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1,600 Commits 46 Branches 26 Tags
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Author SHA1 Message Date
zhupr
4c5a4d5cd7 Modify the default value in the multi_freq example 2021-09-07 20:41:10 +08:00
zhupr
e84cc23589 Add DataPathManager to QlibConfig && modify inst_processors to supports list only 2021-09-07 20:41:10 +08:00
zhupr
707399a245 Fix duplicate mlflow directories in tests 2021-09-07 20:41:10 +08:00
zhupr
6e88ccca88 Fix the index type of the multi-freq example 2021-09-07 20:41:10 +08:00
zhupr
ee5f3de800 Fix typo 2021-09-07 20:41:10 +08:00
zhupr
3605cd7b96 Add inst_processors to D.features 2021-09-07 20:41:10 +08:00
zhupr
d1cbf4c3d9 support multi-freq uri 2021-09-07 20:41:10 +08:00
zhupr
6011a21308 get_cls_kwargs renamed get_callable_kwargs 2021-09-07 20:41:10 +08:00
zhupr
76a05f37a9 add multi-freq example 2021-09-07 20:41:10 +08:00
zhupr
c99494eb76 Add sample_config to QlibDataLoader, support multi-freq 2021-09-07 20:41:10 +08:00
zhupr
e8126b0c39 Add backend_freq_config parameter, support multi-freq uri 2021-09-07 20:41:10 +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
Dong Zhou
8f4d320832 bug fix & use oracle transport pretrain 2021-08-30 07:32:04 +00:00
cslwqxx
e2739ac72c Update README.md 2021-08-29 12:29:11 +08:00
you-n-g
19d15ddc38 Merge pull request #513 from 2796gaurav/main 
MVP for Indian Stocks in qlib using yahooquery
 2021-08-26 20:59:26 +08:00
you-n-g
12af8f304b Delete .DS_Store 2021-08-26 15:36:35 +08:00
Mark Zhao
25b771ddf1 check lexsort in the 'lazy_sort_index' function (#566) 
* check lexsort

* check lexsort

* lexsort comment

* lexsort comment
 2021-08-25 18:07:30 +08:00
Pengrong Zhu
1158472489 Fix multi-process loop calls (#574) 2021-08-25 18:05:35 +08:00
you-n-g
84d2cb3226 Update gen.py (#576) 2021-08-25 18:05:10 +08:00
Wangwuyi123
509bfcb02e Fix CI Bug (#575) 
Co-authored-by: yuxwang <anduinnn@foxmail.com>
 2021-08-25 08:51:39 +08:00
Young
309dfa36cc Add a example to collecting all the decisions 2021-08-15 15:22:48 +00:00
demon143
6608a40965 Update ensemble.py (#560) 2021-08-14 18:07:49 +08:00
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
3e75cead93 code standard docs 2021-08-12 09:19:57 +00:00
you-n-g
6697f209d4 Conda Suggestion 2021-08-12 16:30:46 +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