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Commit Graph

48 Commits

Author SHA1 Message Date
you-n-g
19d15ddc38 Merge pull request #513 from 2796gaurav/main
MVP for Indian Stocks in qlib using yahooquery
2021-08-26 20:59:26 +08:00
2796gaurav
8fa22bd2e1 added 1min for IN and also updated readme 2021-07-21 14:16:22 +05:30
Gaurav
d1c8d885aa cleaned the code 2021-07-21 17:59:50 +05:30
zhupr
c97a96363d Add a check if change is mutated to YahooNormalize1d 2021-07-18 20:28:46 +08:00
Gaurav
d70e5a4f88 add YahooNormalizeIN and YahooNormalizeIN1d 2021-07-17 10:40:16 +05:30
zhupr
4ec41ea0e7 Add a check if change is mutated to YahooNormalize1d 2021-07-15 19:13:25 +08:00
Gaurav
cfcd9fb1f8 cleaned with black 2021-07-15 11:24:41 +05:30
Gaurav
457dcaa466 cleaned with black 2021-07-14 20:12:00 +05:30
Gaurav
3c740fc2de MVP for Indian Stocks in qlib using yahooquery 2021-07-14 19:54:55 +05:30
Gaurav Chauhan
4610e16ac2 updated readme of yahoo collector where region parameter was incorrect (#504)
* updated readme of yahoo collector where region parameter was incorrect

* changes

update readme of yahoo collector where region parameter was incorrect

* update readme of yahoo collector

update readme of yahoo collector where region parameter was incorrect

* updated changes

* updated readme of cn1d data

Co-authored-by: Gaurav Chauhan01/HO/Analytics/General <Gaurav.Chauhan01@bajajallianz.in>
2021-07-13 09:46:13 +08:00
zhupr
39340fbf06 fix: typo 2021-06-24 11:07:40 +08:00
zhupr
0e277723a3 Merge remote-tracking branch 'qlib/main' into qlib_main
# Conflicts:
#	scripts/data_collector/yahoo/README.md
2021-06-24 00:09:54 +08:00
zhupr
1418417034 fix automatic update of daily frequency data 2021-06-23 23:59:59 +08:00
zhupr
bab50e8837 fix YahooNormalize1min && update docs 2021-06-23 16:13:26 +08:00
zhupr
46714adf4c modify the YahooNormalize1min factor calculation 2021-06-22 11:15:09 +08:00
zhupr
99fb49650a add end_date parameter to collector.normalize_data 2021-06-21 17:20:37 +08:00
zhupr
b6c31540e8 add function to automatically update daily frequency data 2021-06-17 23:07:56 +08:00
zhupr
03eb0882de fix YahooNormalizeCN1minOffline bugs 2021-06-08 22:23:05 +08:00
zhupr
a845a2271b add normalize 1min to use local data && change the default parameters for collecting 1min 2021-06-08 14:45:20 +08:00
zhupr
554b9c7826 fix YahooCollector getting 1min data occasionally missing 2021-06-05 23:43:48 +08:00
zhupr
6f150f3fd6 Add YahooCollector support for extend data 2021-06-04 22:28:42 +08:00
al
c12c861b7a Remove repeated package from requirements 2021-05-27 19:37:57 +08:00
you-n-g
cbbf6cd822 Merge pull request #441 from zhupr/fix_yahoo_collector
Fix YahooCollector can't download 1min data
2021-05-26 21:41:14 +08:00
you-n-g
928bae08f4 Merge pull request #440 from arisliang/patch-2
Update collector.py
2021-05-26 21:40:23 +08:00
zhupr
114162693f Fix YahooCollector can't download 1min data 2021-05-26 18:29:41 +08:00
al
b884c8c571 Update collector.py
fix typo
2021-05-26 18:00:23 +08:00
al
6222940b9c Update README.md
fix typo
2021-05-26 17:50:49 +08:00
zhupr
8b8d21107c Add future trading date collector 2021-04-27 21:20:47 +08:00
zhupr
598ee875a0 Fix yahoo_collector 2021-03-22 10:29:07 +08:00
zhupr
42be8ac312 Add BaseCollector 2021-03-12 10:30:38 +08:00
Kenneth Tang
b90bd66ac6 Merge branch 'main' into Fix_collector_doc 2021-02-16 14:16:53 +08:00
Kenneth Tang
63d05e4a1a Fix typo 2021-02-16 14:08:58 +08:00
zhupr
fc1431cd4e update 1min docs 2021-02-04 16:49:58 +08:00
zhupr
7f9216dc90 Fix the number of minutes on the first and last trading day of high frequency 2021-01-27 10:59:46 +08:00
zhupr
263ccdfe6f US stock code supports Windows 2021-01-27 10:59:46 +08:00
zhupr
1a8f1bfc57 support collecting yahoo 1min data 2021-01-27 10:59:46 +08:00
zhupr
1a1c45981c US stock code supports Windows 2021-01-26 16:06:38 +08:00
zhupr
6fc4ff0a62 Fix yahoo collector 2020-11-28 00:36:23 +08:00
zhupr
00277699c7 update tests && fix typo 2020-11-19 10:36:14 +08:00
zhupr
9eb58ad366 fix collector start datetime 2020-11-19 10:36:14 +08:00
zhupr
ae300592a0 refactor yahoo_collector && support US and 1m 2020-11-19 10:36:14 +08:00
zhupr
5bca9d892a Support csi100 data collection && Fix data collector 2020-10-21 12:01:34 +08:00
Jactus
7c6e5e822c Update CI & add black formatter 2020-10-10 10:13:51 +08:00
Morris Tai
5256d18c5b fix requirements.txt
Typo "logure", should be "logure", cause in pip install error.
2020-10-03 20:36:17 +08:00
you-n-g
5b80ebaf40 Update README.md
Update  wrong price example
2020-09-27 15:27:35 +08:00
zhupr
c825c99c2c Fix data collector 2020-09-26 23:36:43 +08:00
you-n-g
de9e13b171 release-0.5.0 (#1)
* init commit

