-09 20:23:13 +08:00
you-n-g b7ace1a622
🔥LLM-driven Auto Quant Factory🔥 (#1840) 
* Update README.md

* Update README.md
 2024-08-09 20:14:58 +08:00
cyncyw c9ed050ef0
Ptnn4both datatypes and alignment tests (#1827) 
* Init model for both dataset

* Remove some deprecated code

* Add model template;

* We must align with previous results

* We choose another mode as the initial version

* Almost success to run GRU

* Successfully run training

* Passed general_nn test

* gru test

* Alignment test passed

* comment

* fix readme & minor errors

* general nn updates & benchmarks

* Update examples/benchmarks/GeneralPtNN/workflow_config_gru2mlp.yaml

---------

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2024-07-11 17:59:18 +08:00
Linlang 2c33332dd6
More dataloader example (#1823) 
* More dataloader example

* optimize code

* optimeze code

* optimeze code

* optimeze code

* optimeze code

* optimeze code

* fix pylint error

* fix CI error

* fix CI error

* Comments

* fix error type

---------

Co-authored-by: Young <afe.young@gmail.com>
 2024-07-10 14:48:44 +08:00
you-n-g a7d5a9b500
Nested data loader (#1822) 
* nested data loader

* Amend

* add data loder test

* fix pylint error

* fix pytest error

* fix pytest error

* delete comments

* Update qlib/contrib/data/handler.py

---------

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
 2024-07-05 15:44:16 +08:00
you-n-g 5190332c7e
Add some misc features. (#1816) 
* Normal mod

* Black linting

* Linting
 2024-06-26 18:34:00 +08:00
cyncyw cde80206e4
Update index_data.py for datatype conversion and alignment (#1813) 
* Update index_data.py for data convertion and alignment

* Update qlib/utils/index_data.py

* Update qlib/utils/index_data.py

* fix linting

---------

Co-authored-by: taozhiwang <taozhiwa@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2024-06-24 15:34:48 +08:00
cyncyw a339fc11d1
add a note for code standard (#1814) 
* add a note for code standard

* handle both cases

---------

Co-authored-by: taozhiwang <taozhiwa@gmail.com>
 2024-06-24 15:33:45 +08:00
Linlang 33482047dc
change weight data download url (#1812) 2024-06-21 13:05:53 +08:00
Fivele-Li 47bd13295b
Fix Yahoo daily data format inconsistent (#1517) 
* Fix FutureWarning: Passing unit-less datetime64 dtype to .astype is deprecated and will raise in a future version. Pass 'datetime64[ns]' instead

* align index format while end date contains current day data

* fix black

* fix black

* optimize code

* optimize code

* optimize code

* fix ci error

* check ci error

* fix ci error

* check ci error

* check ci error

* check ci error

* check ci error

* check ci error

* check ci error

* fix ci error

* fix ci error

* fix ci error

* fix ci error

* fix ci error

---------

Co-authored-by: Cadenza-Li <362237642@qq.com>
Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
 2024-06-21 11:22:23 +08:00
陈屹华 ebc0ca893e
Fix TSDataSampler Slicing Bug #1716 (#1803) 
* Fix TSDataSampler Slicing Bug #1716

* Fix TSDataSampler Slicing Bug #1716

* Fix TSDataSampler Slicing Bug #1716

* Fix TSDataSampler Slicing Bug with simplyer implmentation#1716
 with Simplified Implementation

* Refactor: Fix CI errors by addressing pylint formatting issues

* Refactor: Remove extraneous whitespace for improved code formatting with Black
 2024-06-21 09:25:23 +08:00
Lee Yuntong 3a348aec9f
Fix typo (#1811) 
Co-authored-by: LeeYuntong <nukuihayu@outlook.com>
 2024-06-20 18:12:07 +08:00
Lee Yuntong 37b908792b
Fix typo (#1809) 
Co-authored-by: LeeYuntong <nukuihayu@outlook.com>
 2024-06-19 17:31:57 +08:00
raikiriww 73ec0f4003
Add "mse" metric option to ALSTM.metric_fn (#1810) 2024-06-19 17:31:47 +08:00
Linlang 155c17f8ff
fix logo display error (#1804) 2024-06-06 13:39:49 +08:00
Yang 41b94059aa
fix panic during normalizing the invalid data (#1698) 
* fix panic during normalizing the invalid data

* fix yaml load

* change error to warning

* change error code

* optimize code

---------

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
 2024-06-02 06:54:39 +08:00
block-gpt 7db83d84b7
Update utils.py for typo (#1751) 
Fix typo

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
 2024-06-01 19:33:23 +08:00
Hao Zhao 35e0fdd1c0
fix the bug that the HS_SYMBOLS_URL is 404 (#1758) 
* fix the bug that the HS_SYMBOLS_URL is 404

* fix bug

* format with black

* fix pylint error

* change error code

* fix ci error

* fix ci error

* optimize code

* optimize code

* add comments

---------

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
 2024-06-01 08:07:34 +08:00
you-n-g 598017f634
Update Dev in README.md (#1800) 2024-05-29 17:44:18 +08:00
igeni 907c888c23
changed concat of strings to f-strings and redundant type conversion was removed (#1767) 
Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
 2024-05-28 12:13:12 +08:00
Linlang 02fe6b6974 bump verison 2024-05-24 16:38:48 +08:00
Linlang b892b21045 update version 2024-05-24 15:14:49 +08:00
Linlang 155f80323c
fix get data error (#1793) 
* fix get data error

* fix get v0 data error

* optimize get_data code

* fix pylint error

* add comments
 2024-05-24 12:59:50 +08:00
you-n-g 63021018d6
Update README.md's dataset 2024-05-21 08:15:18 +08:00
Linlang f79a0eeaff
fix docs (#1788) 
Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com>
 2024-05-21 04:23:55 +08:00
Linlang 8a087d0db9
fix docs (#1721) 
* fix docs

