Commits · 3697dcb5db9472eb937afcbf424c253a1832edeb · 李丞 / alpha-mind

03 May, 2017 11 commits
- change the implementation of groupby · 3697dcb5
  Dr.李 authored May 03, 2017
  
  3697dcb5
- simplified the groupby and group_mapping function · 34497c4c
  Dr.李 authored May 03, 2017
  
  34497c4c
- some change · 636bc2c2
  Dr.李 authored May 03, 2017
  
  636bc2c2
- update benchmark and many numba function · d94862d5
  Dr.李 authored May 03, 2017
  
  d94862d5
- improve the performance of winsorize · 91f70b4e
  Dr.李 authored May 03, 2017
  
  91f70b4e
- improve the performance of winsorize · 2990e8c3
  Dr.李 authored May 03, 2017
  
  2990e8c3
- fixed neutralize test issue · 5ea39a77
  Dr.李 authored May 03, 2017
  
  5ea39a77
- some adjust · 45fc0125
  Dr.李 authored May 03, 2017
  
  45fc0125
- restructure · 414ed809
  Dr.李 authored May 03, 2017
  
  414ed809
- using numba instead of cython to simplify codes · bbb01231
  Dr.李 authored May 03, 2017
  
  bbb01231
- using numba to simplify some optimization · f786b960
  Dr.李 authored May 03, 2017
  
  f786b960
02 May, 2017 1 commit
- update example · 3321d3af
  Dr.李 authored May 02, 2017
  
  3321d3af
01 May, 2017 10 commits
- update notebook · 01c9058f
  Dr.李 authored May 01, 2017
  
  01c9058f
- added sample notebooks · 2f997476
  Dr.李 authored May 01, 2017
  
  2f997476
- fixed a issue for array ordering · e86d6f8f
  Dr.李 authored May 01, 2017
  
  e86d6f8f
- update neutralize · 5df30c1b
  Dr.李 authored May 01, 2017
  
  5df30c1b
- output exposure · 31569ef4
  Dr.李 authored May 01, 2017
  
  31569ef4
- remove the use of array initialize in groupby · 1a454a09
  Dr.李 authored May 01, 2017
  
  1a454a09
- added more benchmark for neutralize · 83b11bc0
  Dr.李 authored May 01, 2017
  
  83b11bc0
- added tests for least square explain · 5d4b11f8
  Dr.李 authored May 01, 2017
  
  5d4b11f8
- added optional output for explained · d4f35fab
  Dr.李 authored May 01, 2017
  
  d4f35fab
- added back nogil signature · 2c095621
  Dr.李 authored May 01, 2017
  
  2c095621
30 Apr, 2017 8 commits
- fixed memory bug when PyMem_Malloc work with PyArray_SimpleNewFromData (I... · 9a8514ca
  Dr.李 authored Apr 30, 2017
```
fixed memory bug when PyMem_Malloc work with PyArray_SimpleNewFromData (I don't know why they just don't work)
```
  9a8514ca
- fixed linux bug · 9b79874b
  Dr.李 authored Apr 30, 2017
  
  9b79874b
- added more · 7b72cb5a
  Dr.李 authored Apr 30, 2017
  
  7b72cb5a
- rank build to use unit weight for each security · b9d2a972
  Dr.李 authored Apr 30, 2017
  
  b9d2a972
- fixed type bug · 321cb437
  Dr.李 authored Apr 30, 2017
  
  321cb437
- update groupby · b5c7b1dd
  Dr.李 authored Apr 30, 2017
  
  b5c7b1dd
- enhance performance · 70214fe0
  Dr.李 authored Apr 30, 2017
  
  70214fe0
- new group by index to reduce the memory requirments · 106e3b19
  Dr.李 authored Apr 30, 2017
  
  106e3b19
29 Apr, 2017 8 commits
- added test for grouped neutralize · cc4f39b3
  Dr.李 authored Apr 29, 2017
  
  cc4f39b3
- made neutralize workable with groups · 140b4f7c
  Dr.李 authored Apr 29, 2017
  
  140b4f7c
- restructure · 5e4c6ca9
  Dr.李 authored Apr 29, 2017
  
  5e4c6ca9
- update rank build tests · 5b7abf91
  Dr.李 authored Apr 29, 2017
  
  5b7abf91
- change for rank build implementation · 5e586da0
  Dr.李 authored Apr 29, 2017
  
  5e586da0
- made rank_build work with very large groups · ae3af0c2
  Dr.李 authored Apr 29, 2017
  
  ae3af0c2
- fixed memory leak issue · 1c62292b
  Dr.李 authored Apr 29, 2017
  
  1c62292b
- added abs sum function · fcf8ce97
  Dr.李 authored Apr 29, 2017
  
  fcf8ce97
28 Apr, 2017 2 commits
- update tests · 813e4f76
  Dr.李 authored Apr 28, 2017
  
  813e4f76
- added simple settle benchmark · 67332907
  Dr.李 authored Apr 28, 2017
  
  67332907