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mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00

134 Commits

Author SHA1 Message Date
wangershi
d3160e9439 remove some useless code 2021-03-18 21:15:45 +08:00
wangershi
4e7a147759 use base.py 2021-03-14 14:24:14 +08:00
wangershi
1344c40598 Merge remote-tracking branch 'remoteGit/main' into addFund 2021-03-14 11:19:01 +08:00
zhupr
42be8ac312 Add BaseCollector 2021-03-12 10:30:38 +08:00
wangershi
9df0361262 black 2021-03-07 19:35:50 +08:00
wangershi
6bcd88973b resolve one bug 2021-03-07 19:32:37 +08:00
wangershi
11412727ef add normalizer 2021-03-07 18:51:38 +08:00
wangershi
34b7da1dd8 add calendar list by threshold 2021-03-03 22:49:48 +08:00
wangershi
82353b20e1 black format 2021-03-01 21:10:46 +08:00
wangershi
3082f6ac1b ready for dump_bin 2021-02-28 19:06:40 +08:00
wangershi
db80b620d8 ready for collector 2021-02-28 17:03:14 +08:00
wangershi
6e56396217 add crawler 2021-02-28 12:24:26 +08:00
wangershi
719074d306 touch file 2021-02-25 19:20:14 +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
bac16060ff fix us instruments 2020-11-22 15:45:06 +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
c6d557c33e support US index 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
63acfb3a97 data-collector utils add license 2020-09-27 14:08:44 +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