8bf2678676
fix the warning ( #1656 )
2023-11-03 17:03:11 +08:00
fb80e318e2
Update quick.rst ( #1667 )
...
Fixed small spelling error.
2023-10-20 17:23:34 +08:00
ecbeeafdc1
Update requirements.txt ( #1521 )
2023-09-15 17:18:04 +08:00
69e28ceab8
suppress the SettingWithCopyWarning of pandas ( #1513 )
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* 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
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
5387ea5c1f
Add exploration noise to rl training collector ( #1481 )
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* Update vessel.py
Add exploration_noise=True to training collector
* Update vessel.py
Reformat
2023-08-18 17:41:02 +08:00
05d67b3828
Add multi pass portfolio analysis record ( #1546 )
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* 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
38edac5069
fix docs ( #1618 )
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Co-authored-by: Linlang <v-linlanglv@microsoft.com>
2023-08-02 20:14:54 +08:00
b4b7a2fdd4
depress warning with pandas option_context ( #1524 )
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Co-authored-by: Cadenza-Li <362237642@qq.com>
2023-08-01 19:02:04 +08:00
480f233e3f
Update introduction.rst ( #1578 )
2023-07-26 16:42:53 +08:00
953621ac7e
Update README.md ( #1553 )
2023-07-26 16:38:22 +08:00
87a026fef3
Update introduction.rst ( #1579 )
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Fixed a spelling mistake. I changed deicsions to decisions.
2023-07-26 16:37:59 +08:00
8676303077
fix_ci ( #1608 )
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Co-authored-by: Linlang <v-linlanglv@microsoft.com>
2023-07-19 17:33:47 +08:00
1a32ba1806
Bump Version & Fix CI ( #1606 )
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* Bump Version & Fix CI
* Update test_qlib_from_pip.yml
2023-07-18 20:54:15 +08:00
842b8e8563
Update __init__.py
2023-07-18 19:28:17 +08:00
7d7e96a655
Fixed pyqlib version issue on macos ( #1605 )
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* 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 )
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* 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
b1dfc77ad7
Update qlibrl docs. ( #1588 )
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* Update qlibrl docs.
* Update docs/component/rl/guidance.rst
* Update docs/component/rl/guidance.rst
* Update docs/component/rl/guidance.rst
---------
Co-authored-by: Litzy <litzy0619owned@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2023-07-07 15:40:03 +08:00
3e074c8435
fix download token ( #1577 )
2023-07-06 12:38:52 +08:00
b7e5f63a07
fix_pip_ci ( #1584 )
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* fix_pip_ci
* fix_ci_get_data_error
---------
Co-authored-by: Linlang <v-linlanglv@microsoft.com>
2023-07-05 21:23:15 +08:00
4db30b1225
Update README.md for RL ( #1573 )
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* Update README.md
* Update README.md
2023-06-28 10:53:58 +08:00
b1e7b19a3d
Update __init__.py
2023-06-27 11:55:40 +08:00
27f476b311
Update __init__.py
2023-06-26 00:00:46 +08:00
0e61cac6a8
Update release-drafter.yml ( #1569 )
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* Update release-drafter.yml
* Update release-drafter.yml
2023-06-25 23:48:37 +08:00
21f0b394e7
change get_data url ( #1558 )
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* 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
cd4ab998fb
Update on Dynamic Benchmark ( #1539 )
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* move config file to benchmark_dynamic & switch default sim task model to GBDT
* Update benchmark_dynamic results
* Change the default value of alpha of DDG-DA
2023-06-03 08:42:24 +08:00
0e9ac9dce7
Fix CI ( #1529 )
2023-05-31 08:39:52 +08:00
efffb2819a
added KRNN and Sandwich models and their example results based on Alpha360 ( #1414 )
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* Update README.md
updated the result of KRNN and Sandwich models based on Alpha360
* Update README.md
* Update README.md
* Add files via upload
* Update README.md
* Update README.md
* Update README.md
* Add files via upload
* Delete pytorch_krnn.py
* Delete pytorch_sandwich.py
* Add files via upload
* Update pytorch_sandwich.py
* Update pytorch_krnn.py
* Update pytorch_sandwich.py
* Update pytorch_krnn.py
* Update README.md
* Update README.md
* Update requirements.txt
* Update requirements.txt
* Update README.md
* Update README.md
* Update pytorch_sandwich.py
* Update link on index
---------
Co-authored-by: Young <afe.young@gmail.com>
2023-05-26 18:42:58 +08:00
19a0eb78bc
Fix TCN model input dimension mismatch ( #1520 )
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* transpose dimension 1 and 2 to match nn.Conv1d input
* 1.update TCN benchmarks;
2.Emphasize updating the benchmark table;
* replace specific version with main
---------
Co-authored-by: lijinhui <362237642@qq.com>
2023-05-26 14:44:34 +08:00
370477288d
fix_DDG-DA_workflow_bug ( #1516 )
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* 1.specify group_keys=False to avoid FutureWarning;
2.fix get train_start from dict unexpected problem;
* fix black
* Add comments
* Add make file
---------
Co-authored-by: Young <afe.young@gmail.com>
2023-05-24 15:49:58 +08:00
94268619c4
Update README.md
2023-05-23 09:50:00 +08:00
8d60a6a02b
Resolve RL FIXMES ( #1503 )
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* Solve several small FIXMEs left in RL
* Add TODO in example
* Minor bugfix
* black
2023-05-17 16:57:08 +08:00
7234308651
Add base config in yml ( #1500 )
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* 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
* add baseConfig in yml,user can add new keys or update/drop keys in baseConfig;
* 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.
