1001 Commits

Author	SHA1	Message	Date
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
Dong Zhou	8f4d320832	bug fix & use oracle transport pretrain	2021-08-30 07:32:04 +00:00
Mark Zhao	25b771ddf1	check lexsort in the 'lazy_sort_index' function (#566) ... * check lexsort * check lexsort * lexsort comment * lexsort comment	2021-08-25 18:07:30 +08:00
Pengrong Zhu	1158472489	Fix multi-process loop calls (#574)	2021-08-25 18:05:35 +08:00
you-n-g	84d2cb3226	Update gen.py (#576)	2021-08-25 18:05:10 +08:00
Young	309dfa36cc	Add a example to collecting all the decisions	2021-08-15 15:22:48 +00:00
demon143	6608a40965	Update ensemble.py (#560)	2021-08-14 18:07:49 +08:00
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
ZhangTP1996	398131cff7	Update strategy.py	2021-08-05 17:21:10 +08:00
Young	8e87950292	Print volume limitation log	2021-08-04 11:04:28 +00:00
Dong Zhou	e71e2f941c	fix tra when logdir is None	2021-08-02 19:02:37 +08:00
Dong Zhou	0483406c12	fix tra when logdir is None	2021-08-02 03:57:14 -07:00
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
Dong Zhou	a7c41b6969	improve pretrain	2021-07-30 16:05:07 +08:00
Dong Zhou	5b7b48e376	clean up	2021-07-30 16:05:07 +08:00
Dong Zhou	4f9f978909	fix TRA when use single head	2021-07-30 16:05:07 +08:00
Dong Zhou	319a2f38cc	fix horizon	2021-07-30 16:05:07 +08:00
Dong Zhou	a2c38c979e	format by black	2021-07-30 16:05:07 +08:00
Dong Zhou	07655f2d5b	refactor TRA	2021-07-30 16:05:07 +08:00
Young	9303415666	refactor online serving rolling api	2021-07-29 18:13:12 +08:00
Young	73f5cc0a2b	add suspend check in twap	2021-07-29 04:11:18 +00:00
you-n-g	05d28469ad	sort index after loader (#538) ... make sure the fetch method is based on a index-sorted pd.DataFrame	2021-07-29 12:06:59 +08:00
Young	ab3c4a2c05	new twap (more even)	2021-07-28 03:11:56 +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
you-n-g	dc6859bdd9	Fix docs of QlibRecorder	2021-07-26 19:00:47 +08:00
Young	bdebe12cf2	support empty benchmark ... Empty benchmark could accelerate the learning process	2021-07-26 06:14:57 +00:00
Young	1d22ee56d3	recorder support upload both raw file and directory	2021-07-25 16:35:16 +00:00
wangwenxi.handsome	e88c45e13c	update position	2021-07-25 12:38:54 +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