v-mingzhehan
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25ff62f542
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Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy
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2021-07-18 09:00:47 +00:00 |
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Young
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4a62e02fca
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add get_data_cal_avail_range method
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2021-07-18 07:12:14 +00:00 |
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v-mingzhehan
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572181ef5d
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Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy
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2021-07-18 03:55:39 +00:00 |
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Young
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ed12c7fca3
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add common_infra warning and fix time bug
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2021-07-18 03:13:15 +00:00 |
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v-mingzhehan
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5f50614dbc
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Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy
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2021-07-17 16:31:31 +00:00 |
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Young
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7738f39546
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filter zero base price
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2021-07-17 06:54:44 +00:00 |
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Young
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5241b2f918
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Merge branch 'nested_decision_exe' of github.com:microsoft/qlib into nested_decision_exe
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2021-07-16 03:17:54 +00:00 |
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Young
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344f4f69d2
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add data calendar API and refine order cal api
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2021-07-16 03:11:07 +00:00 |
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wangwenxi.handsome
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f295497e2c
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Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into nested_decision_exe
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2021-07-15 13:38:38 +00:00 |
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wangwenxi.handsome
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aae4b02ab8
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*tuple
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2021-07-15 13:34:39 +00:00 |
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Young
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d907817ce9
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unify variable names
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2021-07-15 13:17:26 +00:00 |
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v-mingzhehan
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870f834577
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Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy
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2021-07-15 08:31:39 +00:00 |
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Young
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94b456714d
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refactor index_range to trade_range
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2021-07-15 08:02:09 +00:00 |
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Young
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571d27cba7
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exchange support expression buy sell limit
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2021-07-14 13:07:14 +00:00 |
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v-mingzhehan
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831773a0d6
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Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy
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2021-07-14 09:12:54 +00:00 |
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wangwenxi.handsome
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7b9e338a0d
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add docs
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2021-07-14 09:45:09 +08:00 |
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wangwenxi.handsome
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0646e53d24
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fix spell error
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2021-07-14 09:45:09 +08:00 |
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wangwenxi.handsome
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ca14e36f7a
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initial account by position
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2021-07-14 09:45:09 +08:00 |
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Young
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9b38e62f21
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Add more friendly index range by timing
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2021-07-13 14:46:53 +00:00 |
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wangwenxi.handsome
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4c4b30ebec
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fix base price and volumn
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2021-07-13 16:15:52 +08:00 |
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v-mingzhehan
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c29e5b2621
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Fix circular import
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2021-07-12 13:50:13 +00:00 |
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Young
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45bde7527e
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move the pa sign from last step to first
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2021-07-11 01:53:21 +00:00 |
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Young
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155019ba35
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move the pa sign from last step to first
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2021-07-09 10:34:18 +00:00 |
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v-mingzhehan
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ece7b662e2
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Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy
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2021-07-09 09:32:15 +00:00 |
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Young
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80f5426693
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update docsting
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2021-07-09 08:29:19 +00:00 |
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Young
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cbd52b7905
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align range limit
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2021-07-09 08:17:10 +00:00 |
|
Young
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17d8b8a7cc
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fix calculating base_price
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2021-07-09 08:16:01 +00:00 |
|
Young
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eada8640b9
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align range limit
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2021-07-09 08:12:13 +00:00 |
|
Young
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32ae6e4259
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fix calculating base_price
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2021-07-08 05:54:36 +00:00 |
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v-mingzhehan
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5c5379e09d
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Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy
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2021-07-07 12:26:43 +00:00 |
|
Young
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e8f5a1e491
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black format
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2021-07-07 10:52:52 +00:00 |
|
Young
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0c946cffd6
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add supporting setting trade unit in exchange
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2021-07-07 10:47:54 +00:00 |
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you-n-g
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1fb50d521b
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Merge branch 'main' into nested_decision_exe
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2021-07-07 17:30:31 +08:00 |
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wangwenxi.handsome
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8c743a46c7
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use init_instance_by_config
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2021-07-07 17:27:29 +08:00 |
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wangwenxi.handsome
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93796bdcef
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add exchange kwargs
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2021-07-07 17:27:29 +08:00 |
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wangwenxi.handsome
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267ee3555d
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fix all example
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2021-07-07 17:27:29 +08:00 |
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wangwenxi.handsome
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8b28575dad
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fill placehorder dict and list
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2021-07-07 17:27:29 +08:00 |
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wangwenxi.handsome
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4488c3b625
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code optimization
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2021-07-07 17:27:29 +08:00 |
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wangwenxi.handsome
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bd6080b8f5
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yaml update
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2021-07-07 17:27:29 +08:00 |
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wangwenxi.handsome
|
cbe7c5285a
|
high_fre_yaml
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2021-07-07 17:27:29 +08:00 |
|
Wenxi Wang (FA Talent)
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85c75a6639
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config_extend
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2021-07-07 17:27:29 +08:00 |
|
xixi
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d1b8ed9613
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fix qrun
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2021-07-07 17:27:29 +08:00 |
|
xixi
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d6984a3f2d
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fill_placehorder
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2021-07-07 17:27:29 +08:00 |
|
Young
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e42aa67f52
|
Supporting skip empty decisions
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2021-07-06 12:27:07 +00:00 |
|
Young
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4e41e9c8f2
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simplify the portfolio-based report
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2021-07-06 12:27:01 +00:00 |
|
Young
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6fd50a5bfa
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Supporting skip empty decisions
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2021-07-06 12:08:53 +00:00 |
|
Young
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dd8231edeb
|
simplify the portfolio-based report
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2021-07-06 11:10:13 +00:00 |
|
Young
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03d6facbd2
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fix TWAP strategy
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2021-07-06 10:02:20 +00:00 |
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v-mingzhehan
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354f7e68c2
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Constrain TWAP trade step
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2021-07-06 08:47:55 +00:00 |
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v-mingzhehan
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e214557e3a
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Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy
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2021-07-06 06:43:34 +00:00 |
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