* change the version number

* rich the docs&fix cache docs

* update index readme

* Modify cache class name

* Modify sharpe to information_ratio

* Modify Group- to Group

* add the description of graphical results & fix the backtest docs

* fix docs in details

* update docs

* Update introduction.rst

* Update README.md

* Update introduction.rst

* Update introduction.rst

* Update introduction.rst

* Update installation.rst

* Update installation.rst

* Update initialization.rst

* Update getdata.rst

* Update integration.rst

* Update initialization.rst

* Update getdata.rst

* Update estimator.rst

Modify some typos.

* Update README.md

Modify the typos.

* Update initialization.rst

* Update data.rst

* Update report.rst

* Update estimator.rst

* Update cumulative_return.py

* Update model.rst

* Update rank_label.py

* Update cumulative_return.py

* Update strategy.rst

* Update getdata.rst

* Update backtest.rst

* Update integration.rst

* Update getdata.rst

* Update introduction.rst

* Update introduction.rst

* Update README.md

* Update report.rst

* Update integration.rst

Fix typos

* Update installation.rst

Fix typos

* Update getdata.rst

* Update initialization.rst

Fix typos.

* add quick start docs&fix detials

* fix estimator docs & fix strategy docs

* fix the cahce in data.rst

* update documents

* Fix Corr && Rsquare

* fix data retrival example to csi300 & fix a data bug

* fix filter bug

* Fix data collector

* Modift model args

* add the log & fix README.md\quick.rst

* add enviroment depend & add intoduction of qlib-server online mode

* fix image center fomat & set log_only of docs is True

* fix README.md format

* update data preparation & readme logo image

* get_data support version

* Modify analysis names

* Modify analysis graph

* update report.rst & data.rst

* commmit estimator for merge

* minimal requirements

* Update README.md

* Update README.md

* Update README.md

* Update README.md

* Update README.md

* Update README.md

* Update README.md

* Update READEME.md

* Update READEME.md

* update estimator

* Fix doc urls

* fix get_data.py docstring

* update test_get_data.py

* Upate docs

* Upate docs

* Upate docs

Co-authored-by: bxdd <bxddream@gmail.com>
Co-authored-by: zhupr <zhu.pengrong@foxmail.com>
Co-authored-by: Wendi Li <wendili.academic@qq.com>
Co-authored-by: Dingsu Wang <dingsu.wang@gmail.com>
Co-authored-by: bxdd <45119470+bxdd@users.noreply.github.com>
Co-authored-by: cslwqxx <cslwqxx@users.noreply.github.com>
2020-09-24 12:01:39 +08:00
Young
99ebd87cba init commit 2020-09-22 01:43:21 +00:00