microsoft
/
qlib
зеркало из https://github.com/microsoft/qlib.git
1
0
Форкнуть 0
Код Задачи Пакеты Проекты Релизы Вики Активность
1 963 коммитов 40 Ветки 24 Теги 64 MiB
Граф коммитов

1963 Коммитов

Автор SHA1 Сообщение Дата
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
JJ 480f233e3f
Update introduction.rst (#1578) 2023-07-26 16:42:53 +08:00
Gene 953621ac7e
Update README.md (#1553) 2023-07-26 16:38:22 +08:00
JJ 87a026fef3
Update introduction.rst (#1579) 
Fixed a spelling mistake. I changed deicsions to decisions.
 2023-07-26 16:37:59 +08:00
Linlang 8676303077
fix_ci (#1608) 
Co-authored-by: Linlang <v-linlanglv@microsoft.com>
 2023-07-19 17:33:47 +08:00
you-n-g 1a32ba1806
Bump Version & Fix CI (#1606) 
* Bump Version & Fix CI

* Update test_qlib_from_pip.yml
 2023-07-18 20:54:15 +08:00
you-n-g 842b8e8563
Update __init__.py 2023-07-18 19:28:17 +08:00
Linlang 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
you-n-g 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
you-n-g 8d3adf34ac
Postpone PR stale. (#1591) 2023-07-12 09:59:09 +08:00
Lewen Wang b1dfc77ad7
Update qlibrl docs. (#1588) 
* 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
Yang 3e074c8435
fix download token (#1577) 2023-07-06 12:38:52 +08:00
Linlang 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
you-n-g 4db30b1225
Update README.md for RL (#1573) 
* Update README.md

* Update README.md
 2023-06-28 10:53:58 +08:00
you-n-g b1e7b19a3d
Update __init__.py 2023-06-27 11:55:40 +08:00
you-n-g 27f476b311
Update __init__.py 2023-06-26 00:00:46 +08:00
you-n-g 0e61cac6a8
Update release-drafter.yml (#1569) 
* Update release-drafter.yml

* Update release-drafter.yml
 2023-06-25 23:48:37 +08:00
Linlang 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
Wendi Li cd4ab998fb
Update on Dynamic Benchmark (#1539) 
* 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
you-n-g 0e9ac9dce7
Fix CI (#1529) 2023-05-31 08:39:52 +08:00
yaxuan999 efffb2819a
added KRNN and Sandwich models and their example results based on Alpha360 (#1414) 
* 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
Fivele-Li 19a0eb78bc
Fix TCN model input dimension mismatch (#1520) 
* 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
Fivele-Li 370477288d
fix_DDG-DA_workflow_bug (#1516) 
* 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
you-n-g 94268619c4
Update README.md 2023-05-23 09:50:00 +08:00
Huoran Li 8d60a6a02b
Resolve RL FIXMES (#1503) 
* Solve several small FIXMEs left in RL

* Add TODO in example

* Minor bugfix

* black
 2023-05-17 16:57:08 +08:00
Fivele-Li 7234308651
Add base config in yml (#1500) 
* 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
Chaoying acf5df27ce
Add support for redis password (#1508) 2023-05-08 16:17:15 +08:00
Chaoying 37a59f28d3
Fix deprecated syntax in numpy (#1507) 
* Fix deprecated syntax in numpy

* Replace np.bool with bool
 2023-05-08 16:17:02 +08:00
YQ Tsui b084c352f5
provide dtype to empty series to surpress warning; fix type (#1449) 2023-05-05 17:47:44 +08:00
Maksim Zayakin 9e22e5168b
Remove unused `DNNModelPytorch` params (#1470) 
* 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
Fivele-Li 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
Huoran Li 7f1e8c5206
Refine Qlib RL data format (#1480) 
* 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
Fivele-Li 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