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mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 14:01:28 +08:00

4 Commits

Author SHA1 Message Date
Chia-hung Tai
fb5888be9e Use mock data for element operator tests. (#1330) 2022-10-30 16:27:59 +08:00
Chao Wang
3db22452fb Adding ChangeInstrument op (#1005)
* add ChangeInstrument to ops

Adding Change instrument OP. This op allows one to use  features of a different instrument.

* Update __init__.py

update parse_field to accommodate ChangeInstrument

* Propose test

* Add test case and fix bug

* Update ops.py

* Update ops.py

* simplify the operator further

* implement abstract method

* fix arg bug

* clean test

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2022-07-04 08:45:26 +08:00
luocy16
2bb8a4ce0e Supporting Arctic Backend Provider & Orderbook, Tick Data Example (#744)
* change weight_decay & batchsize

* del weight_decay

* big weight_decay

* mid weight_decay

* small layer

* 2 layer

* full layer

* no weight decay

* divide into two data source

* change parse field

* delete some debug

* add Toperator

* new format of arctic

* fix cache bug to arctic read

* fix connection problem

* add some operator

* final version for arcitc

* clear HZ cache

* remove not used function

* add topswrappers

* successfully import data and run first test

* A simpler version to support arctic

* Successfully run all high-freq expressions

* Black format and fix add docs

* Add docs for download and test data

* update scripts and docs

* Add docs

* fix bug

* Refine docs

* fix test bug

* fix CI error

* clean code

Co-authored-by: bxdd <bxddream@gmail.com>
Co-authored-by: wangwenxi.handsome <wangwenxi.handsome@gmail.com>
Co-authored-by: Young <afe.young@gmail.com>
2022-01-18 09:13:11 +08:00
Chia-hung Tai
edd8badeaf [840] - Test case for operators. (#841)
* [840] - Test case for operators.

* Move import to the head of file and add test_setting.
2022-01-11 18:44:15 +08:00