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Commit Graph

8 Commits

Author SHA1 Message Date
Linlang
136b2ddf9a fix: download orderbook data error (#1990) 2025-08-19 17:44:27 +08:00
Linlang
4d621bff99 fix pkl file not loading in StaticDataLoader (#1896)
* fix pkl file not loading in StaticDataLoader

* resolve hard code

* resolve hard code
2025-03-18 16:05:24 +08:00
Linlang
155f80323c fix get data error (#1793)
* fix get data error

* fix get v0 data error

* optimize get_data code

* fix pylint error

* add comments
2024-05-24 12:59:50 +08:00
Linlang
39f88daaa7 download orderbook data (#1754)
* download orderbook data

* fix CI error

* fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* optimize get_data code

* optimize get_data code

* optimize get_data code

* optimize README

---------

Co-authored-by: Linlang <v-linlanglv@microsoft.com>
2024-03-07 14:41:21 +08:00
Young
6a946761cf Black(new version) Format 2022-02-06 22:33:16 +08:00
you-n-g
303cdb8ce3 update required package for test 2022-01-19 13:10:46 +08:00
you-n-g
1a0ac1ab6d Remove arctic from Qlib core to Contrib (#865)
* Remove arctic from Qlib core to Contrib

* fix empty df bug
2022-01-19 10:39:37 +08:00
luocy16
2bb8a4ce0e Supporting Arctic Backend Provider & Orderbook, Tick Data Example (#744)
* change weight_decay & batchsize

* del weight_decay

* big weight_decay

* mid weight_decay

* small layer

* 2 layer

* full layer

* no weight decay

* divide into two data source

* change parse field

* delete some debug

* add Toperator

* new format of arctic

* fix cache bug to arctic read

* fix connection problem

* add some operator

* final version for arcitc

* clear HZ cache

* remove not used function

* add topswrappers

* successfully import data and run first test

* A simpler version to support arctic

* Successfully run all high-freq expressions

* Black format and fix add docs

* Add docs for download and test data

* update scripts and docs

* Add docs

* fix bug

* Refine docs

* fix test bug

* fix CI error

* clean code

Co-authored-by: bxdd <bxddream@gmail.com>
Co-authored-by: wangwenxi.handsome <wangwenxi.handsome@gmail.com>
Co-authored-by: Young <afe.young@gmail.com>
2022-01-18 09:13:11 +08:00