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Merge nested main #597

Merged
merged 118 commits into from
Sep 30, 2021
Merged

Merge nested main #597

merged 118 commits into from
Sep 30, 2021

Commits on Jul 14, 2021

  1. MVP for Indian Stocks in qlib using yahooquery

    @2796gaurav
    2796gaurav committed Jul 14, 2021
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  2. cleaned with black

    @2796gaurav
    2796gaurav committed Jul 14, 2021
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Commits on Jul 15, 2021

  1. cleaned with black

    @2796gaurav
    2796gaurav committed Jul 15, 2021
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Commits on Jul 17, 2021

  1. add YahooNormalizeIN and YahooNormalizeIN1d

    @2796gaurav
    2796gaurav committed Jul 17, 2021
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Commits on Jul 21, 2021

  1. cleaned the code

    @2796gaurav
    2796gaurav committed Jul 21, 2021
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  2. added 1min for IN and also updated readme

    @2796gaurav
    2796gaurav committed Jul 21, 2021
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Commits on Jul 24, 2021

  1. update comments

    @bxdd
    bxdd committed Jul 24, 2021
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Commits on Jul 25, 2021

  1. fix comments

    @bxdd
    bxdd committed Jul 25, 2021
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  2. recorder support upload both raw file and directory

    @you-n-g
    you-n-g committed Jul 25, 2021
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  3. fix comments

    @bxdd
    bxdd committed Jul 25, 2021
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  4. solve conflict

    @bxdd
    bxdd committed Jul 25, 2021
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Commits on Jul 26, 2021

  1. Update README.md

    @you-n-g
    you-n-g authored Jul 26, 2021
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  2. Fix docs of QlibRecorder

    @you-n-g
    you-n-g authored Jul 26, 2021
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Commits on Jul 29, 2021

  1. sort index after loader (#538) 

    make sure the fetch method is based on a index-sorted pd.DataFrame
    @you-n-g
    you-n-g authored Jul 29, 2021
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  2. refactor online serving rolling api

    @you-n-g
    you-n-g committed Jul 29, 2021
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Commits on Jul 30, 2021

  1. refactor TRA

    @you-n-g
    Dong Zhou authored and you-n-g committed Jul 30, 2021
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  2. format by black

    @you-n-g
    Dong Zhou authored and you-n-g committed Jul 30, 2021
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  3. fix horizon

    @you-n-g
    Dong Zhou authored and you-n-g committed Jul 30, 2021
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  4. fix TRA when use single head

    @you-n-g
    Dong Zhou authored and you-n-g committed Jul 30, 2021
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  5. clean up

    @you-n-g
    Dong Zhou authored and you-n-g committed Jul 30, 2021
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  6. improve pretrain

    @you-n-g
    Dong Zhou authored and you-n-g committed Jul 30, 2021
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  7. update README

    @you-n-g
    Dong Zhou authored and you-n-g committed Jul 30, 2021
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Commits on Aug 2, 2021

  1. fix tra when logdir is None

    Dong Zhou authored and Dong Zhou committed Aug 2, 2021
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  2. fix tra when logdir is None

    @you-n-g
    Dong Zhou authored and you-n-g committed Aug 2, 2021
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Commits on Aug 5, 2021

  1. Update strategy.py

    @ZhangTP1996 @you-n-g
    ZhangTP1996 authored and you-n-g committed Aug 5, 2021
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Commits on Aug 6, 2021

  1. Update README.md

    @you-n-g
    you-n-g committed Aug 6, 2021
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  2. Update README.md

    @you-n-g
    you-n-g committed Aug 6, 2021
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Commits on Aug 12, 2021

  1. Conda Suggestion

    @you-n-g
    you-n-g authored Aug 12, 2021
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  2. code standard docs

    @you-n-g
    you-n-g committed Aug 12, 2021
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Commits on Aug 14, 2021

  1. Update ensemble.py (#560)

    @demon143
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Commits on Aug 25, 2021

