a0c83d7997
Add introduction for workflow_by_code.py ( #1186 )
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* Update workflow_by_code.py
* Update workflow_by_code.py
2022-07-08 10:16:08 +08:00
82b10ee37a
Update README.md ( #1185 )
2022-07-08 10:15:48 +08:00
9b446f9a92
Update __init__.py ( #1177 )
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chore: bugfix, darwin also contains a "win" :), so ...
2022-07-07 20:04:24 +08:00
59b1820447
Add a make.bat file in docs folder for Windows ( #1131 )
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Co-authored-by: Bingyao Liu <Bingyao.Liu@sofund.com>
2022-07-07 19:44:16 +08:00
1dededa33f
Improve the style of documentation ( #1132 )
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This commit improves the documentation (rst files) only in the
following three ways:
* Aligned section headers with their underline/overline punctuation characters
* Deleted all trailling whitespaces in rst files
* Deleted a few trailling newlines at the end of the rst files
Co-authored-by: Bingyao Liu <Bingyao.Liu@sofund.com>
2022-07-07 19:42:27 +08:00
e62684eddf
fix bug on TRA dataset ( #1135 )
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* fix bug on TRA dataset
solve issue "qrun TRA model error (#1062 )"
* apply black pylint
2022-07-07 19:33:50 +08:00
8a5efda0f6
Update README.md ( #1179 )
2022-07-07 00:06:47 +08:00
a6700d81ff
Update test_qlib_from_source_slow.yml's timeout setting. ( #1178 )
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* 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
623774d8fb
Update README.md
2022-07-06 17:44:16 +08:00
3db22452fb
Adding ChangeInstrument op ( #1005 )
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* add ChangeInstrument to ops
Adding Change instrument OP. This op allows one to use features of a different instrument.
* Update __init__.py
update parse_field to accommodate ChangeInstrument
* Propose test
* Add test case and fix bug
* Update ops.py
* Update ops.py
* simplify the operator further
* implement abstract method
* fix arg bug
* clean test
Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2022-07-04 08:45:26 +08:00
b655f90511
Fix mount path bug ( #1129 )
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* Fix mount path bug
* Update __init__.py
2022-07-03 21:30:08 +08:00
5e404909cf
Add retry for git actions & Fix MacOS Segment Error ( #1173 )
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* 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
23c657a7a2
Backtest Mypy ( #1130 )
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* Done
* Fix test errors
* Revert profit_attribution.py
* Minor
* A minor update on collect_data type hint
* Resolve PR comments
* Use black to format code
* Fix CI errors
2022-06-28 22:16:46 +08:00
9bf3423a64
Auto log uncommmitted code ( #1167 )
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* Auto log uncommmitted code
* Support set record name & trainer;
* Update recorder.py
2022-06-28 19:53:21 +08:00
25ecb1135f
Qlib RL framework (stage 2) - trainer ( #1125 )
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* checkpoint
(cherry picked from commit 1a8e0bd4671ee6d624a7d09bb198a273282cd050)
* Not a workable version
(cherry picked from commit 3498e185684cd5590d3ab97e0ab69eab8c1e0e3a)
* vessel
* ckpt
* .
* vessel
* .
* .
* checkpoint callback
* .
* cleanup
* logger
* .
* test
* .
* add test
* .
* .
* .
* .
* New reward
* Add train API
* fix mypy
* fix lint
* More comment
* 3.7 compat
* fix test
* fix test
* .
