244 Commits

Author	SHA1	Message	Date
Yuchen Fang	56edc16089	fix(rl): 🐛 dataFrame selection problem in high-freq execution workflow (#1348)	2022-11-11 11:32:22 +08:00
Kan Ren	2b8462d137	Update README.md	2022-01-24 17:27:42 +08:00
v-mingzhehan	424a48d0fb	change freq	2021-09-17 14:21:57 +00:00
Mingzhe-Han	6a22136366	Merge branch 'high-freq-execution' into high-freq-execution	2021-09-17 11:08:53 +08:00
Kan Ren	603c282415	update arxiv paper link.	2021-04-02 08:15:35 +08:00
Yuchen Fang	e3f463010b	Merge remote-tracking branch 'upstream/high-freq-execution' into high-freq-execution	2021-03-19 14:11:08 +08:00
Yuchen Fang	80aa08215f	bug fix	2021-03-19 14:03:36 +08:00
Mingzhe Han	b3893067f7	delete notes	2021-02-24 16:04:17 +08:00
Mingzhe Han	e6dfccce2f	fix OPDT_backtest bugs	2021-02-24 13:44:20 +08:00
Mingzhe Han	f9c30f9834	update Dependencies	2021-02-23 18:53:11 +08:00
Mingzhe Han	f164bf8411	Add config file in trade ... Update readme in trade Update highfreq to delete nan order	2021-02-23 18:53:11 +08:00
Mingzhe Han	1f28044d84	update Dependencies	2021-02-23 17:25:29 +08:00
Mingzhe Han	3cf0d27a07	Add config file in trade ... Update readme in trade Update highfreq to delete nan order	2021-02-23 15:51:50 +08:00
Kan Ren	bcae4bb22e	Update README.md	2021-01-29 00:11:02 +08:00
you-n-g	f680a564a0	Merge pull request #228 from microsoft/main ... Update data handler	2021-01-29 00:09:22 +08:00
bxdd	8ef89b4fa8	update	2021-01-28 15:01:07 +00:00
bxdd	76cf9dad99	update	2021-01-28 14:30:20 +00:00
bxdd	f3eb02a0bd	update docstring	2021-01-28 14:26:30 +00:00
bxdd	ffa68fd010	update	2021-01-28 14:25:55 +00:00
bxdd	f6dd006c35	update	2021-01-28 11:31:15 +00:00
Yuchen Fang	ebbbec2a6c	Merge branch 'high-freq-execution' into high-freq-execution	2021-01-28 16:23:45 +08:00
Yuchen Fang	13d39e6bbc	refine readme	2021-01-28 16:11:58 +08:00
Yuchen Fang	b96aab6bef	minor	2021-01-28 14:30:54 +08:00
Yuchen Fang	700eef4164	README	2021-01-28 14:29:31 +08:00
Yuchen Fang	31c7d72485	minor	2021-01-28 14:22:55 +08:00
Yuchen Fang	30ad1967a2	requirements	2021-01-28 14:21:51 +08:00
Yuchen Fang	0c6cad1d7b	rename	2021-01-28 14:14:33 +08:00
Yuchen Fang	7c4971e566	minor	2021-01-28 09:22:39 +08:00
Yuchen Fang	70a9d42c7d	format	2021-01-28 09:22:39 +08:00
Yuchen Fang	bcadf47f32	trade	2021-01-28 09:22:39 +08:00
Yuchen Fang	4dc14a2489	minor	2021-01-28 00:41:22 +08:00
Yuchen Fang	a03b08bb4c	format	2021-01-28 00:41:02 +08:00
Yuchen Fang	98086e4fdc	trade	2021-01-28 00:34:32 +08:00
bxdd	948b829ff4	add get_data in highfreq	2021-01-27 10:34:31 +00:00
bxdd	02dea2aeb6	update paused	2021-01-27 07:42:00 +00:00
bxdd	6fc4f2b249	fix a bug	2021-01-27 07:02:59 +00:00
bxdd	9dc11a9e3c	Merge github.com:microsoft/qlib into qlib_register_ops	2021-01-26 17:12:33 +00:00
bxdd	3bdd54308b	update some little code	2021-01-26 17:02:30 +00:00
bxdd	1b569d371d	simpson vwap	2021-01-26 14:32:08 +00:00
bxdd	e4ecea55e4	fix	2021-01-26 07:41:22 +00:00
bxdd	58616fced9	black format	2021-01-26 07:33:50 +00:00
bxdd	8e9ca22b07	del some print	2021-01-26 07:33:26 +00:00
bxdd	6a145df87c	fix bug	2021-01-26 07:32:06 +00:00
bxdd	06dbd02b99	black format	2021-01-25 17:59:48 +00:00
bxdd	ffedb6382f	add highfreq example	2021-01-25 17:58:45 +00:00
Alex Wang	2b6d16feb1	fix naming	2021-01-22 19:16:57 +08:00
Alex Wang	5da5ad4b9f	tabnet	2021-01-22 19:16:57 +08:00
Young	fc81a39317	Add dataset standalone usage example	2021-01-20 21:14:27 +08:00
bxdd	0e0970f06e	update backtest	2021-01-19 09:14:17 +08:00
bxdd	917261dbf6	update backtest	2021-01-19 09:14:17 +08:00