  1. Fix CI Bug (#575) 

    Co-authored-by: yuxwang <anduinnn@foxmail.com>
    @Wangwuyi123 @Anduinnnnnn
    Wangwuyi123 and Anduinnnnnn authored Aug 25, 2021
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  2. Update gen.py (#576)

    @you-n-g
    you-n-g authored Aug 25, 2021
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  3. Fix multi-process loop calls (#574)

    @zhupr
    zhupr authored Aug 25, 2021
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  4. check lexsort in the 'lazy_sort_index' function (#566) 

    * check lexsort

* check lexsort

* lexsort comment

* lexsort comment
    @markzhao98
    markzhao98 authored Aug 25, 2021
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Commits on Aug 26, 2021

  1. Delete .DS_Store

    @you-n-g
    you-n-g authored Aug 26, 2021
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  2. Merge pull request #513 from 2796gaurav/main 

    MVP for Indian Stocks in qlib using yahooquery
    @you-n-g
    you-n-g authored Aug 26, 2021
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Commits on Aug 29, 2021

  1. Update README.md

    @cslwqxx
    cslwqxx authored Aug 29, 2021
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Commits on Aug 30, 2021

  1. bug fix & use oracle transport pretrain

    Dong Zhou authored and Dong Zhou committed Aug 30, 2021
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Commits on Sep 7, 2021

  1. merge xiaodong

    @wangwenxi-handsome
    wangwenxi-handsome committed Sep 7, 2021
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  2. mend

    @wangwenxi-handsome
    wangwenxi-handsome committed Sep 7, 2021
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  3. Add backend_freq_config parameter, support multi-freq uri

    @zhupr @you-n-g
    zhupr authored and you-n-g committed Sep 7, 2021
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  4. Add sample_config to QlibDataLoader, support multi-freq

    @zhupr @you-n-g
    zhupr authored and you-n-g committed Sep 7, 2021
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  5. add multi-freq example

    @zhupr @you-n-g
    zhupr authored and you-n-g committed Sep 7, 2021
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  6. get_cls_kwargs renamed get_callable_kwargs

    @zhupr @you-n-g
    zhupr authored and you-n-g committed Sep 7, 2021
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  7. support multi-freq uri

    @zhupr @you-n-g
    zhupr authored and you-n-g committed Sep 7, 2021
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  8. Add inst_processors to D.features

    @zhupr @you-n-g
    zhupr authored and you-n-g committed Sep 7, 2021
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  9. Fix typo

    @zhupr @you-n-g
    zhupr authored and you-n-g committed Sep 7, 2021
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  10. Fix the index type of the multi-freq example

    @zhupr @you-n-g
    zhupr authored and you-n-g committed Sep 7, 2021
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  11. Fix duplicate mlflow directories in tests

    @zhupr @you-n-g
    zhupr authored and you-n-g committed Sep 7, 2021
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  12. Add DataPathManager to QlibConfig && modify inst_processors to suppor… 

    …ts list only
    @zhupr @you-n-g
    zhupr authored and you-n-g committed Sep 7, 2021
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  13. Modify the default value in the multi_freq example

    @zhupr @you-n-g
    zhupr authored and you-n-g committed Sep 7, 2021
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  14. Modify client-server mode and dataset-cache to disable inst_processor

    @zhupr @you-n-g
    zhupr authored and you-n-g committed Sep 7, 2021
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  15. Add wheel package to github CI

    @zhupr @you-n-g
    zhupr authored and you-n-g committed Sep 7, 2021
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  16. fix comment

    @wangwenxi-handsome
    wangwenxi-handsome committed Sep 7, 2021
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Commits on Sep 8, 2021

  1. Update FAQ.rst

    @zhupr @you-n-g
    zhupr authored and you-n-g committed Sep 8, 2021
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Commits on Sep 9, 2021

  1. Update README.md 

    Fix wrong link
    @you-n-g
    you-n-g authored Sep 9, 2021
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  2. merge main

    @wangwenxi-handsome
    wangwenxi-handsome committed Sep 9, 2021
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  3. Update the docs of TaskManager (#586) 

    * Update manage.py
    @demon143
    demon143 authored Sep 9, 2021
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  4. update yaml

