656 Commits

Author	SHA1	Message	Date
bxdd	1517a9eb91	add default executor config & update bug in indicator	2021-06-24 13:59:10 +00:00
bxdd	ab97e82484	fix bug in Exchange	2021-06-22 15:03:05 +08:00
bxdd	4ac6e6e246	fix account bug & update indicator_analysis & fix some comments	2021-06-22 02:42:09 +08:00
bxdd	f78e90171b	fix comments & add VAStrategy & add trade indicator	2021-06-14 21:32:18 +08:00
you-n-g	40416d8c30	Merge pull request #464 from lwwang1995/main ... Add TCTS baseline.	2021-06-10 10:18:20 +08:00
al	7d9544fb91	Remove non-existing parameter from doc ... Remove non-existing TradeExchange parameter from generate_target_weight_position doc	2021-06-08 09:35:36 +08:00
Jactus	ed54f1213c	Fix exception hook bug	2021-06-07 17:13:36 +08:00
bxdd	46d253b457	update Exchange.deal_order	2021-06-04 14:41:38 +08:00
bxdd	8aee853a11	update Exchange	2021-06-04 00:55:10 +08:00
lzh222333	1320e53f81	fix DelayTrainerRM	2021-06-03 03:23:48 +00:00
lzh222333	811d2c975e	update & fix	2021-06-02 08:56:15 +00:00
lzh222333	6272ce108f	Merge remote-tracking branch 'microsoft/main' into online_srv	2021-06-02 08:32:12 +00:00
zhupr	b2fe2385d5	fix XGBoost predict error	2021-06-01 21:02:32 +08:00
bxdd	4d48c96d30	fix CI	2021-06-01 18:50:50 +08:00
bxdd	04fff8ca36	solve conflict	2021-06-01 17:46:47 +08:00
bxdd	a183d8a631	update workflow_by_code & update executor	2021-06-01 17:44:22 +08:00
lzh222333	8d05cd2daf	modify tests.config.py	2021-06-01 09:40:53 +00:00
lzh222333	231bdf8608	Merge remote-tracking branch 'microsoft/main' into online_srv	2021-06-01 08:29:02 +00:00
bxdd	a46d99a2be	black format	2021-06-01 16:20:21 +08:00
bxdd	bf16e1ab47	update Order with dataclass	2021-06-01 16:19:01 +08:00
lzh222333	ab6b88ce14	delete useless import	2021-06-01 07:48:14 +00:00
lzh222333	94ab4bbf3f	add docs	2021-06-01 07:45:39 +00:00
bxdd	60e082e446	add infra interface & fix no KeyboardInterpret bug	2021-05-31 20:40:11 +08:00
bxdd	bf3b757294	fix bugs	2021-05-29 00:31:40 +08:00
bxdd	96e393b599	del DEBUG log	2021-05-28 22:32:33 +08:00
bxdd	029b63c9dd	fix bugs & add highfreq backtest example	2021-05-28 22:29:21 +08:00
zhupr	ef11a9d95c	modify the default value of exists_skip in the GetData.qlib_data parameter to False	2021-05-28 14:57:06 +08:00
zhupr	98eacf8f88	add test/config.py	2021-05-28 13:24:47 +08:00
bxdd	6a636546c4	Merge github.com:microsoft/qlib into bxdd-qlib_highfreq_backtest	2021-05-27 21:16:35 +08:00
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
lzh222333	ca0363ded8	update trainer and manage	2021-05-27 06:04:46 +00:00
you-n-g	bb0c555803	Merge pull request #372 from zhupr/data_storage ... add data storage	2021-05-26 14:30:46 +08:00
zhupr	5da33562dd	remove uri parameter from storage && modify file_storage	2021-05-26 12:33:57 +08:00
bxdd	ee74489c37	solve the conflict	2021-05-25 02:53:44 +08:00
bxdd	75fcb3800d	Merge branch 'qlib_highfreq_backtest' of github.com:bxdd/qlib into bxdd-qlib_highfreq_backtest	2021-05-25 02:40:34 +08:00
bxdd	0c6e505455	fix comments	2021-05-25 02:38:34 +08:00
lzh222333	a467e10974	Merge remote-tracking branch 'microsoft/main' into online_srv	2021-05-24 05:10:15 +00:00
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
zhupr	602f78b568	add documentation on which storage methods are used in qlib	2021-05-22 08:30:12 +08:00
zhupr	669f6bd6f5	modify exception message hint for storage.py && fix FileFeatureStorage[:] bug	2021-05-22 02:06:15 +08:00
zhupr	b887d2ec32	code for formatting storage.py using black(v21.5)	2021-05-21 10:29:39 +08:00
zhupr	8e6c744a1b	Merge remote-tracking branch 'microsoft/main' into data_storage	2021-05-21 09:49:29 +08:00
zhupr	9e296a8a4e	replace the type of numpy deprecated	2021-05-21 08:56:44 +08:00
zhupr	4ba4512619	add write method to FeatureStorage && remove extend	2021-05-21 08:45:11 +08:00
you-n-g	26d75b71b0	Update sample.py	2021-05-19 15:06:47 +08:00
you-n-g	dda509da0b	Update record_temp.py	2021-05-19 15:02:04 +08:00
Dong Zhou	2fa7ef32fb	fix picker error on importlib loaded module	2021-05-18 22:37:31 +08:00