Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process.
Plot enhancement (#1390)
* horizontally put the bar figures * 1) use rangebreaks to handle gaps in datetime axis instead of make them string; 2) allow simultaneously plot rankic in ic_figure * pylint improvement * fix black lint * better axis formatting * default not show gaps * resolve doc built error * fix pylint * Update qlib/contrib/report/analysis_model/analysis_model_performance.py More detailed description Co-authored-by: you-n-g <you-n-g@users.noreply.github.com> * Update qlib/contrib/report/analysis_model/analysis_model_performance.py for Python backward compatibility Co-authored-by: you-n-g <you-n-g@users.noreply.github.com> * add doc string * fix black * 1) limit numpy version as numba support for 1.24+ has not been released; 2) no need to use custom numba version for pytest. Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
Y
YQ Tsui committed
2f5ce3dc01e6209520bd0d9bda52ed6d0188398e
Parent: 756bd0f
Committed by GitHub <noreply@github.com>
on 12/30/2022, 11:58:41 PM