jmrichardson

This is unfortunate. I have been looking around for open / python / free based AutoML tools that can utilize GPUs. This project looks really nice and wish you would...

I'm having the same issue in scripts (not Jupyter).

Thank you for the fast feedback. For clarification, I am using daily bars and close for the price. Since my order won't execute until tomorrow, shouldn't vbt use tomorrow's close...

IMO, it does make sense to me to use next day Open instead of Close. However, I believe most traders and back-test frameworks use close as a matter of standard....

This is great news and looking forward to it. Hopefully it will have the ability to control the split indices

Hi @liususan091219 I would love to add the custom cv for test but unfortunately I am using a custom splitter from a package (mlfinlab) for which the code is copyrighted.

Hi, yes, I will make the update to add the test. I will try resubmitting the PR shortly and hopefully it updates this one instead of creating a new one.

Hi, I updated the PR with suggestion for test. The only thing is that I couldn't figure out a way to verify that shuffle did indeed happen with the data....

> `self._skip_transformer` is also needed before line 1657, hence the argument needs to be added to `retrain_from_log()`. That's the reason for the failure in https://github.com/microsoft/FLAML/runs/7700225039?check_suite_focus=true#step:9:1951 Updated and hopefully fixes the...

Hi @sonichi Should I create a PR for this change? Happy to give a shot tomorrow.