* 1.Search for baseConfig in multiple directories;
2.Add user instructions in qrun;
* fix format with black
* 1.modify baseConfig key to BASE_CONFIG_PATH;
2.only find config file in absolute path and relative path;
* load BASE_CONFIG_PATH on absolute path & relative path;
* fix Lint with black
---------
Co-authored-by: lijinhui <362237642@qq.com>
2023-05-12 17:35:37 +08:00
acf5df27ce
Add support for redis password ( #1508 )
2023-05-08 16:17:15 +08:00
37a59f28d3
Fix deprecated syntax in numpy ( #1507 )
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* Fix deprecated syntax in numpy
* Replace np.bool with bool
2023-05-08 16:17:02 +08:00
b084c352f5
provide dtype to empty series to surpress warning; fix type ( #1449 )
2023-05-05 17:47:44 +08:00
9e22e5168b
Remove unused `DNNModelPytorch` params ( #1470 )
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* Remove lr_decay and lr_decay_steps params
More flexible way to pass a scheduler (via callable function) is already
supported
* remove lr_decay and lr_decay_steps from mlp workflow configs
2023-04-28 17:48:40 +08:00
dceff7b471
Specify the tianshou version to match the dev environment to avoid the error in issue #1477 . ( #1502 )
2023-04-28 13:50:25 +08:00
7f1e8c5206
Refine Qlib RL data format ( #1480 )
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* wip
* wip
* wip
* Fix naming errors
* Backtest test passed
* Why training stuck?
* Minor
* Refine train configs
* Use dummy in training
* Remove pickle_dataframe
* CI
* CI
* Add more strict condition to filter orders
* Pass test
* Add TODO in example
---------
Co-authored-by: Young <afe.young@gmail.com>
2023-04-26 21:14:30 +08:00
46264dfec9
normpath for Windows ( #1495 )
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* 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 )
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* 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
32c3070b73
Refine DDG-DA ( #1472 )
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* Run ddg-da successfully
* Support include valid; More parameters
* Support L2 reg & visualization
* Blackformat
* Enable fill_method
* Support specify handler & optim dataset
* Fix Pylint
2023-04-07 15:00:21 +08:00
40de67265a
Update Docs about some concepts in DataHandler ( #1485 )
2023-04-07 10:02:16 +08:00
e6f9a94fc5
fix: removed extra blank link between sections ( #1451 )
2023-04-03 17:32:01 +08:00
73937863f1
Merge pull request #1475 from qianyun210603/bugfix
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[BUGFIX] potential file// url parsing error
2023-03-24 11:22:57 +08:00
d010219ba6
Merge branch 'main' into bugfix
2023-03-23 16:11:19 +08:00
4fc8a5f25f
merge
2023-03-23 16:05:09 +08:00
0e8bfcb5d3
fix_pylint_w0719 ( #1463 )
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* fix_pylint_w0719
* remove_fixme
2023-03-17 19:25:49 +08:00
e457ca8511
Improve annotation & documentation for handler ( #1312 )
...
* Improve annotation & documentation for handler
* Add type
2023-03-15 21:15:40 +08:00
Andy li
JJ
zhuan
Fivele-Li
Di
Linlang
Gene
you-n-g
Lewen Wang
Yang
Wendi Li
yaxuan999
Huoran Li
Chaoying
YQ Tsui
Maksim Zayakin
saurabh dave