Huoran Li
53dde5146c
Use indicator to simplify state update
2022-07-22 11:55:51 +08:00
Huoran Li
036e5931f9
Rename receive_execute_result()
2022-07-21 16:31:19 +08:00
Huoran Li
fae0f77437
Merge branch 'main' into huoran/qlib_rl
2022-07-21 09:38:35 +08:00
Huoran Li
3ab9df2504
.
...
.
.
2022-07-21 09:31:33 +08:00
Yuchen Fang
1b9915501c
Add data handler for order book data ( #1212 )
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* order book
* clean hx
2022-07-20 23:33:51 +08:00
Huoran Li
7d466890c0
Black format
2022-07-19 15:20:19 +08:00
you-n-g
c65c598bde
Update the math of Metrics ( #1211 )
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* Update the math of Metrics
* Update README.md
* Update README.md
2022-07-18 21:24:56 +08:00
you-n-g
fb5779a64c
Update docs of strategy ( #1209 )
2022-07-18 08:53:46 +08:00
Lewen Wang
d149c2b177
Use average weights in DoubleEnsemble. ( #1205 )
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* Use average weights in DoubleEnsemble.
* Use average weights in DoubleEnsemble.
Co-authored-by: lwwang1995 <lewenwang@msrawsa02.corp.microsoft.com >
2022-07-17 23:02:46 +08:00
you-n-g
6fddae9965
Update getdata.rst
2022-07-15 17:58:23 +08:00
Huoran Li
5ff6407d02
Test interpreter
2022-07-15 15:42:39 +08:00
Huoran Li
aeb54cba4c
Add QlibIntradayBacktestData
2022-07-15 15:20:10 +08:00
Huoran Li
a44fbf5854
Enrich test cases
2022-07-15 14:47:37 +08:00
you-n-g
107d716cf8
Update Data Updating Docs ( #1203 )
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* Update README.md
* Update README.md
* Update README.md
2022-07-15 14:19:02 +08:00
you-n-g
792285b64f
Update data.rst
2022-07-14 18:25:23 +08:00
Huoran Li
3294e4dc87
Refactor file structure & renaming functions
2022-07-14 18:08:35 +08:00
Huoran Li
11ee76ed3d
. Revert file_storage change
2022-07-14 13:44:13 +08:00
you-n-g
78b6b16640
Update README.md
2022-07-08 17:56:59 +08:00
you-n-g
b9bba4940f
Update README.md
2022-07-08 17:56:25 +08:00
Huoran Li
09f51061e1
Black format
2022-07-08 14:52:43 +08:00
Huoran Li
d8858ba445
Migrate to SAOEState & new qlib interpreter
2022-07-08 14:52:43 +08:00
you-n-g
c34051c1ce
Be compatible with Google Colab ( #1188 )
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* Update workflow_by_code.ipynb
* Update workflow_by_code.ipynb
* Update workflow_by_code.ipynb
* Update workflow_by_code.ipynb
* Update workflow_by_code.ipynb
2022-07-08 14:23:25 +08:00
you-n-g
a0c83d7997
Add introduction for workflow_by_code.py ( #1186 )
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* Update workflow_by_code.py
* Update workflow_by_code.py
2022-07-08 10:16:08 +08:00
you-n-g
82b10ee37a
Update README.md ( #1185 )
2022-07-08 10:15:48 +08:00
plpycoin
9b446f9a92
Update __init__.py ( #1177 )
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chore: bugfix, darwin also contains a "win" :), so ...
2022-07-07 20:04:24 +08:00
YaOzI
59b1820447
Add a make.bat file in docs folder for Windows ( #1131 )
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Co-authored-by: Bingyao Liu <Bingyao.Liu@sofund.com >
2022-07-07 19:44:16 +08:00
YaOzI
1dededa33f
Improve the style of documentation ( #1132 )
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This commit improves the documentation (rst files) only in the
following three ways:
* Aligned section headers with their underline/overline punctuation characters
* Deleted all trailling whitespaces in rst files
* Deleted a few trailling newlines at the end of the rst files
Co-authored-by: Bingyao Liu <Bingyao.Liu@sofund.com >
2022-07-07 19:42:27 +08:00
Hyeongmin Moon
e62684eddf
fix bug on TRA dataset ( #1135 )
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* fix bug on TRA dataset
solve issue "qrun TRA model error (#1062 )"
* apply black pylint
2022-07-07 19:33:50 +08:00
Lewen Wang
8a5efda0f6
Update README.md ( #1179 )
2022-07-07 00:06:47 +08:00
you-n-g
a6700d81ff
Update test_qlib_from_source_slow.yml's timeout setting. ( #1178 )
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* Update test_qlib_from_source_slow.yml
* Update test_qlib_from_source.yml
* Update test_pit.py
* Update test_pit.py
* Update test_pit.py
* Update test_pit.py
2022-07-06 20:44:10 +08:00
you-n-g
623774d8fb
Update README.md
2022-07-06 17:44:16 +08:00
Chao Wang
3db22452fb
Adding ChangeInstrument op ( #1005 )
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* add ChangeInstrument to ops
Adding Change instrument OP. This op allows one to use features of a different instrument.
