535 Commits

Author	SHA1	Message	Date
bxdd	4085b447aa	move backtest to core, fix calendar bugs, add some docstring	2021-05-27 21:14:39 +08:00
bxdd	2ad61f12b3	rename var in backtest	2021-05-27 17:03:53 +08:00
zhupr	0a4e241608	add get_feature_importance to model interpret	2021-05-27 14:19:10 +08:00
bxdd	ee74489c37	solve the conflict	2021-05-25 02:53:44 +08:00
bxdd	0c6e505455	fix comments	2021-05-25 02:38:34 +08:00
lzh222333	6dfbf00a23	Merge branch 'microsoft_main' into online_srv	2021-05-24 05:07:53 +00:00
lzh222333	b24af7fff6	multiprocessing support	2021-05-24 05:07:38 +00:00
you-n-g	d08146c30f	Merge pull request #290 from you-n-g/online_srv ... init version of online serving and rolling	2021-05-17 17:35:29 +08:00
Kenneth Tang	41ab130807	Fix CI lint with black	2021-05-18 00:01:45 +08:00
Kenneth Tang	8f67010b58	Fix CI lint with black	2021-05-17 23:09:42 +08:00
lzh222333	a986379deb	bug fixed	2021-05-14 11:31:50 +00:00
lzh222333	aef3f186c1	format code	2021-05-14 06:58:02 +00:00
lzh222333	ebd01e0de5	Online Serving V11	2021-05-14 06:44:16 +00:00
bxdd	ea60e608ba	update rule_startegy & add README, notebook for multi-level trading	2021-05-14 01:51:43 +08:00
Kenneth Tang	f51e04a1cc	LightGBM hyperparameter	2021-05-13 23:12:29 +08:00
lzh222333	d71a666904	Online serving V11	2021-05-13 09:43:42 +00:00
bxdd	07eaada31e	fix comments	2021-05-13 00:33:57 +08:00
bxdd	621cb243c2	fix some comments and add docstring	2021-05-12 02:17:39 +08:00
zhupr	9bd77bd89f	Add configurable dataset to examples	2021-05-11 17:36:55 +08:00
lzh222333	370b6aad74	logger & doc	2021-05-09 11:58:06 +00:00
lzh222333	9dfd001f6f	online serving v10	2021-05-07 09:59:15 +00:00
bxdd	f7d30960c1	update the internal bar strategy	2021-05-07 00:10:44 +08:00
bxdd	bc3eada02d	black format	2021-05-06 21:34:31 +08:00
bxdd	7540ecde11	fix trade time bug	2021-05-06 21:33:33 +08:00
lzh222333	84c56f13bd	docs and bug fixed	2021-05-06 04:18:55 +00:00
bxdd	e30df11a0b	solve the conflict	2021-04-30 23:23:56 +08:00
bxdd	d297a493b8	fix bugs	2021-04-30 22:56:21 +08:00
bxdd	a109df3f46	fix bug in recorder	2021-04-30 01:06:05 +08:00
lzh222333	2b7ffa100f	Merge remote-tracking branch 'microsoft/main' into online_srv	2021-04-29 05:23:42 +00:00
lzh222333	67c5740c83	OnlineServing V9	2021-04-29 04:30:09 +00:00
bxdd	f404a031f3	black format	2021-04-29 02:29:29 +08:00
bxdd	86a6f565e8	trade_account support multi bar report	2021-04-29 02:15:34 +08:00
lzh222333	40cf83e557	online serving V9 middle status	2021-04-28 09:23:07 +00:00
lzh222333	42f510024c	update collector	2021-04-27 04:12:08 +00:00
Young	5a7eecabee	black formating (black is upgraded in github)	2021-04-27 04:04:43 +00:00
bxdd	8920c1967f	del outdate file	2021-04-26 20:54:10 +08:00
lzh222333	0058f7d0dc	Online Serving V8	2021-04-26 09:31:47 +00:00
lzh222333	319396c815	online serving V8	2021-04-25 06:26:45 +00:00
bxdd	af0053eb17	fix bug	2021-04-24 22:37:36 +08:00
bxdd	b14efa1129	update trade calendar & backtest workflow	2021-04-24 02:29:42 +08:00
bxdd	39deb7d27f	update env & strategy, add workflow	2021-04-22 22:28:01 +08:00
lzh222333	cec318fbfe	online serving V7	2021-04-16 05:37:13 +00:00
you-n-g	a3a2b5ae0b	Merge pull request #358 from javaThonc/high_freq_demp ... update high freq demo	2021-04-14 20:05:07 +08:00
Alex Wang	941c980d06	update tabnet	2021-04-14 17:35:19 +08:00
Alex Wang	fe190dec4b	update readme	2021-04-14 14:40:28 +08:00
lzh222333	5095b2a470	simulator & examples	2021-04-13 09:45:16 +00:00
lzh222333	c20eb5c8a6	format code	2021-04-08 03:30:24 +00:00
lzh222333	cb42e99bee	bug fixed & examples fire	2021-04-07 03:33:27 +00:00
lzh222333	431a9c92c1	online serving v5	2021-04-02 07:09:29 +00:00
lzh222333	bd7a1c11b9	trainer & group & collect & ensemble	2021-04-02 04:27:14 +00:00