you-n-g
615a381038
Merge pull request #938 from SunsetWolf/fix-csi500
...
Fix csi500
2022-03-11 12:09:22 +08:00
bxdd
faa99f30fa
Support Point-in-time Data Operation ( #343 )
...
* add period ops class
* black format
* add pit data read
* fix bug in period ops
* update ops runnable
* update PIT test example
* black format
* update PIT test
* update tets_PIT
* update code format
* add check_feature_exist
* black format
* optimize the PIT Algorithm
* fix bug
* update example
* update test_PIT name
* add pit collector
* black format
* fix bugs
* fix try
* fix bug & add dump_pit.py
* Successfully run and understand PIT
* Add some docs and remove a bug
* mv crypto collector
* black format
* Run succesfully after merging master
* Pass test and fix code
* remove useless PIT code
* fix PYlint
* Rename
Co-authored-by: Young <afe.young@gmail.com >
2022-03-10 14:27:52 +08:00
Linlang Lv (iSoftStone)
40dd84857c
update-csi500
2022-02-28 03:48:07 +08:00
BigTreei
74cc21fc2c
add CSI500 data collector
2022-02-28 03:33:36 +08:00
Arthur Cui
3e79a088ef
Add Crypto dataset from coingecko ( #733 )
...
* add crypto symbols collectors
* add crypto data collector
* add crypto symbols collectors
* add crypto data collector
* solver region and source problem
* fix merge
* fix merge
* clean all cn information
Co-authored-by: DefangCui <170007807@pku.edu.cn >
2021-12-31 22:24:26 +08:00
SunsetWolf
dfc0ed3c01
fix_typo ( #790 )
...
Signed-off-by: unknown <lv.linlang@qq.com >
2021-12-31 22:14:47 +08:00
Gaurav
d70e5a4f88
add YahooNormalizeIN and YahooNormalizeIN1d
2021-07-17 10:40:16 +05:30
Gaurav
cfcd9fb1f8
cleaned with black
2021-07-15 11:24:41 +05:30
Gaurav
457dcaa466
cleaned with black
2021-07-14 20:12:00 +05:30
Gaurav
3c740fc2de
MVP for Indian Stocks in qlib using yahooquery
2021-07-14 19:54:55 +05:30
zhupr
99fb49650a
add end_date parameter to collector.normalize_data
2021-06-21 17:20:37 +08:00
zhupr
8b8d21107c
Add future trading date collector
2021-04-27 21:20:47 +08:00
wangershi
d3160e9439
remove some useless code
2021-03-18 21:15:45 +08:00
wangershi
9df0361262
black
2021-03-07 19:35:50 +08:00
wangershi
11412727ef
add normalizer
2021-03-07 18:51:38 +08:00
wangershi
34b7da1dd8
add calendar list by threshold
2021-03-03 22:49:48 +08:00
wangershi
82353b20e1
black format
2021-03-01 21:10:46 +08:00
wangershi
6e56396217
add crawler
2021-02-28 12:24:26 +08:00
zhupr
1a8f1bfc57
support collecting yahoo 1min data
2021-01-27 10:59:46 +08:00
zhupr
bac16060ff
fix us instruments
2020-11-22 15:45:06 +08:00
zhupr
ae300592a0
refactor yahoo_collector && support US and 1m
2020-11-19 10:36:14 +08:00
zhupr
5bca9d892a
Support csi100 data collection && Fix data collector
2020-10-21 12:01:34 +08:00
zhupr
63acfb3a97
data-collector utils add license
2020-09-27 14:08:44 +08:00
you-n-g
de9e13b171
release-0.5.0 ( #1 )
...
* init commit
* change the version number
* rich the docs&fix cache docs
* update index readme
* Modify cache class name
* Modify sharpe to information_ratio
* Modify Group- to Group
* add the description of graphical results & fix the backtest docs
* fix docs in details
* update docs
* Update introduction.rst
* Update README.md
* Update introduction.rst
* Update introduction.rst
* Update introduction.rst
* Update installation.rst
* Update installation.rst
* Update initialization.rst
* Update getdata.rst
* Update integration.rst
* Update initialization.rst
* Update getdata.rst
* Update estimator.rst
Modify some typos.
* Update README.md
Modify the typos.
* Update initialization.rst
* Update data.rst
* Update report.rst
* Update estimator.rst
* Update cumulative_return.py
* Update model.rst
* Update rank_label.py
* Update cumulative_return.py
* Update strategy.rst
* Update getdata.rst
* Update backtest.rst
* Update integration.rst
* Update getdata.rst
* Update introduction.rst
* Update introduction.rst
* Update README.md
* Update report.rst
* Update integration.rst
Fix typos
* Update installation.rst
Fix typos
* Update getdata.rst
* Update initialization.rst
Fix typos.
* add quick start docs&fix detials
* fix estimator docs & fix strategy docs
* fix the cahce in data.rst
* update documents
* Fix Corr && Rsquare
* fix data retrival example to csi300 & fix a data bug
* fix filter bug
* Fix data collector
* Modift model args
* add the log & fix README.md\quick.rst
* add enviroment depend & add intoduction of qlib-server online mode
* fix image center fomat & set log_only of docs is True
* fix README.md format
* update data preparation & readme logo image
* get_data support version
* Modify analysis names
* Modify analysis graph
* update report.rst & data.rst
* commmit estimator for merge
* minimal requirements
* Update README.md
* Update README.md
* Update README.md
* Update README.md
* Update README.md
* Update README.md
* Update README.md
* Update READEME.md
* Update READEME.md
* update estimator
* Fix doc urls
* fix get_data.py docstring
* update test_get_data.py
* Upate docs
* Upate docs
* Upate docs
Co-authored-by: bxdd <bxddream@gmail.com >
Co-authored-by: zhupr <zhu.pengrong@foxmail.com >
Co-authored-by: Wendi Li <wendili.academic@qq.com >
Co-authored-by: Dingsu Wang <dingsu.wang@gmail.com >
Co-authored-by: bxdd <45119470+bxdd@users.noreply.github.com >
Co-authored-by: cslwqxx <cslwqxx@users.noreply.github.com >
2020-09-24 12:01:39 +08:00
