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
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
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
194284b1ac
Update version
2024-05-07 14:15:35 +08:00
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
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
8676303077
fix_ci ( #1608 )
...
Co-authored-by: Linlang <v-linlanglv@microsoft.com>
2023-07-19 17:33:47 +08:00
1a32ba1806
Bump Version & Fix CI ( #1606 )
...
* Bump Version & Fix CI
* Update test_qlib_from_pip.yml
2023-07-18 20:54:15 +08:00
7d7e96a655
Fixed pyqlib version issue on macos ( #1605 )
...
* change_publish
* Update .github/workflows/python-publish.yml
---------
Co-authored-by: Linlang <v-linlanglv@microsoft.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2023-07-18 19:25:08 +08:00
be4646b4b7
Adjust rolling api ( #1594 )
...
* Intermediate version
* Fix yaml template & Successfully run rolling
* Be compatible with benchmark
* Get same results with previous linear model
* Black formatting
* Update black
* Update the placeholder mechanism
* Update CI
* Update CI
* Upgrade Black
* Fix CI and simplify code
* Fix CI
* Move the data processing caching mechanism into utils.
* Adjusting DDG-DA
* Organize import
2023-07-14 12:16:12 +08:00
8d3adf34ac
Postpone PR stale. ( #1591 )
2023-07-12 09:59:09 +08:00
b7e5f63a07
fix_pip_ci ( #1584 )
...
* fix_pip_ci
* fix_ci_get_data_error
---------
Co-authored-by: Linlang <v-linlanglv@microsoft.com>
2023-07-05 21:23:15 +08:00
0e61cac6a8
Update release-drafter.yml ( #1569 )
...
* Update release-drafter.yml
* Update release-drafter.yml
2023-06-25 23:48:37 +08:00
21f0b394e7
change get_data url ( #1558 )
...
* change_url
* fix_CI
* fix_CI_2
* fix_CI_3
* fix_CI_4
* fix_CI_5
* fix_CI_6
* fix_CI_7
* fix_CI_8
* fix_CI_9
* fix_CI_10
* fix_CI_11
* fix_CI_12
* fix_CI_13
* fix_CI_13
* fix_CI_14
* fix_CI_15
* fix_CI_16
* fix_CI_17
* fix_CI_18
* fix_CI_19
* fix_CI_20
* fix_CI_21
* fix_CI_22
* fix_CI_23
* fix_CI_24
* fix_CI_25
* fix_CI_26
* fix_CI_27
* fix_get_data_error
* fix_get_data_error2
* modify_get_data
* modify_get_data2
* modify_get_data3
* modify_get_data4
* fix_CI_28
* fix_CI_29
* fix_CI_30
---------
Co-authored-by: Linlang <v-linlanglv@microsoft.com>
2023-06-25 23:39:11 +08:00
46264dfec9
normpath for Windows ( #1495 )
...
* path on Windows contains double '/' which may cause open file failed.
* locate import numpy error
* locate import numpy error
* locate import numpy error
* locate import numpy error
* locate import numpy error
* locate import numpy error
* locate import numpy error
* locate import numpy error
* locate import numpy error
* locate import numpy error
* locate import numpy error
* locate import numpy error
* locate import numpy error
* locate import numpy error
* locate import numpy error
* locate import numpy error
* locate import numpy error
* pip release version 23.1 on Apr.15 2023, CI failed to run, Please refer to #1495 ofr detailed logs. The pip version has been temporarily fixed to 23.0.1.
---------
Co-authored-by: lijinhui <362237642@qq.com>
2023-04-26 16:26:12 +08:00
754799ab05
update ubuntu CI version; ( #1488 )
...
* update ubuntu CI version;
(End of standard support for 18.04 LTS - 31 May 2023)
* update ubuntu CI version;
---------
Co-authored-by: lijinhui <362237642@qq.com>
2023-04-10 17:06:48 +08:00
0e8bfcb5d3
fix_pylint_w0719 ( #1463 )
...
* fix_pylint_w0719
* remove_fixme
2023-03-17 19:25:49 +08:00
76f2fb1a1a
Add ipynb format check ( #1439 )
...
* Update test_qlib_from_source.yml
* add ipynb format check to workflow
* test ipynb CI
* modify nbqa check path
* add pylint flake8 mypy check to ipynb
* check ipynb with black and pylint
* reformat .ipynb files
* format line length
nbqa black . -l 120
* update nbqa .ipynb format CI
* format old ipynb files
* add nbconvert check to CI
* adjust CI order to avoid repeating download data
2023-02-21 09:23:22 +08:00
5eb5ac1f1f
RL backtest pipeline on 5-min data ( #1417 )
...
* Workflow runnable
* CI
* Slight changes to make the workflow runnable. The changes of handler/provider should be reverted before merging.
