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Commit Graph

648 Commits

Author SHA1 Message Date
Kan Ren
603c282415 update arxiv paper link. 2021-04-02 08:15:35 +08:00
Kan Ren
22abe852f7 Merge pull request #353 from Arthur-Null/high-freq-execution
High freq execution
2021-03-19 14:18:47 +08:00
Yuchen Fang
e3f463010b Merge remote-tracking branch 'upstream/high-freq-execution' into high-freq-execution 2021-03-19 14:11:08 +08:00
Yuchen Fang
80aa08215f bug fix 2021-03-19 14:03:36 +08:00
Mingzhe Han
f9c30f9834 update Dependencies 2021-02-23 18:53:11 +08:00
Mingzhe Han
f164bf8411 Add config file in trade
Update readme in trade
Update highfreq to delete nan order
2021-02-23 18:53:11 +08:00
Kan Ren
bcae4bb22e Update README.md 2021-01-29 00:11:02 +08:00
you-n-g
f680a564a0 Merge pull request #228 from microsoft/main
Update data handler
2021-01-29 00:09:22 +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
9cd41e5a81 Merge pull request #227 from Arthur-Null/high-freq-execution
High freq execution
2021-01-28 16:27:05 +08:00
Kan Ren
e23022e9d8 Update README.md: description about OE 2021-01-28 16:24:25 +08:00
Yuchen Fang
ebbbec2a6c Merge branch 'high-freq-execution' into high-freq-execution 2021-01-28 16:23:45 +08:00
Yuchen Fang
13d39e6bbc refine readme 2021-01-28 16:11:58 +08:00
Yuchen Fang
b96aab6bef minor 2021-01-28 14:30:54 +08:00
Yuchen Fang
700eef4164 README 2021-01-28 14:29:31 +08:00
Yuchen Fang
31c7d72485 minor 2021-01-28 14:22:55 +08:00
Yuchen Fang
30ad1967a2 requirements 2021-01-28 14:21:51 +08:00
Yuchen Fang
0c6cad1d7b rename 2021-01-28 14:14:33 +08:00
you-n-g
a0f22571de Update README.md 2021-01-28 09:44:03 +08:00
you-n-g
6835b2f67e Update README.md 2021-01-28 09:40:42 +08:00
Yuchen Fang
7c4971e566 minor 2021-01-28 09:22:39 +08:00
Yuchen Fang
70a9d42c7d format 2021-01-28 09:22:39 +08:00
Yuchen Fang
bcadf47f32 trade 2021-01-28 09:22:39 +08:00
Yuchen Fang
4dc14a2489 minor 2021-01-28 00:41:22 +08:00
Yuchen Fang
a03b08bb4c format 2021-01-28 00:41:02 +08:00
Yuchen Fang
98086e4fdc trade 2021-01-28 00:34:32 +08:00
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