1372 Commits

This Branch

This Branch

All Branches

Author	SHA1	Message	Date
wangwenxi.handsome	5c2ddac7f0	volume limit	2021-07-31 09:31:01 +00:00
Young	73f5cc0a2b	add suspend check in twap	2021-07-29 04:11:18 +00:00
Young	ab3c4a2c05	new twap (more even)	2021-07-28 03:11:56 +00:00
you-n-g	c1992b1bb1	Merge pull request #456 from ultmaster/rl-dummy ... Dummy RL example on nested decision framework	2021-07-27 22:58:15 +08:00
v-mingzhehan	e817413769	Restore examples	2021-07-27 14:52:29 +00:00
v-mingzhehan	0b607da690	Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy	2021-07-27 14:32:36 +00:00
Young	0d41ca26ab	fix data format bug & twap peeking strategy	2021-07-27 14:17:59 +00:00
wangwenxi.handsome	ba1c575aa9	doc and black for indicator	2021-07-27 12:14:43 +00:00
wangwenxi.handsome	66971d5f0d	fix indicator	2021-07-27 09:06:13 +00:00
Young	fcca242807	add cash settlement mechanism	2021-07-26 17:14:41 +00:00
wangwenxi.handsome	4924717276	fix black	2021-07-26 11:25:14 +00:00
wangwenxi.handsome	c202a4b1e6	fix _get_base_vol_pri clip_time_range	2021-07-26 11:21:05 +00:00
Young	bdebe12cf2	support empty benchmark ... Empty benchmark could accelerate the learning process	2021-07-26 06:14:57 +00:00
wangwenxi.handsome	e88c45e13c	update position	2021-07-25 12:38:54 +00:00
wangwenxi.handsome	103d3034bf	Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into nested_decision_exe	2021-07-25 12:37:04 +00:00
wangwenxi-handsome	4ffb05ae59	Update Action	2021-07-24 22:08:15 +08:00
wangwenxi.handsome	6dcbf51298	update action	2021-07-24 11:36:28 +00:00
wangwenxi-handsome	9d732e9646	Update Action	2021-07-24 10:12:59 +00:00
wangwenxi.handsome	a8ea66b83e	black	2021-07-23 09:33:04 +00:00
you-n-g	9e6f4ec578	Merge pull request #520 from wangwenxi-handsome/nested_decision_exe ... abstract Quote class from Exchange	2021-07-23 14:36:36 +08:00
wangwenxi.handsome	301e0477ec	Merge branch 'nested_decision_exe' of https://github.com/wangwenxi-handsome/qlib into nested_decision_exe	2021-07-23 05:52:09 +00:00
wangwenxi.handsome	0ec6b87d39	fix little bug	2021-07-23 05:50:41 +00:00
you-n-g	d445f28e5f	Merge branch 'main' into nested_decision_exe	2021-07-23 12:38:20 +08:00
you-n-g	bbba9600a1	Merge branch 'nested_decision_exe' into nested_decision_exe	2021-07-23 12:15:45 +08:00
wangwenxi.handsome	2c8a3ded08	high_performance_data_structure	2021-07-22 15:20:03 +00:00
panshuaiyin	3810a4cd33	Update data.rst ... use own alpha-factor	2021-07-22 20:07:04 +08:00
you-n-g	48af7126b6	Update news about models	2021-07-22 11:07:09 +08:00
Ying-Tao Luo	025b1dcff9	Add two new models in model zoo	2021-07-22 11:05:39 +08:00
Ying-Tao Luo	29e66b2dea	Add two new model in zoo ... Add transformer and localformer (SLGT) models for time series prediction in finance in the Quant Model Zoo.	2021-07-22 11:05:39 +08:00
Ying-Tao Luo	698e59ac72	Add performance of two new models ... Add the performance of transformer and localformer.	2021-07-22 11:05:39 +08:00
Ying-Tao Luo	e006ef40ad	Update pytorch_localformer_ts.py	2021-07-22 11:05:39 +08:00
Young	59d4bc9394	update run_all_model and black format	2021-07-22 11:05:39 +08:00
Ying-Tao Luo	b07e0bffb1	Add files via upload	2021-07-22 11:05:39 +08:00
Ying-Tao Luo	161343018f	Add files via upload	2021-07-22 11:05:39 +08:00
Ying-Tao Luo	bee031af68	Add files via upload	2021-07-22 11:05:39 +08:00
Ying-Tao Luo	35840606a8	Update pytorch_localformer.py	2021-07-22 11:05:39 +08:00
Ying-Tao Luo	2df9b6e076	Add files via upload	2021-07-22 11:05:39 +08:00
Ying-Tao Luo	0c3eaf3f16	Add files via upload	2021-07-22 11:05:39 +08:00
Ying-Tao Luo	2eee064eb8	Add files via upload	2021-07-22 11:05:39 +08:00
Ying-Tao Luo	096ef5a62b	Update pytorch_transformer.py ... Have passed black	2021-07-22 11:05:39 +08:00
Ying-Tao Luo	dd0eebed53	Update pytorch_localformer.py ... Have passed black.	2021-07-22 11:05:39 +08:00
Ying-Tao Luo	7b20abeda1	Add files via upload ... Add naive transformer model and a improved transformer model.	2021-07-22 11:05:39 +08:00
wangwenxi.handsome	10c182e2b0	add order_indicator doc	2021-07-21 14:09:12 +00:00
wangwenxi.handsome	83d4387e9f	pandas_order_indicator	2021-07-21 12:47:31 +00:00
you-n-g	5519420efd	Update test_macos.yml ... Give more comments about the MacOS test yaml	2021-07-21 18:30:25 +08:00
zhupr	eb3c5b3088	macos-test-ci split out separately	2021-07-21 18:25:31 +08:00
zhupr	f03df874bf	fix macos-test-ci	2021-07-21 18:25:31 +08:00
zhupr	bf7732e284	fix df_features.index conține np.nan	2021-07-21 14:28:20 +08:00
v-mingzhehan	9bf8c999e6	type checking update	2021-07-20 06:14:40 +00:00
Young	4e862f7d1f	add print cash in verbose mode and code format	2021-07-20 05:13:05 +00:00