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Commit Graph

1233 Commits

Author SHA1 Message Date
you-n-g
1fb50d521b Merge branch 'main' into nested_decision_exe 2021-07-07 17:30:31 +08:00
wangwenxi.handsome
8c743a46c7 use init_instance_by_config 2021-07-07 17:27:29 +08:00
wangwenxi.handsome
93796bdcef add exchange kwargs 2021-07-07 17:27:29 +08:00
wangwenxi.handsome
267ee3555d fix all example 2021-07-07 17:27:29 +08:00
wangwenxi.handsome
8b28575dad fill placehorder dict and list 2021-07-07 17:27:29 +08:00
wangwenxi.handsome
4488c3b625 code optimization 2021-07-07 17:27:29 +08:00
wangwenxi.handsome
bd6080b8f5 yaml update 2021-07-07 17:27:29 +08:00
wangwenxi.handsome
cbe7c5285a high_fre_yaml 2021-07-07 17:27:29 +08:00
Wenxi Wang (FA Talent)
85c75a6639 config_extend 2021-07-07 17:27:29 +08:00
xixi
d1b8ed9613 fix qrun 2021-07-07 17:27:29 +08:00
xixi
d6984a3f2d fill_placehorder 2021-07-07 17:27:29 +08:00
Young
e42aa67f52 Supporting skip empty decisions 2021-07-06 12:27:07 +00:00
Young
4e41e9c8f2 simplify the portfolio-based report 2021-07-06 12:27:01 +00:00
Young
03d6facbd2 fix TWAP strategy 2021-07-06 10:02:20 +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
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
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
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
Young
a401f1eafe improve the docstring 2021-06-30 08:50:03 +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
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