* Resolve comments
* fix typehint
2022-06-28 19:53:05 +08:00
2ca0d88d2d
change_pitdata_source ( #1171 )
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* change_pitdata_source
* retain_normalize
* add_comment
2022-06-28 16:29:59 +08:00
50d74b5560
split_CI ( #1141 )
2022-06-28 10:17:29 +08:00
a87b02619a
Qlib dev doc ( #1142 )
2022-06-21 09:46:30 +08:00
da676a20a2
Add time limit for CI ( #1127 )
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* Add time limit for CI
* Update test_macos.yml
2022-06-16 16:35:20 +08:00
13d904d9a9
Update Version To Dev
2022-06-15 14:53:54 +08:00
36950b905d
Update Qlib Version
2022-06-15 14:48:54 +08:00
58540f76ee
Csi500 example ( #1126 )
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* Stage code
* Update results and scripts
2022-06-15 10:18:13 +08:00
3e6e2865ce
Fixed a few mixed Chinese punctuation typos ( #1123 )
2022-06-14 20:12:14 +08:00
3fcbaa33fa
Fix hist_ref in update.py ( #1096 )
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* Fix hist_ref in update.py
* Update setup.py
2022-06-14 11:59:43 +08:00
50409ff17b
Add log info for ensemble ( #1113 )
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* Add log info for ensemble
* Update ensemble.py
* Update setup.py
2022-06-14 11:58:57 +08:00
afcea404a5
opt local trainer (better mem releasing) ( #1116 )
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* opt local trainer (better mem releasing)
* Update setup.py
* Update data.py
* fix CI
2022-06-14 11:58:39 +08:00
e24ef67663
Update README.md
2022-06-14 10:53:09 +08:00
2d5eecb9a2
Update README.md
2022-06-14 10:52:50 +08:00
89972f6c6f
Refine backtest codes ( #1120 )
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* Refine backtest code
* Keep working
* Minor
* Resolve PR comments
* Fix import error
* Fix import error
2022-06-10 12:14:48 +08:00
1ef8e61abd
fix_pylint_for_CI ( #1119 )
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* fix_pylint_for_CI
* reformat_with_black
* fix_pylint_C3001
* fix_flake8_error
2022-06-09 16:12:33 +08:00
1a4114b683
Add explanation for the evalution metrics of Qlib ( #1090 )
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* Add explanation for the evalution metrics of Qlib
* Update evaluate.py
2022-05-31 19:37:55 +08:00
e874ef2bc1
change_datasource ( #1109 )
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* change_datasource
* split_test_data_and_complete_data
* fix_CI
2022-05-31 19:35:49 +08:00
14b2b355a7
Update .gitignore ( #1110 )
2022-05-30 21:27:49 +08:00
64fadff218
Add .idea/ into gitignore ( #1108 )
2022-05-25 13:59:35 +08:00
a02ac95538
add gym ( #1104 )
2022-05-21 23:50:18 +08:00
cc94c32db6
init_instance_by_config enhancement ( #1103 )
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* fix SepDataFrame when we del it to empty
* init_instance_by_config enhancement
* Update test_sepdf.py
2022-05-21 20:16:22 +08:00
9a40fd3cdc
Qlib RL framework (stage 1) - single-asset order execution ( #1076 )
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* 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
c4281121e3
Update README.md ( #1091 )
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* Update README.md
* Fix typo
2022-05-08 20:19:19 +08:00
2de9903200
fix_issue_1060 ( #1092 )
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* fix_issue_1060
* fix_import_error
2022-05-07 20:59:06 +08:00
2cf842bcfe
add_test_pit ( #1089 )
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* 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
9e381493c2
Add instructions to add models ( #1088 )
2022-05-05 21:27:24 +08:00
a73b60d05a
Update detailed_workflow.ipynb ( #1084 )
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time_per_step bug.
2022-05-03 15:11:27 +08:00
64979ad769
Yahoo data Docs ( #1077 )
2022-04-29 17:24:53 +08:00
c5cf8fb9cc
fix est_sepdf.py with black
2022-04-29 17:21:20 +08:00
5d579d1a20
fix_macos_CI ( #1081 )
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Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com>
2022-04-29 17:04:28 +08:00
3c9c76b384
fix SepDataFrame when we del it to empty ( #1082 )
2022-04-29 14:29:17 +08:00
9d0a8f61d1
Make sepdf more like DataFrame ( #1080 )
2022-04-28 19:13:45 +08:00
701b18af1b
fix_issue_715 ( #1070 )
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* fix_issue_715
* fix_issue_1065
Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com>
2022-04-28 16:09:31 +08:00
84ff662a26
Fixed pandas FutureWarning ( #1073 )
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* Fixed pandas FutureWarning
`FutureWarning: Passing a set as an indexer is deprecated and will raise in a future version. Use a list instead.`
* fixed another pandas FutureWarning
```
scripts/data_collector/index.py:228: FutureWarning: The frame.append method is deprecated and will be removed from pandas in a future version. Use pandas.concat instead.
new_df = new_df.append(_tmp_df, sort=False)
```
* fixed more pandas futurewarnings
2022-04-27 18:43:26 +08:00
00e40e775b
Fixed typos in workflow.rst ( #1068 )
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* Update workflow.rst
Fixed a typo. `please refer to Qlib Model` should be `please refer to Qlib Data` in Dataset section.
* Fix typo. `preprossing` should be `preprocessing`
* Update data.rst
Remove extra `of`.
2022-04-27 18:36:47 +08:00
you-n-g
plpycoin
YaOzI
Hyeongmin Moon
Lewen Wang
Chao Wang
Huoran Li
Yuge Zhang
Linlang
Young
Huoran Li
Chia-hung Tai
Hubedge
金戈