    @wangwenxi-handsome
    wangwenxi-handsome committed Sep 9, 2021
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  5. update run_all_model

    @wangwenxi-handsome
    wangwenxi-handsome committed Sep 9, 2021
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Commits on Sep 10, 2021

  1. Modify the Feature to be case sensitive (#589)

    @zhupr
    zhupr authored Sep 10, 2021
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  2. update README

    Dong Zhou authored and Dong Zhou committed Sep 10, 2021
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  3. remove verbose

    @wangwenxi-handsome
    wangwenxi-handsome committed Sep 10, 2021
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  4. fix spell bug

    @wangwenxi-handsome
    wangwenxi-handsome committed Sep 10, 2021
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Commits on Sep 11, 2021

  1. Merge pull request #591 from evanzd/fix_tra 

    Fix TRA
    @evanzd
    evanzd authored Sep 11, 2021
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Commits on Sep 12, 2021

  1. fix typos (#592)

    @saintmalik
    saintmalik authored Sep 12, 2021
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  2. Update Release Note

    @you-n-g
    you-n-g authored Sep 12, 2021
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  3. fix portfolio bug

    @wangwenxi-handsome
    wangwenxi-handsome committed Sep 12, 2021
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  4. Add calendar support for resample

    @zhupr
    zhupr committed Sep 12, 2021
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  5. Merge branch 'merge_nested_main' of github.com:microsoft/qlib into me… 

    …rge_nested_main
    @zhupr
    zhupr committed Sep 12, 2021
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  6. Merge branch 'merge_nested_main' of https://github.com/microsoft/qlib … 

    …into merge_nested_main
    @wangwenxi-handsome
    wangwenxi-handsome committed Sep 12, 2021
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  7. add freq kwargs

    @wangwenxi-handsome
    wangwenxi-handsome committed Sep 12, 2021
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Commits on Sep 13, 2021

  1. test.yml: Remove redundant code (#595)

    @cclauss
    cclauss authored Sep 13, 2021
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  2. Supporting shared processor (#596) 

    * Supporting shared processor

* fix readonly reverse bug

* remove pytests dependency

* with fit bug

* fix parameter error
    @you-n-g
    you-n-g authored Sep 13, 2021
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  3. fix comments

    @you-n-g
    you-n-g committed Sep 13, 2021
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Commits on Sep 14, 2021

  1. Fix undefined names in Python code (#599) 

    * Update pytorch_tabnet.py

$ `flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics`
```
./qlib/qlib/contrib/model/pytorch_tabnet.py:567:38: F821 undefined name 'inp'
            self.independ.append(GLU(inp, out_dim, vbs=vbs))
                                     ^
./qlib/examples/model_rolling/task_manager_rolling.py:75:18: F821 undefined name 'task_train'
        run_task(task_train, self.task_pool, experiment_name=self.experiment_name)
                 ^
2     F821 undefined name 'task_train'
2
```

* Fix undefined names in Python code

* from qlib.model.trainer import task_train
    @cclauss
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  2. update seed

    @wangwenxi-handsome
    wangwenxi-handsome committed Sep 14, 2021
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  3. fix some docstring

    @you-n-g
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  4. add comments

    @zhupr
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Commits on Sep 16, 2021

  1. Fix SimpleDatasetCache

    @zhupr @you-n-g
    zhupr authored and you-n-g committed Sep 16, 2021
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  2. Update setup.py 

    updated classifiers
    @anukaal @you-n-g
    anukaal authored and you-n-g committed Sep 16, 2021
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  3. Update setup.py 

    change to matplotlib==3.3
    @anukaal @you-n-g
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  4. Update python-publish.yml 

    added python 3.9
    @anukaal @you-n-g
    anukaal authored and you-n-g committed Sep 16, 2021
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  5. updategrade version number

    @you-n-g
    you-n-g committed Sep 16, 2021
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Commits on Sep 18, 2021

  1. Update model list

    @you-n-g
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Commits on Sep 20, 2021

  1. fix the type of filter_pipe

    @zhupr @you-n-g
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Commits on Sep 24, 2021

