0.5 (2020-07-10)
Implemented enhancements:
- [FEA] csvStockLoader.py and stockNameLoader.py - Use cudf.read_csv() insteand of pandas.read_csv() #24
Fixed bugs:
- [BUG] Using a UDF via Series.rolling.apply() results in KeyError in numba #88
- [BUG] download_data.sh seems to do not be in containers anymore #66
Closed issues:
- [FEA] Conda resolves too slow in the latest versions of the container #67
- [FEA] Comprehensive refactoring of indicator_demo.ipynb notebook #46
- [FEA] Rename viz_graph() to viz(), save_taskgraph() to save() #34
Merged pull requests:
- [REVIEW] Fix mortgage e2e example for rapids 0.14. #93 (avolkov1)
- [REVIEW] Update RAPIDS to version 0.14 #92 (yidong72)
- [REVIEW]Multiple gpu xgboost - Dask performance fix #91 (yidong72)
- [REVIEW]Mutliple GPU xgboost #90 (yidong72)
0.4.1 (2020-05-26)
Merged pull requests:
- [REVIEW] hot fix for 0.4 release #86 (yidong72)
- [REVIEW] fix the cuIndicator notebook and RSI perf notebook #85 (yidong72)
- Add cuda102 docker support and update version against development branch #84 (jbaron)
0.4 (2020-05-19)
Implemented enhancements:
Fixed bugs:
- [BUG] Dask computation fails with 0.8 build script #28
Closed issues:
- [FEA] Add cuda 10.1.2 support #64
- [FEA] Use RAPIDS 0.9 container in build.sh #54
- [FEA] Rename notebook to notebooks #50
- [FEA] Add Jupyterlab extension to display GPU usage #49
- [FEA] Merge develop branch to master #47
- [FEA] implement the fractional difference operation #42
Merged pull requests:
- [REVIEW] merge develop to master and release it as 0.4 #82 (yidong72)
- [REVIEW]update to latest version of RAPIDS 0.13 #81 (yidong72)
- fixed the gamma computation error #79 (doyend)
- [REVIEW]asian barrier option tutorial #77 (yidong72)
- [REVIEW] upgrade to RAPIDS 0.11 #76 (yidong72)
- [skip ci] Merge CI Scripts #75 (avolkov1)
- [REVIEW] Add CI scripts and conda recipe #74 (raydouglass)
- [WIP] CUQ-36: fix typechecking nodes multi input dataframes #68 (avolkov1)
- [REVIEW] Upgrade to RAPIDS 0.10 #63 (yidong72)
- [REVIEW] stable master merge #62 (yidong72)
- [REVIEW]upgrade to RAPIDS 0.9, FIX the rebase problem #61 (yidong72)
- Revert "[REVIEW]upgrade to RAPIDS 0.9" #59 (yidong72)
- Revert "[REVIEW]upgrade to RAPIDS 0.9" #58 (avolkov1)
- [REVIEW]upgrade to RAPIDS 0.9 #57 (yidong72)
- [REVIEW] change the text for notebook 05 #55 (yidong72)
- Fix #50b - Rename notebook folder to notebooks #52 (miguelusque)
- Fix #50 - Rename notebook folder to notebooks #51 (miguelusque)
v0.2 (2019-08-16)
Implemented enhancements:
- [FEA] Refactor 04_portfolio_trade.ipynb notebook #39
- [FEA] Refactor notebook 01_tutorial.ipynb #35
- [FEA] Add error message (or warning) if replace node does not exist #32
- [FEA] Add new issue templates #26
- [FEA] cuIndicator notebook plot widget is too complicated #17
Fixed bugs:
- [BUG] Remove debug info from barPlotNode.py and cumReturnNode.py #40
- [BUG] 04_portfolio_trade.ipynb - Number of filtered stocks differs from text #23
Merged pull requests:
- Fix #17 - cuIndicator notebook plot widget is too complicated (WIP) #45 (miguelusque)
- Fix #39 - Refactor 04_portfolio_trade.ipynb notebook #44 (miguelusque)
- Merge develop to master #43 (yidong72)
- Fix #40 - Remove debug info #41 (miguelusque)
- Update mortgage example using TaskGraph API. #38 (avolkov1)
- fixed the issue 32 #37 (yidong72)
- Fix #35 - Refactor 01_tutorial.ipynb notebook #36 (miguelusque)
- Fix #26b - Add new issue templates #30 (miguelusque)
- Revert "fix #26 - Add new issues template" #29 (yidong72)
- Fix #26 - Add new issues template #27 (miguelusque)
- added workflow class #22 (yidong72)
- Fix #19b - Combine OS/Cuda versions user input #21 (miguelusque)
- Fix #19 - build.sh - Move pip dependencies to conda dependencies #20 (miguelusque)
- Fix #13, #14, #16 in cuIndicator.ipynb notebook #18 (miguelusque)
- update the build.sh #15 (yidong72)
- Feature xgb notebook #11 (yidong72)
- CUQ-5: Mortgage example using gQuant. #10 (avolkov1)
- CUQ-5: Mortgage example using gQuant. #9 (avolkov1)
- Feature indicator node #8 (yidong72)
- Feature mulit assets indicator #7 (yidong72)
- Update build.sh #6 (phogan-nvidia)
- Feature environment #5 (yidong72)
v0.1 (2019-08-13)
Implemented enhancements:
- [FEA] build.sh - Move pip dependencies to conda dependencies #19
Fixed bugs:
- [BUG] Update build.sh to 0.7 until issue #28 is fixed #31
- [BUG] cuIndicator.ipyng - Wrong series names #16
- [BUG] cuIndicator.ipynb - Runtime error in cell #3 - Missing file #14
- [BUG] cuIndicator.ipynb - Incorrect path to dataset #13
Merged pull requests:
- Revert "gQuant34 - Update build.sh to make use of RAPIDS v0.8 container" #33 (yidong72)
- gQuant34 - Update build.sh to make use of RAPIDS v0.8 container #12 (miguelusque)
- Synch master with develop #4 (avolkov1)
- added unit tests for the cuindicator #3 (yidong72)
- CUQ-21: Improving tutorials for gQuant #2 (avolkov1)
- Add download script and instructions in the readme #1 (yidong72)
* This Changelog was automatically generated by github_changelog_generator