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Commit Graph

674 Commits

Author SHA1 Message Date
Jactus
c0e7cbc983 Add filter_pipe API 2021-01-29 12:47:04 +08:00
you-n-g
828993b397 Merge pull request #222 from bxdd/rl-highfreq-include-examples
Qlib Highfreq Support & Highfreq DataHanlder/Operator/Processor Examples
2021-01-29 00:08:10 +08:00
bxdd
8ef89b4fa8 update 2021-01-28 15:01:07 +00:00
bxdd
76cf9dad99 update 2021-01-28 14:30:20 +00:00
bxdd
f3eb02a0bd update docstring 2021-01-28 14:26:30 +00:00
bxdd
ffa68fd010 update 2021-01-28 14:25:55 +00:00
bxdd
f6dd006c35 update 2021-01-28 11:31:15 +00:00
you-n-g
8c29105bca Update cache.py 2021-01-27 19:52:33 +08:00
bxdd
948b829ff4 add get_data in highfreq 2021-01-27 10:34:31 +00:00
Jactus
304a0c3d7a Add paper year 2021-01-27 18:15:52 +08:00
bxdd
02dea2aeb6 update paused 2021-01-27 07:42:00 +00:00
bxdd
6fc4f2b249 fix a bug 2021-01-27 07:02:59 +00:00
bxdd
2a5f06ee9e update dataset test 2021-01-27 06:25:40 +00:00
zhupr
7f9216dc90 Fix the number of minutes on the first and last trading day of high frequency 2021-01-27 10:59:46 +08:00
zhupr
263ccdfe6f US stock code supports Windows 2021-01-27 10:59:46 +08:00
zhupr
1a8f1bfc57 support collecting yahoo 1min data 2021-01-27 10:59:46 +08:00
bxdd
9dc11a9e3c Merge github.com:microsoft/qlib into qlib_register_ops 2021-01-26 17:12:33 +00:00
bxdd
3bdd54308b update some little code 2021-01-26 17:02:30 +00:00
bxdd
1b569d371d simpson vwap 2021-01-26 14:32:08 +00:00
you-n-g
36e5c601de Merge pull request #78 from zhupr/main
Fix the error when the stock code is a number
2021-01-26 21:50:21 +08:00
zhupr
ae45711e2b Merge remote-tracking branch 'qlib/main' into save_inst 2021-01-26 19:42:59 +08:00
you-n-g
bcc47aa4cb Merge pull request #92 from bxdd/qlib_register_ops
Support Register of Custom Feature Operators Easily
2021-01-26 18:53:43 +08:00
bxdd
ee94634b23 black 2021-01-26 08:47:53 +00:00
bxdd
2016ebbbb2 update tests 2021-01-26 08:47:07 +00:00
zhupr
1eaf09cce1 version removed .dev 2021-01-26 16:29:26 +08:00
zhupr
7579f4b4c0 Merge remote-tracking branch 'qlib/main' into save_inst 2021-01-26 16:14:11 +08:00
zhupr
1a1c45981c US stock code supports Windows 2021-01-26 16:06:38 +08:00
bxdd
e4ecea55e4 fix 2021-01-26 07:41:22 +00:00
bxdd
58616fced9 black format 2021-01-26 07:33:50 +00:00
bxdd
8e9ca22b07 del some print 2021-01-26 07:33:26 +00:00
bxdd
6a145df87c fix bug 2021-01-26 07:32:06 +00:00
bxdd
06dbd02b99 black format 2021-01-25 17:59:48 +00:00
bxdd
ffedb6382f add highfreq example 2021-01-25 17:58:45 +00:00
zhupr
3f9f295a87 add register in config 2021-01-24 11:22:02 +08:00
Wendi Li
84d77f4585 Update pytorch_nn.py 2021-01-24 10:40:47 +08:00
you-n-g
afdf58b4fa Update serial.py 2021-01-24 10:36:56 +08:00
Alex Wang
2b6d16feb1 fix naming 2021-01-22 19:16:57 +08:00
Alex Wang
0a86a6f392 update format 2021-01-22 19:16:57 +08:00
Alex Wang
5da5ad4b9f tabnet 2021-01-22 19:16:57 +08:00
you-n-g
dd07810b66 Update README.md 2021-01-22 12:53:05 +08:00
bxdd
a762248d98 update test&docs 2021-01-22 01:06:32 +09:00
bxdd
80c9a47e51 Merge github.com:microsoft/qlib into qlib_register_ops 2021-01-22 00:52:30 +09:00
王雪
784e73bceb black formatting 2021-01-21 00:07:03 +08:00
王雪
5ad1b4cc33 for IDE auto-complete with global Wrapper
R, D, Cal, Inst, FeatureD, ExpressionD, DatasetD, D
2021-01-21 00:07:03 +08:00
王雪
e85646762c Update .gitignore 2021-01-20 22:12:35 +08:00
Young
fc81a39317 Add dataset standalone usage example 2021-01-20 21:14:27 +08:00
you-n-g
d44c5bb2b2 Update README.md 2021-01-20 21:14:03 +08:00
bxdd
c622d3f6f8 Update data.rst 2021-01-20 18:55:30 +08:00
bxdd
6daaa79519 add register ops config 2021-01-20 18:44:53 +09:00
zhupr
3dda2cb379 Merge remote-tracking branch 'qlib/main' into qlib_register_ops 2021-01-20 15:16:06 +08:00