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2,012 Commits 46 Branches 26 Tags
67feeaeb00a7d7bf0efea1d7a751b42137aaec9e
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Author SHA1 Message Date
you-n-g
12af8f304b Delete .DS_Store 2021-08-26 15:36:35 +08:00
Mark Zhao
25b771ddf1 check lexsort in the 'lazy_sort_index' function (#566) 
* check lexsort

* check lexsort

* lexsort comment

* lexsort comment
 2021-08-25 18:07:30 +08:00
Pengrong Zhu
1158472489 Fix multi-process loop calls (#574) 2021-08-25 18:05:35 +08:00
you-n-g
84d2cb3226 Update gen.py (#576) 2021-08-25 18:05:10 +08:00
Wangwuyi123
509bfcb02e Fix CI Bug (#575) 
Co-authored-by: yuxwang <anduinnn@foxmail.com>
 2021-08-25 08:51:39 +08:00
Young
309dfa36cc Add a example to collecting all the decisions 2021-08-15 15:22:48 +00:00
demon143
6608a40965 Update ensemble.py (#560) 2021-08-14 18:07:49 +08:00
wangwenxi-handsome
735153a50d Cash Update (#559) 
* fix negative cash

* update order test

* fix bug

* update file_order_test
 2021-08-12 23:44:22 +08:00
you-n-g
3e75cead93 code standard docs 2021-08-12 09:19:57 +00:00
you-n-g
6697f209d4 Conda Suggestion 2021-08-12 16:30:46 +08:00
you-n-g
05b9fb5a47 Fix bug when Account.benchmark_config is None 2021-08-09 19:23:17 +08:00
wangwenxi.handsome
7c858803f0 add position test 2021-08-08 14:32:33 +00:00
wangwenxi.handsome
74e1ee6921 update position and negative cash 2021-08-06 04:34:30 +00:00
you-n-g
e3b57b1901 Update README.md 2021-08-06 09:59:30 +08:00
you-n-g
82a5223166 Update README.md 2021-08-06 09:59:30 +08:00
ZhangTP1996
398131cff7 Update strategy.py 2021-08-05 17:21:10 +08:00
Young
8e87950292 Print volume limitation log 2021-08-04 11:04:28 +00:00
Dong Zhou
e71e2f941c fix tra when logdir is None 2021-08-02 19:02:37 +08:00
Dong Zhou
0483406c12 fix tra when logdir is None 2021-08-02 03:57:14 -07:00
wangwenxi.handsome
3ff1d91d61 add __init__ 2021-08-02 07:45:03 +00:00
wangwenxi.handsome
f5db0e1b05 fix vol limit bug 2021-08-02 03:49:03 +00:00
wangwenxi.handsome
0f2d85d098 volume limit update 2021-08-01 16:03:08 +00:00
wangwenxi.handsome
5c2ddac7f0 volume limit 2021-07-31 09:31:01 +00:00
Dong Zhou
da1f4db968 update README 2021-07-30 16:05:07 +08:00
Dong Zhou
a7c41b6969 improve pretrain 2021-07-30 16:05:07 +08:00
Dong Zhou
5b7b48e376 clean up 2021-07-30 16:05:07 +08:00
Dong Zhou
4f9f978909 fix TRA when use single head 2021-07-30 16:05:07 +08:00
Dong Zhou
319a2f38cc fix horizon 2021-07-30 16:05:07 +08:00
Dong Zhou
a2c38c979e format by black 2021-07-30 16:05:07 +08:00
Dong Zhou
07655f2d5b refactor TRA 2021-07-30 16:05:07 +08:00
Young
9303415666 refactor online serving rolling api 2021-07-29 18:13:12 +08:00
Young
73f5cc0a2b add suspend check in twap 2021-07-29 04:11:18 +00:00
you-n-g
05d28469ad sort index after loader (#538) 
make sure the fetch method is based on a index-sorted pd.DataFrame
 2021-07-29 12:06:59 +08:00
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
you-n-g
dc6859bdd9 Fix docs of QlibRecorder 2021-07-26 19:00:47 +08:00
you-n-g
a6f9dde006 Update README.md 2021-07-26 18:36:09 +08:00
Young
bdebe12cf2 support empty benchmark 
Empty benchmark could accelerate the learning process
 2021-07-26 06:14:57 +00:00
Young
1d22ee56d3 recorder support upload both raw file and directory 2021-07-25 16:35:16 +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