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1,987 Commits 46 Branches 26 Tags
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Author SHA1 Message Date
Young
7048bef7c6 fix ffr and order amount 2021-07-04 08:11:17 +00:00
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
bxdd
8dd5788bac fix comments & update resam ts_last method 2021-07-01 16:31:58 +00:00
bxdd
8b85b9eee7 optimize performance of resam data in rule_strategy & exchange 2021-07-01 14:35:49 +00:00
v-mingzhehan
2b4a493617 Order patch 2021-07-01 09:41:08 +00:00
Young
a401f1eafe improve the docstring 2021-06-30 08:50:03 +00:00
v-mingzhehan
24d5a3127b Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy 2021-06-30 08:30:33 +00:00
Young
bbf5d1bbbb add file order strategy 2021-06-30 07:34:23 +00:00
bxdd
b242d6e1e1 delMiniTimer in haandler storage test 2021-06-30 11:34:08 +08:00
bxdd
8d1b1979d9 update handler_storage test 2021-06-30 11:34:08 +08:00
bxdd
9985befe69 update HashingStockStorage 2021-06-30 11:34:08 +08:00
lzh222333
b523b27d5a add docstring 2021-06-30 10:59:34 +08:00
lzh222333
0b83fb3564 more general exception 2021-06-30 10:59:34 +08:00
lzh222333
d96f7a67c6 bug & docs fixed 2021-06-30 10:59:34 +08:00
lzh222333
a7862387a2 fixed update bugs 2021-06-30 10:59:34 +08:00
lzh222333
c4c438249c modify OnlineToolR 2021-06-30 10:59:34 +08:00
you-n-g
90bbf2b7c6 Fix account update bar_count bug 2021-06-30 08:29:47 +08:00
bxdd
e1b6f310c9 add Handler Storage 2021-06-28 20:06:15 +00:00
Yuge Zhang
20d566ceee Merge branch 'rl-dummy' of github.com:ultmaster/qlib into rl-dummy 2021-06-28 18:01:41 +08:00
Yuge Zhang
8e8bba1a96 Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy 2021-06-28 18:01:02 +08:00
Young
27f0db669f black format & add comments & add randStrategy direction 2021-06-28 17:47:30 +08:00
Young
72c9593aa7 adapting strategies to latest interfaces. 2021-06-28 17:47:30 +08:00
Young
c907d8deb4 fix bugs of random strategy 2021-06-28 17:47:30 +08:00
Young
e78cdd4a08 return the detailed order indicator 2021-06-28 17:47:30 +08:00
Young
9b91758aed performance optimization for cal_sam_minute 2021-06-28 17:47:30 +08:00
Young
b41267fa59 successful run random order gen in day script 2021-06-28 17:47:30 +08:00
Young
b68294da93 add InfPosition 2021-06-28 17:47:30 +08:00
Young
4f384d37ce API enhancement 2021-06-28 17:47:30 +08:00
bxdd
284d96761b fix bug in resam feature 2021-06-27 17:49:49 +00:00
you-n-g
8709dde65b Merge pull request #481 from ai4stocks/working_workflow_fix_ipynb 
examples/workflow_by_code.ipynd: fix an error in R.get_recorder() par…
 2021-06-26 19:57:24 +08:00
Guodong Xu
d66733c358 examples/workflow_by_code.ipynd: fix an error in R.get_recorder() parameters 
get_recorder() needs specify 'recorder_id='. However workflow_by_code.ipynd
didn't. This patch fixes it.

Without this fix, here is the error message jupyter-notebook reports:

"---------------------------------------------------------------------------
TypeError Traceback (most recent call last)

<ipython-input-7-e6a7b5f4da00> in <module>
26 # backtest and analysis
27 with R.start(experiment_name="backtest_analysis"):
---> 28 recorder = R.get_recorder(rid, experiment_name="train_model")
29 model = recorder.load_object("trained_model")
30

TypeError: get_recorder() takes 1 positional argument but 2 positional arguments (and 1 keyword-only argument) were given"

Signed-off-by: Guodong Xu <guodong.xu@linaro.org>
 2021-06-26 18:25:47 +08:00
Dong Zhou
9cf574b697 Merge pull request #479 from linhx25/main 
Add TRA Model
 2021-06-25 18:08:23 +08:00
linhx25
107e40f3ee Add TRA Model 2021-06-25 16:12:50 +08:00
bxdd
b6564cd760 support trade decision update 2021-06-24 19:09:36 +00:00
bxdd
1517a9eb91 add default executor config & update bug in indicator 2021-06-24 13:59:10 +00:00
you-n-g
4837ba8db3 Merge pull request #476 from bxdd/qlib_ops_config 
Support using config to register custom operators
 2021-06-24 20:41:48 +08:00
Qian Chen
2ab4a9adb3 Set self.fitted = True instead of self._fitted. 2021-06-24 20:40:59 +08:00
bxdd
8d0b673341 add custom_ops docstring 2021-06-24 15:00:45 +08:00
you-n-g
8ebdb1e873 Merge pull request #463 from zhupr/support_extend_data 
Support extend data
 2021-06-24 13:53:30 +08:00
zhupr
39340fbf06 fix: typo 2021-06-24 11:07:40 +08:00
zhupr
0e277723a3 Merge remote-tracking branch 'qlib/main' into qlib_main 
# Conflicts:
#	scripts/data_collector/yahoo/README.md
 2021-06-24 00:09:54 +08:00
zhupr
1418417034 fix automatic update of daily frequency data 2021-06-23 23:59:59 +08:00
you-n-g
b261f7b501 Update README.md 2021-06-23 20:51:21 +08:00
zhupr
bab50e8837 fix YahooNormalize1min && update docs 2021-06-23 16:13:26 +08:00
bxdd
0eee4a0f2e support config custom_ops 2021-06-23 15:56:36 +08:00