* Update __init__.py
update parse_field to accommodate ChangeInstrument
* Propose test
* Add test case and fix bug
* Update ops.py
* Update ops.py
* simplify the operator further
* implement abstract method
* fix arg bug
* clean test
Co-authored-by: Young <afe.young@gmail.com >
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com >
2022-07-04 08:45:26 +08:00
you-n-g
b655f90511
Fix mount path bug ( #1129 )
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* Fix mount path bug
* Update __init__.py
2022-07-03 21:30:08 +08:00
you-n-g
5e404909cf
Add retry for git actions & Fix MacOS Segment Error ( #1173 )
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* Update test_qlib_from_source_slow.yml
* Update test_qlib_from_source.yml
* Update test_qlib_from_source.yml
* Update test_qlib_from_pip.yml
* Update test_qlib_from_source.yml
2022-07-01 09:52:42 +08:00
Huoran Li
23c657a7a2
Backtest Mypy ( #1130 )
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* Done
* Fix test errors
* Revert profit_attribution.py
* Minor
* A minor update on collect_data type hint
* Resolve PR comments
* Use black to format code
* Fix CI errors
2022-06-28 22:16:46 +08:00
you-n-g
9bf3423a64
Auto log uncommmitted code ( #1167 )
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* Auto log uncommmitted code
* Support set record name & trainer;
* Update recorder.py
2022-06-28 19:53:21 +08:00
Yuge Zhang
25ecb1135f
Qlib RL framework (stage 2) - trainer ( #1125 )
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* checkpoint
(cherry picked from commit 1a8e0bd4671ee6d624a7d09bb198a273282cd050)
* Not a workable version
(cherry picked from commit 3498e185684cd5590d3ab97e0ab69eab8c1e0e3a)
* vessel
* ckpt
* .
* vessel
* .
* .
* checkpoint callback
* .
* cleanup
* logger
* .
* test
* .
* add test
* .
* .
* .
* .
* New reward
* Add train API
* fix mypy
* fix lint
* More comment
* 3.7 compat
* fix test
* fix test
* .
* Resolve comments
* fix typehint
2022-06-28 19:53:05 +08:00
Linlang
2ca0d88d2d
change_pitdata_source ( #1171 )
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* change_pitdata_source
* retain_normalize
* add_comment
2022-06-28 16:29:59 +08:00
Huoran Li
47252a48f1
Merge branch 'main' into huoran/qlib_rl
2022-06-28 13:22:56 +08:00
Huoran Li
a2f7383eed
Test passed
2022-06-28 12:52:27 +08:00
Default
934840146b
Simulator & action interpreter
2022-06-28 12:52:27 +08:00
Linlang
50d74b5560
split_CI ( #1141 )
2022-06-28 10:17:29 +08:00
Huoran Li
e23504c1d7
Use | instead of Union
2022-06-24 15:48:55 +08:00
Huoran Li
15340ff835
Merge branch 'main' into huoran/qlib_rl
2022-06-24 15:38:51 +08:00
you-n-g
a87b02619a
Qlib dev doc ( #1142 )
2022-06-21 09:46:30 +08:00
Default
7535d60e99
Draft
2022-06-20 10:05:29 +08:00
you-n-g
da676a20a2
Add time limit for CI ( #1127 )
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* Add time limit for CI
* Update test_macos.yml
2022-06-16 16:35:20 +08:00
Huoran Li
92d4ec4dce
Polish utils/__init__.py
2022-06-16 13:49:37 +08:00
Huoran Li
b184cc4125
Refine previous version RL codes
2022-06-16 13:34:24 +08:00
you-n-g
13d904d9a9
Update Version To Dev
2022-06-15 14:53:54 +08:00