* Train experiment successful
* Refine handler & provider
* test passed
* Ready to test on server
* Minor
* Test passed
* TWAP training
* Add PPOReward
* Add a FIXME
* Refine PPO reward according to PR comments
* Minor
* Resolve PR comments
* CI issues
* CI issues
* CI issues
2023-02-13 12:43:22 +08:00
0f3abfed74
fix_labeler_bug ( #1406 )
2023-01-03 14:10:56 +08:00
756bd0f65b
Fix ZScoreNorm processor bug ( #1398 )
...
* fix_ZScoreNorm_bug
* fix_CI_error
* fix_CI_error
* add_test_processor
* fix_pylint_error
* fix_some_error_and_optimize_code
* modify_terrible_code
* optimize_code
* optimize_code
2022-12-30 20:42:37 +08:00
667fb0e4d9
add label to PR Automatically ( #1393 )
...
* auto_add_label
* add md file to rule
* change name and rules
* change_label_name
* change_rule_syntax
* change match rule
* change label name
2022-12-17 00:12:33 +08:00
5b73b80293
Fix the Errors/Warnings when building Qlib's documentation ( #1381 )
...
* Fix the Errors/Warnings when building Qlib's documentation
* Fix
* Fix
* Empty
* Test CI
* Add doc compiling checking to CI
* Fix
* Tries to be consistent with Makefile
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2022-12-05 09:29:03 +08:00
1861c8edaf
optimize_CI ( #1314 )
2022-10-20 08:38:05 +08:00
e7c660f0d4
More time for slow test ( #1247 )
2022-08-05 16:34:21 +08:00
8e063828f9
Update test_qlib_from_source_slow.yml ( #1222 )
2022-07-22 11:15:52 +08:00
a6700d81ff
Update test_qlib_from_source_slow.yml's timeout setting. ( #1178 )
...
* Update test_qlib_from_source_slow.yml
* Update test_qlib_from_source.yml
* Update test_pit.py
* Update test_pit.py
* Update test_pit.py
* Update test_pit.py
2022-07-06 20:44:10 +08:00
5e404909cf
Add retry for git actions & Fix MacOS Segment Error ( #1173 )
...
* Update test_qlib_from_source_slow.yml
* Update test_qlib_from_source.yml
* Update test_qlib_from_source.yml
* Update test_qlib_from_pip.yml
* Update test_qlib_from_source.yml
2022-07-01 09:52:42 +08:00
50d74b5560
split_CI ( #1141 )
2022-06-28 10:17:29 +08:00
da676a20a2
Add time limit for CI ( #1127 )
...
* Add time limit for CI
* Update test_macos.yml
2022-06-16 16:35:20 +08:00
1ef8e61abd
fix_pylint_for_CI ( #1119 )
...
* fix_pylint_for_CI
* reformat_with_black
* fix_pylint_C3001
* fix_flake8_error
2022-06-09 16:12:33 +08:00
e874ef2bc1
change_datasource ( #1109 )
...
* change_datasource
* split_test_data_and_complete_data
* fix_CI
2022-05-31 19:35:49 +08:00
9a40fd3cdc
Qlib RL framework (stage 1) - single-asset order execution ( #1076 )
...
* rl init
* aux info
* Reward config
* update
* simple
* update saoe init
* update simulator and seed
* minor
* minor
* update sim
* checkpoint
* obs
* Update interpreter
* init qlib simulator
* checkpoint
* Refine codebase
* checkpoint
* checkpoint
* Add one test
* More tests
* Simulator checkpoint
* checkpoint
* First-step tested
* Checkpoint
* Update data_queue API
* Checkpoint
* Update test
* Move files
* Checkpoint
* Single-quote -> double-quote
* Fix finite env tests
* Tested with mypy
* pep-574
* No call for env done
* Update finite env docs
* Fix csv writer
* Refine tester
* Update logger
* Add another logger test
* Checkpoint
* Add network sanity test
* steps per episode is not correct
* Cleanup code, ready for PR
* Reformat with black
* Fix pylint for py37
* Fix lint
* Fix lint
* Fix flake
* update mypy command
* mypy
* Update exclude pattern
* Use pyproject.toml
* test
* .
* .
* Refactor pipeline
* .
* defaults run bash
* .
* Revert and skip follow_imports
* Fix toml issue
* fix mypy
* .
* .
* .
* Fix install
* Minor fix
* Fix test
* Fix test
* Remove requirements
* Revert
* fix tests
* Fix lint
* .
* .
* .
* .
* .
* update install from source command
* .
* Fix data download
* .
* .
* .
* .
* .
* .
