236 Commits

Author	SHA1	Message	Date
Kan Ren	603c282415	update arxiv paper link.	2021-04-02 08:15:35 +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
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
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
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
bxdd	948b829ff4	add get_data in highfreq	2021-01-27 10:34:31 +00:00
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	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
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
Alex Wang	2b6d16feb1	fix naming	2021-01-22 19:16:57 +08:00
Alex Wang	5da5ad4b9f	tabnet	2021-01-22 19:16:57 +08:00
Young	fc81a39317	Add dataset standalone usage example	2021-01-20 21:14:27 +08:00
bxdd	0e0970f06e	update backtest	2021-01-19 09:14:17 +08:00
bxdd	917261dbf6	update backtest	2021-01-19 09:14:17 +08:00
bxdd	6a9105e065	add highfreq_backtest	2021-01-19 09:14:17 +08:00
you-n-g	328cdeda4a	Update README.md	2021-01-07 11:12:49 +08:00
Wendi Li	18e040f506	Update workflow_config_gru_Alpha158.yaml ... Delete a redundant parameter.	2021-01-04 17:05:21 +08:00
Wendi Li	aefc98b1d7	Update workflow_config_lstm_Alpha158.yaml ... Delete a redundant parameter.	2021-01-04 17:05:13 +08:00
Dingsu Wang	7372a3a598	Merge branch 'main' into main	2020-12-17 14:43:21 +08:00
Jactus	4b4cd38ca6	Update benchmark results	2020-12-17 14:41:12 +08:00
you-n-g	7d40ba753a	Update README.md	2020-12-17 00:35:35 +08:00
G_will	3f85af05e5	Refactor to Python3 style	2020-12-15 20:37:43 +08:00