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DDG-DA paper code #743

Merged
merged 47 commits into from
Jan 10, 2022
Merged

DDG-DA paper code #743

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48f8694
Merge data selection to main
wendili-cs Jul 1, 2021
5bb06cd
Update trainer for reweighter
wendili-cs Jul 1, 2021
4f442f5
Typos fixed.
wendili-cs Jul 8, 2021
da013fd
Merge branch 'main' into ds
you-n-g Jul 30, 2021
81b4383
update data selection interface
you-n-g Aug 9, 2021
aa2699f
successfully run exp after refactor some interface
you-n-g Aug 13, 2021
d17aaac
data selection share handler & trainer
you-n-g Aug 20, 2021
82b4115
fix meta model time series bug
you-n-g Aug 22, 2021
5b118c4
fix online workflow set_uri bug
you-n-g Sep 13, 2021
3b073f7
fix set_uri bug
you-n-g Sep 26, 2021
384b670
Merge remote-tracking branch 'origin/main' into ds
you-n-g Sep 26, 2021
b0850b0
updawte ds docs and delay trainer bug
you-n-g Sep 27, 2021
051b261
Merge remote-tracking branch 'wd_ds/ds' into ds
you-n-g Oct 9, 2021
f10d726
Merge branch 'main' into ds
you-n-g Nov 14, 2021
cdcfe30
Merge remote-tracking branch 'origin/main' into ds
you-n-g Nov 14, 2021
6d61ad0
Merge remote-tracking branch 'origin/main' into ds
you-n-g Nov 16, 2021
f32a7ad
docs
you-n-g Nov 16, 2021
8fb37b6
resume reweighter
you-n-g Nov 16, 2021
21baead
add reweighting result
you-n-g Nov 16, 2021
12afe61
fix qlib model import
you-n-g Nov 17, 2021
1d9732b
make recorder more friendly
you-n-g Nov 17, 2021
20a8fe5
fix experiment workflow bug
you-n-g Nov 18, 2021
faf3e03
commit for merging master incase of conflictions
you-n-g Dec 9, 2021
76d1bd9
Merge remote-tracking branch 'origin/main' into ds
you-n-g Dec 9, 2021
3bc4030
Successful run DDG-DA with a single command
you-n-g Dec 11, 2021
49c4074
remove unused code
you-n-g Dec 11, 2021
ce66d9a
asdd more docs
you-n-g Dec 13, 2021
cea134d
Update README.md
you-n-g Dec 13, 2021
a4a2b32
Update & fix some bugs.
demon143 Jan 8, 2022
8241832
Update configuration & remove debug functions
wendili-cs Jan 8, 2022
e1b079d
Update README.md
wendili-cs Jan 9, 2022
6a3f471
Modfify horizon from code rather than yaml
wendili-cs Jan 9, 2022
c3364cd
Update performance in README.md
wendili-cs Jan 9, 2022
b3d1081
Merge remote-tracking branch 'origin/main' into ds
you-n-g Jan 9, 2022
fa2d047
fix part comments
you-n-g Jan 9, 2022
efab5cb
Remove unfinished TCTS.
wendili-cs Jan 10, 2022
5a184eb
Fix some details.
wendili-cs Jan 10, 2022
8fee1b4
Update meta docs
wendili-cs Jan 10, 2022
a31a4d5
Update README.md of the benchmarks_dynamic
wendili-cs Jan 10, 2022
ca3fe76
Merge branch 'main' into ds
you-n-g Jan 10, 2022
97f61d5
Update README.md files
wendili-cs Jan 10, 2022
2726560
Merge branch 'ds' of wd_git:you-n-g/qlib into ds
wendili-cs Jan 10, 2022
da68103
Add README.md to the rolling_benchmark baseline.
wendili-cs Jan 10, 2022
7e1183b
Refine the docs and link
you-n-g Jan 10, 2022
b0857c2
Rename README.md in benchmarks_dynamic.
wendili-cs Jan 10, 2022
38b83dd
Remove comments.
wendili-cs Jan 10, 2022
34f5bd2
auto download data
you-n-g Jan 10, 2022
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3 changes: 1 addition & 2 deletions qlib/data/dataset/processor.py
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Expand Up @@ -7,8 +7,7 @@
import pandas as pd

from qlib.utils.data import robust_zscore, zscore

from ...log import TimeInspector
from ...constant import EPS
from .utils import fetch_df_by_index
from ...utils.serial import Serializable
from ...utils.paral import datetime_groupby_apply
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