* Fix py37
* Ignore tests on non-linux
* resolve comments
* fix tests
* resolve comments
* some typo
* style updates
* More comments
* fix dummy
* add warning
* Align precision in some system
* Added some impl notes
Co-authored-by: Young <afe.young@gmail.com>
2022-05-21 18:19:24 +08:00
2cf842bcfe
add_test_pit ( #1089 )
...
* add_test_pit
* add_test_pit_to_tests
* add_baostock_to_setup
* add_pip_to_CI
Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com>
2022-05-06 16:47:20 +08:00
5d579d1a20
fix_macos_CI ( #1081 )
...
Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com>
2022-04-29 17:04:28 +08:00
a973e4fb66
Update test_macos.yml ( #1055 )
2022-04-15 18:17:16 +08:00
c60366addd
update ci with test doc ( #1054 )
2022-04-15 18:16:45 +08:00
5200ff520a
fix_download_data_for_CI
2022-03-25 16:56:02 +08:00
30e457119c
add_pre-commit_and_flake8_to_CI
2022-03-25 16:56:02 +08:00
3f53a097b0
Fix format for PULL_REQUEST_TEMPLATE.md ( #1001 )
2022-03-22 18:40:30 +08:00
144e1e2459
Fix pylint ( #888 )
...
* add_pylint_to_workflow
* fix-pylint
* fix_pylinterror
* fix-issue
2022-01-26 19:27:24 +08:00
094be9be86
Update python-publish.yml
2022-01-20 01:56:35 +08:00
2bb8a4ce0e
Supporting Arctic Backend Provider & Orderbook, Tick Data Example ( #744 )
...
* change weight_decay & batchsize
* del weight_decay
* big weight_decay
* mid weight_decay
* small layer
* 2 layer
* full layer
* no weight decay
* divide into two data source
* change parse field
* delete some debug
* add Toperator
* new format of arctic
* fix cache bug to arctic read
* fix connection problem
* add some operator
* final version for arcitc
* clear HZ cache
* remove not used function
* add topswrappers
* successfully import data and run first test
* A simpler version to support arctic
* Successfully run all high-freq expressions
* Black format and fix add docs
* Add docs for download and test data
* update scripts and docs
* Add docs
* fix bug
* Refine docs
* fix test bug
* fix CI error
* clean code
Co-authored-by: bxdd <bxddream@gmail.com>
Co-authored-by: wangwenxi.handsome <wangwenxi.handsome@gmail.com>
Co-authored-by: Young <afe.young@gmail.com>
2022-01-18 09:13:11 +08:00
382ababc01
Add description of the pu template. ( #812 )
2022-01-09 21:14:11 +08:00
d01de411a8
add support for macos-11 ( #630 )
...
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2021-10-03 16:49:17 +08:00
3a152f9b8b
fix CI
2021-10-03 14:58:37 +08:00
2b75b41a08
remove 3.6
2021-10-03 14:58:37 +08:00
00d17f0a52
Update python-publish.yml
2021-10-01 03:03:26 +08:00
4099050935
Merge remote-tracking branch 'origin/main' into nested_decision_exe
2021-09-30 18:41:15 +00:00
3760a18a8d
Merge nested main ( #597 )
...
* MVP for Indian Stocks in qlib using yahooquery
* cleaned with black
* cleaned with black
* add YahooNormalizeIN and YahooNormalizeIN1d
* cleaned the code
* added 1min for IN and also updated readme
* update comments
* fix comments
* recorder support upload both raw file and directory
* fix comments
* Update README.md
* Fix docs of QlibRecorder
* sort index after loader (#538 )
make sure the fetch method is based on a index-sorted pd.DataFrame
* refactor online serving rolling api
* refactor TRA
* format by black
* fix horizon
* fix TRA when use single head
* clean up
* improve pretrain
* update README
* fix tra when logdir is None
* fix tra when logdir is None
* Update strategy.py
* Update README.md
* Update README.md
* Conda Suggestion
* code standard docs
* Update ensemble.py (#560 )
* Fix CI Bug (#575 )
Co-authored-by: yuxwang <anduinnn@foxmail.com>
* Update gen.py (#576 )
* Fix multi-process loop calls (#574 )
* check lexsort in the 'lazy_sort_index' function (#566 )
* check lexsort
* check lexsort
* lexsort comment
* lexsort comment
* Delete .DS_Store
* Update README.md
* bug fix & use oracle transport pretrain
* mend
* Add `backend_freq_config` parameter, support multi-freq uri
* Add sample_config to QlibDataLoader, support multi-freq
* add multi-freq example
* get_cls_kwargs renamed get_callable_kwargs
* support multi-freq uri
* Add inst_processors to D.features
* Fix typo
* Fix the index type of the multi-freq example
* Fix duplicate mlflow directories in tests
* Add DataPathManager to QlibConfig && modify inst_processors to supports list only
* Modify the default value in the multi_freq example
* Modify client-server mode and dataset-cache to disable inst_processor
