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1,256 Commits 46 Branches 26 Tags
4e862f7d1fec5b765cbec44f1cd41f8ff377e7ca
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Author SHA1 Message Date
Young
4e862f7d1f add print cash in verbose mode and code format 2021-07-20 05:13:05 +00:00
Young
92f2891664 fix order factor setting issue 
Move the factor setting from init phase to dealing phase.
 2021-07-19 02:37:44 +00:00
Young
4a62e02fca add get_data_cal_avail_range method 2021-07-18 07:12:14 +00:00
Young
ed12c7fca3 add common_infra warning and fix time bug 2021-07-18 03:13:15 +00:00
Young
7738f39546 filter zero base price 2021-07-17 06:54:44 +00:00
Young
5241b2f918 Merge branch 'nested_decision_exe' of github.com:microsoft/qlib into nested_decision_exe 2021-07-16 03:17:54 +00:00
Young
344f4f69d2 add data calendar API and refine order cal api 2021-07-16 03:11:07 +00:00
wangwenxi.handsome
f295497e2c Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into nested_decision_exe 2021-07-15 13:38:38 +00:00
wangwenxi.handsome
aae4b02ab8 *tuple 2021-07-15 13:34:39 +00:00
Young
d907817ce9 unify variable names 2021-07-15 13:17:26 +00:00
Young
94b456714d refactor index_range to trade_range 2021-07-15 08:02:09 +00:00
Young
571d27cba7 exchange support expression buy sell limit 2021-07-14 13:07:14 +00:00
wangwenxi.handsome
7b9e338a0d add docs 2021-07-14 09:45:09 +08:00
wangwenxi.handsome
0646e53d24 fix spell error 2021-07-14 09:45:09 +08:00
wangwenxi.handsome
ca14e36f7a initial account by position 2021-07-14 09:45:09 +08:00
Young
9b38e62f21 Add more friendly index range by timing 2021-07-13 14:46:53 +00:00
wangwenxi.handsome
4c4b30ebec fix base price and volumn 2021-07-13 16:15:52 +08:00
Young
45bde7527e move the pa sign from last step to first 2021-07-11 01:53:21 +00:00
Young
80f5426693 update docsting 2021-07-09 08:29:19 +00:00
Young
cbd52b7905 align range limit 2021-07-09 08:17:10 +00:00
Young
17d8b8a7cc fix calculating base_price 2021-07-09 08:16:01 +00:00
Young
e8f5a1e491 black format 2021-07-07 10:52:52 +00:00
Young
0c946cffd6 add supporting setting trade unit in exchange 2021-07-07 10:47:54 +00:00
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