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Author	SHA1	Message	Date
you-n-g	163e3c6266	replace multi processing with joblib (#477) ... * replace multi processing with joblib * update class Parallel and data.py * update class Parallel and data.py * update class Parallel and data.py * update class Parallel and data.py * update class Parallel and data.py * update class Parallel and data.py * update class Parallel and data.py * update class Parallel and data.py * Fix Parallel support for maxtasksperchild Co-authored-by: wangw <1666490690@qq.com> Co-authored-by: zhupr <zhu.pengrong@foxmail.com>	2021-09-14 01:16:03 +08:00
you-n-g	6203e4c09e	Update the docs of Report	2021-09-13 17:53:34 +08:00
Young	88d2f9263e	fix sum index data bug	2021-09-02 01:57:44 +00:00
wangwenxi.handsome	f71b0c1189	250s	2021-09-02 09:56:38 +08:00
wangwenxi.handsome	919380597b	close and reindex	2021-09-02 09:56:38 +08:00
wangwenxi.handsome	4da3f3b104	broadcast_to and get single data	2021-09-02 09:56:38 +08:00
wangwenxi.handsome	9446116642	redundant references	2021-09-02 09:56:38 +08:00
Young	5003e49197	fix metric calculation error	2021-09-02 09:56:38 +08:00
Young	5f0ee6ce68	fix bugs	2021-09-02 09:56:38 +08:00
Young	9a74471ab6	Pass basic tests	2021-09-02 09:56:38 +08:00
Young	d39c8de800	draft design	2021-09-02 09:56:38 +08:00
wangwenxi.handsome	43a8f502ed	fix bug	2021-09-02 09:56:38 +08:00
wangwenxi.handsome	7ee4a207bc	add lru	2021-09-02 09:56:38 +08:00
wangwenxi.handsome	25f54ddaeb	new high freq struc	2021-09-02 09:56:38 +08:00
wangwenxi.handsome	d9ad8ff791	index_data	2021-09-02 09:56:38 +08:00
Young	13a9b7cea0	type error bug	2021-09-02 09:56:38 +08:00
Young	9c326fd398	add import order	2021-09-02 09:56:38 +08:00
wangwenxi.handsome	f111e34bd2	align interface	2021-09-02 09:56:38 +08:00
wangwenxi.handsome	be0d9e6a22	update freq	2021-09-02 09:56:38 +08:00
wangwenxi.handsome	e134c358fd	fix index data bug	2021-09-02 09:56:38 +08:00
wangwenxi.handsome	16b954866f	get_base_info	2021-09-02 09:56:38 +08:00
wangwenxi.handsome	f7d7f1a223	fix nanmean	2021-09-02 09:56:38 +08:00
wangwenxi.handsome	8eb7a1fddc	numpy_order_indicator	2021-09-02 09:56:38 +08:00
wangwenxi.handsome	222c2fd21a	fix exchange bug	2021-09-02 09:56:38 +08:00
wangwenxi.handsome	f67b99a30e	update exchange	2021-09-02 09:56:38 +08:00
wangwenxi.handsome	2da6a8c770	fix Path re	2021-08-31 11:57:14 +00:00
Young	309dfa36cc	Add a example to collecting all the decisions	2021-08-15 15:22:48 +00:00
wangwenxi-handsome	735153a50d	Cash Update (#559) ... * fix negative cash * update order test * fix bug * update file_order_test	2021-08-12 23:44:22 +08:00
you-n-g	05b9fb5a47	Fix bug when Account.benchmark_config is None	2021-08-09 19:23:17 +08:00
wangwenxi.handsome	7c858803f0	add position test	2021-08-08 14:32:33 +00:00
wangwenxi.handsome	74e1ee6921	update position and negative cash	2021-08-06 04:34:30 +00:00
Young	8e87950292	Print volume limitation log	2021-08-04 11:04:28 +00:00
wangwenxi.handsome	3ff1d91d61	add __init__	2021-08-02 07:45:03 +00:00
wangwenxi.handsome	f5db0e1b05	fix vol limit bug	2021-08-02 03:49:03 +00:00
wangwenxi.handsome	0f2d85d098	volume limit update	2021-08-01 16:03:08 +00:00
wangwenxi.handsome	5c2ddac7f0	volume limit	2021-07-31 09:31:01 +00:00
Young	73f5cc0a2b	add suspend check in twap	2021-07-29 04:11:18 +00:00
Young	ab3c4a2c05	new twap (more even)	2021-07-28 03:11:56 +00:00
you-n-g	c1992b1bb1	Merge pull request #456 from ultmaster/rl-dummy ... Dummy RL example on nested decision framework	2021-07-27 22:58:15 +08:00
v-mingzhehan	e817413769	Restore examples	2021-07-27 14:52:29 +00:00
v-mingzhehan	0b607da690	Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy	2021-07-27 14:32:36 +00:00
Young	0d41ca26ab	fix data format bug & twap peeking strategy	2021-07-27 14:17:59 +00:00
wangwenxi.handsome	ba1c575aa9	doc and black for indicator	2021-07-27 12:14:43 +00:00
wangwenxi.handsome	66971d5f0d	fix indicator	2021-07-27 09:06:13 +00:00
Young	fcca242807	add cash settlement mechanism	2021-07-26 17:14:41 +00:00
wangwenxi.handsome	4924717276	fix black	2021-07-26 11:25:14 +00:00
wangwenxi.handsome	c202a4b1e6	fix _get_base_vol_pri clip_time_range	2021-07-26 11:21:05 +00:00
Young	bdebe12cf2	support empty benchmark ... Empty benchmark could accelerate the learning process	2021-07-26 06:14:57 +00:00
wangwenxi.handsome	e88c45e13c	update position	2021-07-25 12:38:54 +00:00
wangwenxi.handsome	103d3034bf	Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into nested_decision_exe	2021-07-25 12:37:04 +00:00