* Add wheel package to github CI
* fix comment
* Update FAQ.rst
* Update README.md
Fix wrong link
* Update the docs of TaskManager (#586 )
* Update manage.py
* update yaml
* update run_all_model
* Modify the Feature to be case sensitive (#589 )
* update README
* remove verbose
* fix spell bug
* fix typos (#592 )
* Update Release Note
* fix portfolio bug
* Add calendar support for resample
* add freq kwargs
* test.yml: Remove redundant code (#595 )
* Supporting shared processor (#596 )
* Supporting shared processor
* fix readonly reverse bug
* remove pytests dependency
* with fit bug
* fix parameter error
* fix comments
* Fix undefined names in Python code (#599 )
* Update pytorch_tabnet.py
$ `flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics`
```
./qlib/qlib/contrib/model/pytorch_tabnet.py:567:38: F821 undefined name 'inp'
self.independ.append(GLU(inp, out_dim, vbs=vbs))
^
./qlib/examples/model_rolling/task_manager_rolling.py:75:18: F821 undefined name 'task_train'
run_task(task_train, self.task_pool, experiment_name=self.experiment_name)
^
2 F821 undefined name 'task_train'
2
```
* Fix undefined names in Python code
* from qlib.model.trainer import task_train
* update seed
* fix some docstring
* add comments
* Fix SimpleDatasetCache
* Update setup.py
updated classifiers
* Update setup.py
change to matplotlib==3.3
* Update python-publish.yml
added python 3.9
* updategrade version number
* Update model list
* fix the type of filter_pipe
* fix comment
* fix record_temp
* update cvxpy version
* Update code_standard.rst (#587 )
* Update code_standard.rst
* Update docs/developer/code_standard.rst
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
* Add file lock for MLflowExpManager (#619 )
* fix torch version
* Share version number (#620 )
* Update initialization.rst (#622 )
* Update initialization.rst
* Update docs/start/initialization.rst
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
* Update docs/start/initialization.rst
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
* fix bugs for running previous exmaple
* fix deal amount bug
* update change doc (#623 )
* Add files via upload
* Update README.md
* Update README.md
* Update README.md
* Delete change doc.gif
* Add files via upload
* Update README.md
* Delete change doc.gif
* Add files via upload
* Delete change doc.gif
* Add files via upload
* Update README.md
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
* update doc
* simplify run all model
* fix run all model bug
* Fix Models (#483 )
* fix gat dataset
* fix tft model
* Update tft.py
* Fix tft.py
Co-authored-by: Pengrong Zhu <zhu.pengrong@foxmail.com>
* type and skip empty exp
* fix model yaml config
* fix tft import bug
* skip empty result
* fix model and yaml bug
* fix wrong generate parameter
* Modify multi-freq example (#626 )
* modify the example of multi-freq
* add Copyright
* add a comment to average_ops.py
* modify the example of multi-freq
* add comment to multi_freq_handler.py
* add the Ref expression description to multi_freq_handler.py
* add expression description to multi_freq_handler.py
* update images
* fix workflow and update framework
Co-authored-by: Gaurav <2796gaurav@gmail.com>
Co-authored-by: 2796gaurav <17353992+2796gaurav@users.noreply.github.com>
Co-authored-by: bxdd <bxd98@126.com>
Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
Co-authored-by: Dong Zhou <Zhou.Dong@microsoft.com>
Co-authored-by: ZhangTP1996 <ztp18@mails.tsinghua.edu.cn>
Co-authored-by: demon143 <59681577+demon143@users.noreply.github.com>
Co-authored-by: Wangwuyi123 <51237097+Wangwuyi123@users.noreply.github.com>
Co-authored-by: yuxwang <anduinnn@foxmail.com>
Co-authored-by: Pengrong Zhu <zhu.pengrong@foxmail.com>
Co-authored-by: Mark Zhao <50850474+markzhao98@users.noreply.github.com>
Co-authored-by: cslwqxx <cslwqxx@users.noreply.github.com>
Co-authored-by: Dong Zhou <evanzd@users.noreply.github.com>
Co-authored-by: SaintMalik <37118134+saintmalik@users.noreply.github.com>
Co-authored-by: Christian Clauss <cclauss@me.com>
Co-authored-by: Anurag Kumar <mailanu98@gmail.com>
Co-authored-by: demon143 <785696300@qq.com>
2021-10-01 02:15:30 +08:00
Linlang
Fivele-Li
Hao Zhao
Young
you-n-g
Cadenza-Li
Huoran Li
Maxim Smolskiy
Yuge Zhang
Wangwuyi123
Linlang Lv (iSoftStone)
Chaoying
luocy16
Chia-hung Tai
Pengrong Zhu
wangwenxi-handsome