* modify file extension

* modify file extension

---------

Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com>
 2024-05-17 19:19:45 +08:00
playfund 2ae4be426a
Delete redundant copy() code to speed up (#1732) 
Delete redundant copy() code to speed up

Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com>
 2024-05-17 18:45:07 +08:00
fei long 6ed83f7c04
data_collector: cn_index: fix missing dependencies package in requirements.txt (#1770) 
add yahooquery and openpyxl in requirements.txt

Signed-off-by: YuLong Yao <feilongphone@gmail.com>
Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com>
 2024-05-17 18:43:12 +08:00
Ikko Eltociear Ashimine 917e3a725e
Update dump_pit.py (#1759) 
seperated -> separated

Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com>
 2024-05-10 14:42:41 +08:00
Chuan Xu b1e0e77c97
Fix the bug of reading string NA as NaN in the function exists_qlib_data. (#1736) 
* Fix the bug of reading NA string as NaN in exists_qlib_data.

* Fix the .gitignore file.

* Update the fix and add some comments.

* format with black

---------

Co-authored-by: Chuan Xu <chuan.xu@sas.com>
Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com>
 2024-05-10 13:09:39 +08:00
Linlang ea245f5435
Fix issue 1729 (#1776) 
* fix issue 1729

* fix issue 1729

* fix issue 1729

---------

Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com>
 2024-05-10 11:04:59 +08:00
Linlang 3779b5186a
bump version (#1784) 
Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com>
 2024-05-08 13:50:55 +08:00
Young 194284b1ac Update version 2024-05-07 14:15:35 +08:00
Xisen Wang 1bb8f2fa23
Enhance README with LightGBM Installation Guidance for Mac M1 Users (#1766) 
* Update README.md

* Update README.md

* Update README.md
 2024-03-20 20:48:52 +08:00
Linlang 39f88daaa7
download orderbook data (#1754) 
* download orderbook data

* fix CI error

* fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* optimize get_data code

* optimize get_data code

* optimize get_data code

* optimize README

---------

Co-authored-by: Linlang <v-linlanglv@microsoft.com>
 2024-03-07 14:41:21 +08:00
Linlang 98f569eed2
add_baostock_collector (#1641) 
* add_baostock_collector

* modify_comments

* fix_pylint_error

* solve_duplication_methods

* modified the logic of update_data_to_bin

* modified the logic of update_data_to_bin

* optimize code

* optimize pylint issue

* fix pylint error

* changes suggested by the review

* fix CI faild

* fix CI faild

* fix issue 1121

* format with black

* optimize code logic

* optimize code logic

* fix error code

* drop warning during code runs

* optimize code

* format with black

* fix bug

* format with black

* optimize code

* optimize code

* add comments
 2023-11-21 20:31:47 +08:00
JJ ceff886f49
Update data.rst (#1679) 
Fixed a couple of small spelling errors.
 2023-11-16 18:11:29 +08:00
Ikko Eltociear Ashimine 15b64768e2
Update README.md (#1637) 
an -> a
 2023-11-15 17:03:26 +08:00
Andy li 8bf2678676
fix the warning (#1656) 2023-11-03 17:03:11 +08:00
JJ fb80e318e2
Update quick.rst (#1667) 
Fixed small spelling error.
 2023-10-20 17:23:34 +08:00
zhuan ecbeeafdc1
Update requirements.txt (#1521) 2023-09-15 17:18:04 +08:00
Fivele-Li 69e28ceab8
suppress the SettingWithCopyWarning of pandas (#1513) 
* df value is set as expected, suppress the warning;

* depress warning with pandas option_context

---------

Co-authored-by: Cadenza-Li <362237642@qq.com>
 2023-09-01 18:12:49 +08:00
Fivele-Li 4c30e5827b
Troubleshooting pip version issues in CI (#1504) 
* CI failed to run on 23.1 and 23.1.1

* add pyproject.toml

* upgrade pip in slow.yml

* upgrade build-system requires

* troubleshooting pytest problem

* troubleshooting pytest problem

* troubleshooting pytest problem

* troubleshooting pytest problem

* add qlib root path to python sys.path

* add qlib root path to $PYTHONPATH

* add qlib root path to $PYTHONPATH

* add qlib root path to $PYTHONPATH

* modify pytest root;

* remove set env

* change_pytest_command_CI

* change_pytest_command_CI

* fix_ci

* fix_ci

* fix_ci

* fix_ci

* fix_ci

* fix_ci

* fix_ci

* remove_toml

* recover_toml

---------

Co-authored-by: lijinhui <362237642@qq.com>
Co-authored-by: linlang <Lv.Linlang@hotmail.com>
 2023-08-24 21:24:50 +08:00
Di 5387ea5c1f
Add exploration noise to rl training collector (#1481) 
* Update vessel.py

Add exploration_noise=True  to training collector

* Update vessel.py

Reformat
 2023-08-18 17:41:02 +08:00
Di 05d67b3828
Add multi pass portfolio analysis record (#1546) 
* Add multi pass port ana record

* Add list function

* Add documentation and support <MODEL> tag

* Add drop in replacement example

* reformat

* Change according to comments

* update format

* Update record_temp.py

Fix type hint

* Update record_temp.py
 2023-08-04 17:41:12 +08:00
Linlang 38edac5069
fix docs (#1618) 
Co-authored-by: Linlang <v-linlanglv@microsoft.com>
 2023-08-02 20:14:54 +08:00
Fivele-Li b4b7a2fdd4
depress warning with pandas option_context (#1524) 
Co-authored-by: Cadenza-Li <362237642@qq.com>
 2023-08-01 19:02:04 +08:00