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1,600 Commits 46 Branches 26 Tags
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Author SHA1 Message Date
linhx25
107e40f3ee Add TRA Model 2021-06-25 16:12:50 +08:00
bxdd
b6564cd760 support trade decision update 2021-06-24 19:09:36 +00:00
bxdd
1517a9eb91 add default executor config & update bug in indicator 2021-06-24 13:59:10 +00:00
you-n-g
4837ba8db3 Merge pull request #476 from bxdd/qlib_ops_config 
Support using config to register custom operators
 2021-06-24 20:41:48 +08:00
Qian Chen
2ab4a9adb3 Set self.fitted = True instead of self._fitted. 2021-06-24 20:40:59 +08:00
bxdd
8d0b673341 add custom_ops docstring 2021-06-24 15:00:45 +08:00
you-n-g
8ebdb1e873 Merge pull request #463 from zhupr/support_extend_data 
Support extend data
 2021-06-24 13:53:30 +08:00
zhupr
39340fbf06 fix: typo 2021-06-24 11:07:40 +08:00
zhupr
0e277723a3 Merge remote-tracking branch 'qlib/main' into qlib_main 
# Conflicts:
#	scripts/data_collector/yahoo/README.md
 2021-06-24 00:09:54 +08:00
zhupr
1418417034 fix automatic update of daily frequency data 2021-06-23 23:59:59 +08:00
you-n-g
b261f7b501 Update README.md 2021-06-23 20:51:21 +08:00
zhupr
bab50e8837 fix YahooNormalize1min && update docs 2021-06-23 16:13:26 +08:00
bxdd
0eee4a0f2e support config custom_ops 2021-06-23 15:56:36 +08:00
Young
21eb71d4a9 update framework for online serving 2021-06-23 02:05:38 +00:00
v-mingzhehan
583fbbef3c Resolve init conflict 2021-06-22 07:07:19 +00:00
v-mingzhehan
d226ac8c32 Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy 2021-06-22 07:07:07 +00:00
bxdd
ab97e82484 fix bug in Exchange 2021-06-22 15:03:05 +08:00
v-mingzhehan
7525854bed Add shortcut in init 2021-06-22 03:47:39 +00:00
v-mingzhehan
56cf43da44 Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy 2021-06-22 03:27:34 +00:00
zhupr
46714adf4c modify the YahooNormalize1min factor calculation 2021-06-22 11:15:09 +08:00
bxdd
4ac6e6e246 fix account bug & update indicator_analysis & fix some comments 2021-06-22 02:42:09 +08:00
zhupr
99fb49650a add end_date parameter to collector.normalize_data 2021-06-21 17:20:37 +08:00
zhupr
985fd0816c Fix cn_index.collector network error 2021-06-21 17:18:04 +08:00
Young
d0f54343c7 support subclass of TSDatasetH 2021-06-21 00:24:31 +08:00
Young
a3679e6758 simplify the code and prevent float when shifting 2021-06-21 00:24:31 +08:00
zhupr
b6c31540e8 add function to automatically update daily frequency data 2021-06-17 23:07:56 +08:00
zhupr
a4f6e04199 modify dump_update starts with the last end date of each symbol 2021-06-17 22:33:31 +08:00
you-n-g
0aee46ee79 Merge pull request #466 from you-n-g/online_hotfix 
Online bug fix, enhancement &  docs for dataset, workflow, trainer ...
 2021-06-17 11:38:44 +08:00
Young
9c8d423a86 fix ModelUpdater 2021-06-16 14:10:51 +00:00
zhupr
b4efbd53b2 Fix 'report' compatibility with matplotlib versions 2021-06-16 22:00:43 +08:00
you-n-g
5a50d7c952 Merge pull request #471 from Derek-Wds/main 
Update Recorder Wrapper to prevent reinitialization
 2021-06-16 17:46:31 +08:00
Jactus
0fe8b281ba Update R wrapper logic 2021-06-16 12:28:20 +08:00
lewwang
5331ab93f8 Update TCTS README. 2021-06-16 12:23:22 +08:00
Jactus
64582e9d46 Add QlibException 2021-06-15 15:02:11 +08:00
Jactus
9e0e2ff736 Update QlibRecorder wrapper 2021-06-15 14:46:31 +08:00
bxdd
9e45528165 update backtest time range 2021-06-14 22:31:31 +08:00
bxdd
f78e90171b fix comments & add VAStrategy & add trade indicator 2021-06-14 21:32:18 +08:00
Young
973c4137e4 fix mlflow & task bug 2021-06-12 13:54:26 +00:00
Young
730f6258d6 add warning and * 2021-06-11 10:40:56 +00:00
Young
5850490b24 simplify the code and add docs 2021-06-11 08:29:10 +00:00
Young
d4b36bdab4 Online fix 
- Skip duplicated qlib.auto_init()
- Fix TSDatasetH flt_col bug!
- Resolve qlib log attribute confliction
- Trainer API enhancement
- More docs and user-friendly warning
 2021-06-11 02:06:07 +00:00
you-n-g
40416d8c30 Merge pull request #464 from lwwang1995/main 
Add TCTS baseline.
 2021-06-10 10:18:20 +08:00
lewwang
567e42840c asdf 2021-06-09 18:37:25 +08:00
lewwang
65ddca133f asdf 2021-06-09 18:36:12 +08:00
lewwang
d199256d34 asdf 2021-06-09 18:35:14 +08:00
lewwang
073fe4668e asdf 2021-06-09 18:34:31 +08:00
lewwang
89d53853e5 asdf 2021-06-09 18:30:42 +08:00
lewwang
bb6c1572ca asdf 2021-06-09 18:29:55 +08:00
lewwang
4c4e77b11f asdf 2021-06-09 18:28:31 +08:00
lewwang
38c7b7303a dsaf 2021-06-09 18:26:50 +08:00