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Author	SHA1	Message	Date
wangwenxi.handsome	74e1ee6921	update position and negative cash	2021-08-06 04:34:30 +00:00
you-n-g	e3b57b1901	Update README.md	2021-08-06 09:59:30 +08:00
you-n-g	82a5223166	Update README.md	2021-08-06 09:59:30 +08:00
ZhangTP1996	398131cff7	Update strategy.py	2021-08-05 17:21:10 +08:00
Young	8e87950292	Print volume limitation log	2021-08-04 11:04:28 +00:00
Dong Zhou	e71e2f941c	fix tra when logdir is None	2021-08-02 19:02:37 +08:00
Dong Zhou	0483406c12	fix tra when logdir is None	2021-08-02 03:57:14 -07:00
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
Dong Zhou	da1f4db968	update README	2021-07-30 16:05:07 +08:00
Dong Zhou	a7c41b6969	improve pretrain	2021-07-30 16:05:07 +08:00
Dong Zhou	5b7b48e376	clean up	2021-07-30 16:05:07 +08:00
Dong Zhou	4f9f978909	fix TRA when use single head	2021-07-30 16:05:07 +08:00
Dong Zhou	319a2f38cc	fix horizon	2021-07-30 16:05:07 +08:00
Dong Zhou	a2c38c979e	format by black	2021-07-30 16:05:07 +08:00
Dong Zhou	07655f2d5b	refactor TRA	2021-07-30 16:05:07 +08:00
Young	9303415666	refactor online serving rolling api	2021-07-29 18:13:12 +08:00
Young	73f5cc0a2b	add suspend check in twap	2021-07-29 04:11:18 +00:00
you-n-g	05d28469ad	sort index after loader (#538) ... make sure the fetch method is based on a index-sorted pd.DataFrame	2021-07-29 12:06:59 +08:00
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
you-n-g	dc6859bdd9	Fix docs of QlibRecorder	2021-07-26 19:00:47 +08:00
you-n-g	a6f9dde006	Update README.md	2021-07-26 18:36:09 +08:00
Young	bdebe12cf2	support empty benchmark ... Empty benchmark could accelerate the learning process	2021-07-26 06:14:57 +00:00
Young	1d22ee56d3	recorder support upload both raw file and directory	2021-07-25 16:35:16 +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
wangwenxi-handsome	4ffb05ae59	Update Action	2021-07-24 22:08:15 +08:00
wangwenxi.handsome	6dcbf51298	update action	2021-07-24 11:36:28 +00:00
wangwenxi-handsome	9d732e9646	Update Action	2021-07-24 10:12:59 +00:00
wangwenxi.handsome	a8ea66b83e	black	2021-07-23 09:33:04 +00:00
you-n-g	9e6f4ec578	Merge pull request #520 from wangwenxi-handsome/nested_decision_exe ... abstract Quote class from Exchange	2021-07-23 14:36:36 +08:00
wangwenxi.handsome	301e0477ec	Merge branch 'nested_decision_exe' of https://github.com/wangwenxi-handsome/qlib into nested_decision_exe	2021-07-23 05:52:09 +00:00
wangwenxi.handsome	0ec6b87d39	fix little bug	2021-07-23 05:50:41 +00:00
you-n-g	d445f28e5f	Merge branch 'main' into nested_decision_exe	2021-07-23 12:38:20 +08:00
you-n-g	bbba9600a1	Merge branch 'nested_decision_exe' into nested_decision_exe	2021-07-23 12:15:45 +08:00
wangwenxi.handsome	2c8a3ded08	high_performance_data_structure	2021-07-22 15:20:03 +00:00
panshuaiyin	3810a4cd33	Update data.rst ... use own alpha-factor	2021-07-22 20:07:04 +08:00
you-n-g	48af7126b6	Update news about models	2021-07-22 11:07:09 +08:00
Ying-Tao Luo	025b1dcff9	Add two new models in model zoo	2021-07-22 11:05:39 +08:00