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1,987 Commits 46 Branches 26 Tags
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Author SHA1 Message Date
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
chaosyu
a8974ce535 bug fix: ClientProvider cannot set connection to calendar and instrument providers 2021-07-13 10:49:21 +08:00
chaosyu
79026e5390 fix bug that duplicate rows will cause reindex failed when dumping with csv files 2021-07-13 10:49:21 +08:00
Gaurav Chauhan
4610e16ac2 updated readme of yahoo collector where region parameter was incorrect (#504) 
* updated readme of yahoo collector where region parameter was incorrect

* changes

update readme of yahoo collector where region parameter was incorrect

* update readme of yahoo collector

update readme of yahoo collector where region parameter was incorrect

* updated changes

* updated readme of cn1d data

Co-authored-by: Gaurav Chauhan01/HO/Analytics/General <Gaurav.Chauhan01@bajajallianz.in>
 2021-07-13 09:46:13 +08:00
wangwenxi.handsome
b504cc6ac8 update readme and rst 2021-07-12 21:51:08 +08:00
v-mingzhehan
c29e5b2621 Fix circular import 2021-07-12 13:50:13 +00:00
Young
d5059e609f change to dev version 2021-07-12 02:49:25 +00:00
Young
215f7e0d22 update version for release 0.7.0 v0.7.0 2021-07-11 14:34:44 +00:00
Young
45bde7527e move the pa sign from last step to first 2021-07-11 01:53:21 +00:00
Young
155019ba35 move the pa sign from last step to first 2021-07-09 10:34:18 +00:00
v-mingzhehan
ece7b662e2 Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy 2021-07-09 09:32:15 +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
eada8640b9 align range limit 2021-07-09 08:12:13 +00:00
Young
32ae6e4259 fix calculating base_price 2021-07-08 05:54:36 +00:00
v-mingzhehan
5c5379e09d Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy 2021-07-07 12:26:43 +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
6fd50a5bfa Supporting skip empty decisions 2021-07-06 12:08:53 +00:00
Young
dd8231edeb simplify the portfolio-based report 2021-07-06 11:10:13 +00:00
Young
03d6facbd2 fix TWAP strategy 2021-07-06 10:02:20 +00:00
v-mingzhehan
354f7e68c2 Constrain TWAP trade step 2021-07-06 08:47:55 +00:00
v-mingzhehan
e214557e3a Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy 2021-07-06 06:43:34 +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
v-mingzhehan
82645233e7 Support order dataframe 2021-07-06 03:50:34 +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
v-mingzhehan
e063d3536c Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy 2021-07-05 09:37:22 +00:00
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