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2,012 Commits 46 Branches 26 Tags
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Author SHA1 Message Date
Young
27f0db669f black format & add comments & add randStrategy direction 2021-06-28 17:47:30 +08:00
Young
72c9593aa7 adapting strategies to latest interfaces. 2021-06-28 17:47:30 +08:00
Young
c907d8deb4 fix bugs of random strategy 2021-06-28 17:47:30 +08:00
Young
e78cdd4a08 return the detailed order indicator 2021-06-28 17:47:30 +08:00
Young
9b91758aed performance optimization for cal_sam_minute 2021-06-28 17:47:30 +08:00
Young
b41267fa59 successful run random order gen in day script 2021-06-28 17:47:30 +08:00
Young
b68294da93 add InfPosition 2021-06-28 17:47:30 +08:00
Young
4f384d37ce API enhancement 2021-06-28 17:47:30 +08:00
bxdd
284d96761b fix bug in resam feature 2021-06-27 17:49:49 +00:00
you-n-g
8709dde65b Merge pull request #481 from ai4stocks/working_workflow_fix_ipynb 
examples/workflow_by_code.ipynd: fix an error in R.get_recorder() par…
 2021-06-26 19:57:24 +08:00
Guodong Xu
d66733c358 examples/workflow_by_code.ipynd: fix an error in R.get_recorder() parameters 
get_recorder() needs specify 'recorder_id='. However workflow_by_code.ipynd
didn't. This patch fixes it.

Without this fix, here is the error message jupyter-notebook reports:

"---------------------------------------------------------------------------
TypeError Traceback (most recent call last)

<ipython-input-7-e6a7b5f4da00> in <module>
26 # backtest and analysis
27 with R.start(experiment_name="backtest_analysis"):
---> 28 recorder = R.get_recorder(rid, experiment_name="train_model")
29 model = recorder.load_object("trained_model")
30

TypeError: get_recorder() takes 1 positional argument but 2 positional arguments (and 1 keyword-only argument) were given"

Signed-off-by: Guodong Xu <guodong.xu@linaro.org>
 2021-06-26 18:25:47 +08:00
Dong Zhou
9cf574b697 Merge pull request #479 from linhx25/main 
Add TRA Model
 2021-06-25 18:08:23 +08:00
linhx25
107e40f3ee Add TRA Model 2021-06-25 16:12:50 +08:00
bxdd
b6564cd760 support trade decision update 2021-06-24 19:09:36 +00:00
bxdd
1517a9eb91 add default executor config & update bug in indicator 2021-06-24 13:59:10 +00:00
you-n-g
4837ba8db3 Merge pull request #476 from bxdd/qlib_ops_config 
Support using config to register custom operators
 2021-06-24 20:41:48 +08:00
Qian Chen
2ab4a9adb3 Set self.fitted = True instead of self._fitted. 2021-06-24 20:40:59 +08:00
bxdd
8d0b673341 add custom_ops docstring 2021-06-24 15:00:45 +08:00
you-n-g
8ebdb1e873 Merge pull request #463 from zhupr/support_extend_data 
Support extend data
 2021-06-24 13:53:30 +08:00
zhupr
39340fbf06 fix: typo 2021-06-24 11:07:40 +08:00
zhupr
0e277723a3 Merge remote-tracking branch 'qlib/main' into qlib_main 
# Conflicts:
#	scripts/data_collector/yahoo/README.md
 2021-06-24 00:09:54 +08:00
zhupr
1418417034 fix automatic update of daily frequency data 2021-06-23 23:59:59 +08:00
you-n-g
b261f7b501 Update README.md 2021-06-23 20:51:21 +08:00
zhupr
bab50e8837 fix YahooNormalize1min && update docs 2021-06-23 16:13:26 +08:00
bxdd
0eee4a0f2e support config custom_ops 2021-06-23 15:56:36 +08:00
Young
21eb71d4a9 update framework for online serving 2021-06-23 02:05:38 +00:00
v-mingzhehan
583fbbef3c Resolve init conflict 2021-06-22 07:07:19 +00:00
v-mingzhehan
d226ac8c32 Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy 2021-06-22 07:07:07 +00:00
bxdd
ab97e82484 fix bug in Exchange 2021-06-22 15:03:05 +08:00
v-mingzhehan
7525854bed Add shortcut in init 2021-06-22 03:47:39 +00:00
v-mingzhehan
56cf43da44 Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy 2021-06-22 03:27:34 +00:00
zhupr
46714adf4c modify the YahooNormalize1min factor calculation 2021-06-22 11:15:09 +08:00
bxdd
4ac6e6e246 fix account bug & update indicator_analysis & fix some comments 2021-06-22 02:42:09 +08:00
zhupr
99fb49650a add end_date parameter to collector.normalize_data 2021-06-21 17:20:37 +08:00
zhupr
985fd0816c Fix cn_index.collector network error 2021-06-21 17:18:04 +08:00
Young
d0f54343c7 support subclass of TSDatasetH 2021-06-21 00:24:31 +08:00
Young
a3679e6758 simplify the code and prevent float when shifting 2021-06-21 00:24:31 +08:00
zhupr
b6c31540e8 add function to automatically update daily frequency data 2021-06-17 23:07:56 +08:00
zhupr
a4f6e04199 modify dump_update starts with the last end date of each symbol 2021-06-17 22:33:31 +08:00
you-n-g
0aee46ee79 Merge pull request #466 from you-n-g/online_hotfix 
Online bug fix, enhancement &  docs for dataset, workflow, trainer ...
 2021-06-17 11:38:44 +08:00
Young
9c8d423a86 fix ModelUpdater 2021-06-16 14:10:51 +00:00
zhupr
b4efbd53b2 Fix 'report' compatibility with matplotlib versions 2021-06-16 22:00:43 +08:00
you-n-g
5a50d7c952 Merge pull request #471 from Derek-Wds/main 
Update Recorder Wrapper to prevent reinitialization
 2021-06-16 17:46:31 +08:00
Jactus
0fe8b281ba Update R wrapper logic 2021-06-16 12:28:20 +08:00
lewwang
5331ab93f8 Update TCTS README. 2021-06-16 12:23:22 +08:00
Jactus
64582e9d46 Add QlibException 2021-06-15 15:02:11 +08:00
Jactus
9e0e2ff736 Update QlibRecorder wrapper 2021-06-15 14:46:31 +08:00
bxdd
9e45528165 update backtest time range 2021-06-14 22:31:31 +08:00
bxdd
f78e90171b fix comments & add VAStrategy & add trade indicator 2021-06-14 21:32:18 +08:00
Young
973c4137e4 fix mlflow & task bug 2021-06-12 13:54:26 +00:00