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1,987 Commits 46 Branches 26 Tags
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Author SHA1 Message Date
Young
21eb71d4a9 update framework for online serving 2021-06-23 02:05:38 +00:00
v-mingzhehan
583fbbef3c Resolve init conflict 2021-06-22 07:07:19 +00:00
v-mingzhehan
d226ac8c32 Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy 2021-06-22 07:07:07 +00:00
bxdd
ab97e82484 fix bug in Exchange 2021-06-22 15:03:05 +08:00
v-mingzhehan
7525854bed Add shortcut in init 2021-06-22 03:47:39 +00:00
v-mingzhehan
56cf43da44 Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy 2021-06-22 03:27:34 +00:00
zhupr
46714adf4c modify the YahooNormalize1min factor calculation 2021-06-22 11:15:09 +08:00
bxdd
4ac6e6e246 fix account bug & update indicator_analysis & fix some comments 2021-06-22 02:42:09 +08:00
zhupr
99fb49650a add end_date parameter to collector.normalize_data 2021-06-21 17:20:37 +08:00
zhupr
985fd0816c Fix cn_index.collector network error 2021-06-21 17:18:04 +08:00
Young
d0f54343c7 support subclass of TSDatasetH 2021-06-21 00:24:31 +08:00
Young
a3679e6758 simplify the code and prevent float when shifting 2021-06-21 00:24:31 +08:00
zhupr
b6c31540e8 add function to automatically update daily frequency data 2021-06-17 23:07:56 +08:00
zhupr
a4f6e04199 modify dump_update starts with the last end date of each symbol 2021-06-17 22:33:31 +08:00
you-n-g
0aee46ee79 Merge pull request #466 from you-n-g/online_hotfix 
Online bug fix, enhancement &  docs for dataset, workflow, trainer ...
 2021-06-17 11:38:44 +08:00
Young
9c8d423a86 fix ModelUpdater 2021-06-16 14:10:51 +00:00
zhupr
b4efbd53b2 Fix 'report' compatibility with matplotlib versions 2021-06-16 22:00:43 +08:00
you-n-g
5a50d7c952 Merge pull request #471 from Derek-Wds/main 
Update Recorder Wrapper to prevent reinitialization
 2021-06-16 17:46:31 +08:00
Jactus
0fe8b281ba Update R wrapper logic 2021-06-16 12:28:20 +08:00
lewwang
5331ab93f8 Update TCTS README. 2021-06-16 12:23:22 +08:00
Jactus
64582e9d46 Add QlibException 2021-06-15 15:02:11 +08:00
Jactus
9e0e2ff736 Update QlibRecorder wrapper 2021-06-15 14:46:31 +08:00
bxdd
9e45528165 update backtest time range 2021-06-14 22:31:31 +08:00
bxdd
f78e90171b fix comments & add VAStrategy & add trade indicator 2021-06-14 21:32:18 +08:00
Young
973c4137e4 fix mlflow & task bug 2021-06-12 13:54:26 +00:00
Young
730f6258d6 add warning and * 2021-06-11 10:40:56 +00:00
Young
5850490b24 simplify the code and add docs 2021-06-11 08:29:10 +00:00
Young
d4b36bdab4 Online fix 
- Skip duplicated qlib.auto_init()
- Fix TSDatasetH flt_col bug!
- Resolve qlib log attribute confliction
- Trainer API enhancement
- More docs and user-friendly warning
 2021-06-11 02:06:07 +00:00
you-n-g
40416d8c30 Merge pull request #464 from lwwang1995/main 
Add TCTS baseline.
 2021-06-10 10:18:20 +08:00
lewwang
567e42840c asdf 2021-06-09 18:37:25 +08:00
lewwang
65ddca133f asdf 2021-06-09 18:36:12 +08:00
lewwang
d199256d34 asdf 2021-06-09 18:35:14 +08:00
lewwang
073fe4668e asdf 2021-06-09 18:34:31 +08:00
lewwang
89d53853e5 asdf 2021-06-09 18:30:42 +08:00
lewwang
bb6c1572ca asdf 2021-06-09 18:29:55 +08:00
lewwang
4c4e77b11f asdf 2021-06-09 18:28:31 +08:00
lewwang
38c7b7303a dsaf 2021-06-09 18:26:50 +08:00
lewwang
02d0eedd68 update 2021-06-09 18:21:16 +08:00
lewwang
5a3dde93a8 update 2021-06-09 18:15:06 +08:00
lewwang
177f6a59d2 asdf 2021-06-09 17:47:24 +08:00
lewwang
492a62a569 tcts demo page 2021-06-09 17:32:24 +08:00
zhupr
9a44fbf9c1 fix PEP8: qlib/scripts/data_collector/fund/collector.py 2021-06-08 22:52:31 +08:00
zhupr
03eb0882de fix YahooNormalizeCN1minOffline bugs 2021-06-08 22:23:05 +08:00
zhupr
a845a2271b add normalize 1min to use local data && change the default parameters for collecting 1min 2021-06-08 14:45:20 +08:00
you-n-g
ba021f6007 Merge pull request #462 from arisliang/patch-1 
Remove non-existing parameter description
 2021-06-08 13:03:43 +08:00
al
7d9544fb91 Remove non-existing parameter from doc 
Remove non-existing TradeExchange parameter from generate_target_weight_position doc
 2021-06-08 09:35:36 +08:00
you-n-g
12b7be333d Merge pull request #461 from Derek-Wds/main 
Fix exception hook bug
 2021-06-07 21:07:33 +08:00
Jactus
ed54f1213c Fix exception hook bug 2021-06-07 17:13:36 +08:00
Yuge Zhang
76be5d50e5 Refine example 2021-06-07 10:56:12 +08:00
zhupr
554b9c7826 fix YahooCollector getting 1min data occasionally missing 2021-06-05 23:43:48 +08:00