Feature implementation from commits 1861c8e..82afd6a #3
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make D.feature([symbol], [Feature('close')], disk_cache=1) work correctly 
dump_fix data that not in calendar_list, throw error: ``` NaT is not in list ```
* add missing parameters to doc string in order_generate * fix some typos in doc strings * reformat base on code style standard * Update qlib/backtest/__init__.py * Update examples/run_all_model.py * Update examples/run_all_model.py Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
* fix position access error position is s sub attribute of _value error since commit(id:89972f6c6f9fa629b4f74093d4ba1e93c9f7a5e5) * lint with blank
* Don't disable existing logger when initializing qlib. * Add comma in the end of the config line. * Add comment to the added config. Co-authored-by: Jinge Wang <jingewang@microsoft.com>
* Refine several todos * CI issues * Remove Dropna limitation of `quote_df` in Exchange (microsoft#1334) * Remove Dropna limitation of `quote_df` of Exchange * Impreove docstring * Fix type error when expression is specified (microsoft#1335) * Refine fill_missing_data() * Remove several TODO comments * Add back env for interpreters * Change Literal import * Resolve PR comments * Move to SAOEState * Add Trainer.get_policy_state_dict() * Mypy issue Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
* Add docs for qlib.rl * Update docs for qlib.rl * Add homepage introduct to RL framework * Update index Link * Fix Icon * typo * Update catelog * Update docs for qlib.rl * Update docs for qlib.rl * Update figure * Update docs for qlib.rl * Update setup.py * FIx setup.py * Update docs and fix some typos * Fix the reference to RL docs * Update framework.svg * Update framework.svg * Update framework.svg * Update docs for qlibrl. * Update docs for qlibrl. * Update docs for Qlibrl. * Update docs for qlibrl. * Update docs for qlibrl. * Update docs for qlibrl. * Add new framework * Update jpg * Update framework.svg * Update framework.svg * Update Qlib framework and description * Update grammar * Update README.md * Update README.md * Update docs/component/rl.rst Co-authored-by: you-n-g <you-n-g@users.noreply.github.com> * Update docs/component/rl.rst Co-authored-by: you-n-g <you-n-g@users.noreply.github.com> * Update docs for qlib.rl * Change theme for docs. * Update docs for qlib.rl * Update docs for qlib.rl * Update docs for qlib.rl * Update docs for qlib.rl. * Update docs for qlib.rl * Update docs for qlib.rl * Update docs for qlib.rl Co-authored-by: Young <afe.young@gmail.com> Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
…ed up NN training (microsoft#1342) * update TSDataSampler * reformat code with black * use pre-commit to reformat the code * Add documents * More docstring * More Safety Co-authored-by: Young <afe.young@gmail.com>
* bug fix: 1) 100 should be used to scale down percentileofscore return to 0-1, not length of array; 2) for (linear) weighted MA(n), weight should be n, n-1, ..., 1 instead of n-1, ..., 0 * use native pandas fucntion for rank * remove useless import * require pandas 1.4+ * rank for py37+pandas 1.3.5 compatibility * lint improvement * lint black fix * use hasattr instead of version to check whether rolling.rank is implemented
…rosoft#1349) * Fix docs/advanced/alpha.rst * Fix docs/reference/api.rst * Fix docs/component/strategy.rst * Fix docs/start/integration.rst * Fix docs/component/report.rst * Fix docs/component/data.rst * Fix docs/component/rl/framework.rst * Fix docs/introduction/quick.rst * Fix docs/advanced/task_management.rst * Fix CHANGES.rst * Fix docs/developer/code_standard_and_dev_guide.rst * Fix docs/hidden/client.rst * Fix docs/component/online.rst * Fix docs/start/getdata.rst * Add docs/hidden to exclude patterns * Add docs/developer/code_standard_and_dev_guide.rst to index.rst * Change docs/developer/code_standard_and_dev_guide.rst place in index.rst
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This PR contains changes from a range of commits from the original repository.
Commit Range:
1861c8e..82afd6aFiles Changed: 67 (39 programming files)
Programming Ratio: 58.2%
Commits included:
... and 5 more commits