liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-04 19:41:00 +08:00
Code Activity
1,600 Commits 46 Branches 26 Tags
1ecdfd45feb75262bdbb7d22ead34e435987a4da
Commit Graph

1600 Commits

This Branch
This Branch
All Branches
Author SHA1 Message Date
Young
dd8231edeb simplify the portfolio-based report 2021-07-06 11:10:13 +00:00
Young
03d6facbd2 fix TWAP strategy 2021-07-06 10:02:20 +00:00
v-mingzhehan
354f7e68c2 Constrain TWAP trade step 2021-07-06 08:47:55 +00:00
v-mingzhehan
e214557e3a Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy 2021-07-06 06:43:34 +00:00
Young
bdac9f4dda supporting seperated buy and sell price 2021-07-06 06:35:10 +00:00
Young
cb72857710 fix annotation recursive error 2021-07-06 05:23:13 +00:00
v-mingzhehan
82645233e7 Support order dataframe 2021-07-06 03:50:34 +00:00
xiaowuhu
dafef0ac08 Update workflow.rst 
should be China instead of china
 2021-07-06 09:22:11 +08:00
xiaowuhu
1cb43ea69b Update workflow.rst 
remove 空格 before module_path, kwargs, etc, otherwise, yaml parser will report error: ruamel.yaml.scanner.ScannerError: mapping values are not allowed here
 2021-07-06 09:21:14 +08:00
you-n-g
7ca9cf79f7 Update README.md 2021-07-05 19:47:49 +08:00
v-mingzhehan
e063d3536c Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy 2021-07-05 09:37:22 +00:00
you-n-g
35f090a6e4 Update what's new 2021-07-04 16:47:33 +08:00
Lewen Wang
ace7484304 Update TCTS. (#495) 
* Update TCTS Model.

Co-authored-by: lewwang <lwwang@microsoft.com>
 2021-07-04 16:45:05 +08:00
Young
7048bef7c6 fix ffr and order amount 2021-07-04 08:11:17 +00:00
Young
50c0e99f98 fix ffr and order amount 2021-07-04 08:08:03 +00:00
bxdd
9b74a19b14 Merge pull request #493 from bxdd/optimize_resam_data 
optimize performance of resam data in rule_strategy & exchange
 2021-07-04 02:44:53 +08:00
bxdd
ecf2f24d59 fix comments 2021-07-03 18:42:40 +00:00
Young
ef7fe8aa75 support parallel HF trading 2021-07-03 09:22:23 +00:00
bxdd
2d4f0e80f9 black format 2021-07-02 08:47:52 +08:00
bxdd
946c9392a1 support check_transform_proc module_path 2021-07-02 08:47:52 +08:00
bxdd
8dd5788bac fix comments & update resam ts_last method 2021-07-01 16:31:58 +00:00
bxdd
8b85b9eee7 optimize performance of resam data in rule_strategy & exchange 2021-07-01 14:35:49 +00:00
v-mingzhehan
2b4a493617 Order patch 2021-07-01 09:41:08 +00:00
Young
a401f1eafe improve the docstring 2021-06-30 08:50:03 +00:00
v-mingzhehan
24d5a3127b Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy 2021-06-30 08:30:33 +00:00
Young
bbf5d1bbbb add file order strategy 2021-06-30 07:34:23 +00:00
bxdd
b242d6e1e1 delMiniTimer in haandler storage test 2021-06-30 11:34:08 +08:00
bxdd
8d1b1979d9 update handler_storage test 2021-06-30 11:34:08 +08:00
bxdd
9985befe69 update HashingStockStorage 2021-06-30 11:34:08 +08:00
lzh222333
b523b27d5a add docstring 2021-06-30 10:59:34 +08:00
lzh222333
0b83fb3564 more general exception 2021-06-30 10:59:34 +08:00
lzh222333
d96f7a67c6 bug & docs fixed 2021-06-30 10:59:34 +08:00
lzh222333
a7862387a2 fixed update bugs 2021-06-30 10:59:34 +08:00
lzh222333
c4c438249c modify OnlineToolR 2021-06-30 10:59:34 +08:00
you-n-g
90bbf2b7c6 Fix account update bar_count bug 2021-06-30 08:29:47 +08:00
bxdd
e1b6f310c9 add Handler Storage 2021-06-28 20:06:15 +00:00
Yuge Zhang
20d566ceee Merge branch 'rl-dummy' of github.com:ultmaster/qlib into rl-dummy 2021-06-28 18:01:41 +08:00
Yuge Zhang
8e8bba1a96 Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy 2021-06-28 18:01:02 +08:00
Young
27f0db669f black format & add comments & add randStrategy direction 2021-06-28 17:47:30 +08:00
Young
72c9593aa7 adapting strategies to latest interfaces. 2021-06-28 17:47:30 +08:00
Young
c907d8deb4 fix bugs of random strategy 2021-06-28 17:47:30 +08:00
Young
e78cdd4a08 return the detailed order indicator 2021-06-28 17:47:30 +08:00
Young
9b91758aed performance optimization for cal_sam_minute 2021-06-28 17:47:30 +08:00
Young
b41267fa59 successful run random order gen in day script 2021-06-28 17:47:30 +08:00
Young
b68294da93 add InfPosition 2021-06-28 17:47:30 +08:00
Young
4f384d37ce API enhancement 2021-06-28 17:47:30 +08:00
bxdd
284d96761b fix bug in resam feature 2021-06-27 17:49:49 +00:00
you-n-g
8709dde65b Merge pull request #481 from ai4stocks/working_workflow_fix_ipynb 
examples/workflow_by_code.ipynd: fix an error in R.get_recorder() par…
 2021-06-26 19:57:24 +08:00
Guodong Xu
d66733c358 examples/workflow_by_code.ipynd: fix an error in R.get_recorder() parameters 
get_recorder() needs specify 'recorder_id='. However workflow_by_code.ipynd
didn't. This patch fixes it.

Without this fix, here is the error message jupyter-notebook reports:

"---------------------------------------------------------------------------
TypeError Traceback (most recent call last)

<ipython-input-7-e6a7b5f4da00> in <module>
26 # backtest and analysis
27 with R.start(experiment_name="backtest_analysis"):
---> 28 recorder = R.get_recorder(rid, experiment_name="train_model")
29 model = recorder.load_object("trained_model")
30

TypeError: get_recorder() takes 1 positional argument but 2 positional arguments (and 1 keyword-only argument) were given"

Signed-off-by: Guodong Xu <guodong.xu@linaro.org>
 2021-06-26 18:25:47 +08:00
Dong Zhou
9cf574b697 Merge pull request #479 from linhx25/main 
Add TRA Model
 2021-06-25 18:08:23 +08:00