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1,394 Commits 46 Branches 26 Tags
25f54ddaeb3010bbdc7fa4d2fbd98b4912d5f64b
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Author SHA1 Message Date
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
Young
309dfa36cc Add a example to collecting all the decisions 2021-08-15 15:22:48 +00:00
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
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
wangwenxi.handsome
74e1ee6921 update position and negative cash 2021-08-06 04:34:30 +00:00
Young
8e87950292 Print volume limitation log 2021-08-04 11:04:28 +00:00
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
Young
73f5cc0a2b add suspend check in twap 2021-07-29 04:11:18 +00:00
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
Young
bdebe12cf2 support empty benchmark 
Empty benchmark could accelerate the learning process
 2021-07-26 06:14:57 +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