  1. fix comment

    @wangwenxi-handsome
    wangwenxi-handsome committed Sep 24, 2021
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Commits on Sep 25, 2021

  1. fix record_temp

    @wangwenxi-handsome
    wangwenxi-handsome committed Sep 25, 2021
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  2. update cvxpy version

    @you-n-g
    you-n-g committed Sep 25, 2021
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  3. merge main

    @wangwenxi-handsome
    wangwenxi-handsome committed Sep 25, 2021
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Commits on Sep 26, 2021

  1. Update code_standard.rst (#587) 

    * Update code_standard.rst

* Update docs/developer/code_standard.rst

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
    @demon143 @you-n-g
    demon143 and you-n-g authored Sep 26, 2021
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  2. Add file lock for MLflowExpManager (#619)

    @you-n-g
    you-n-g authored Sep 26, 2021
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Commits on Sep 27, 2021

  1. fix torch version

    @demon143
    demon143 committed Sep 27, 2021
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  2. Share version number (#620)

    @you-n-g
    you-n-g authored Sep 27, 2021
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  3. Update initialization.rst (#622) 

    * Update initialization.rst

* Update docs/start/initialization.rst

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* Update docs/start/initialization.rst

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
    @demon143 @you-n-g
    demon143 and you-n-g authored Sep 27, 2021
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  4. fix bugs for running previous exmaple

    @you-n-g
    you-n-g committed Sep 27, 2021
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Commits on Sep 28, 2021

  1. fix deal amount bug

    @you-n-g
    you-n-g committed Sep 28, 2021
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  2. Merge branch 'merge_nested_main' of https://github.com/microsoft/qlib … 

    …into merge_nested_main
    @demon143
    demon143 committed Sep 28, 2021
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Commits on Sep 29, 2021

  1. update change doc (#623) 

    * Add files via upload

* Update README.md

* Update README.md

* Update README.md

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Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
    @demon143 @you-n-g
    demon143 and you-n-g authored Sep 29, 2021
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  2. update doc

    @wangwenxi-handsome
    wangwenxi-handsome committed Sep 29, 2021
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  3. Merge branch 'merge_nested_main' of https://github.com/microsoft/qlib … 

    …into merge_nested_main
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  4. simplify run all model

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    you-n-g committed Sep 29, 2021
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  5. Merge branch 'merge_nested_main' of github.com:microsoft/qlib into me… 

    …rge_nested_main
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  6. fix run all model bug

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Commits on Sep 30, 2021

  1. Fix Models (#483) 

    * fix gat dataset

* fix tft model

* Update tft.py

* Fix tft.py

Co-authored-by: Pengrong Zhu <zhu.pengrong@foxmail.com>
    @you-n-g @zhupr
    you-n-g and zhupr authored Sep 30, 2021
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  2. Merge remote-tracking branch 'origin/main' into merge_nested_main

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  3. Merge remote-tracking branch 'origin/nested_decision_exe' into merge_… 

    …nested_main
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  4. type and skip empty exp

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  5. fix model yaml config

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  6. Merge branch 'merge_nested_main' of github.com:microsoft/qlib into me… 

    …rge_nested_main
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  7. fix tft import bug

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    you-n-g committed Sep 30, 2021
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  8. skip empty result

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    you-n-g committed Sep 30, 2021
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  9. fix model and yaml bug

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  10. fix wrong generate parameter

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    you-n-g committed Sep 30, 2021
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  11. Modify multi-freq example (#626) 

    * modify the example of multi-freq

* add Copyright

* add a comment to average_ops.py

* modify the example of multi-freq

* add comment to multi_freq_handler.py

* add the Ref expression description to multi_freq_handler.py

* add expression description to multi_freq_handler.py
    @zhupr
    zhupr authored Sep 30, 2021
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  12. update images

    @zhupr
    zhupr committed Sep 30, 2021
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  13. fix workflow and update framework

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    you-n-g committed Sep 30, 2021
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  14. Merge branch 'merge_nested_main' of github.com:microsoft/qlib into me… 

    …rge_nested_main
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