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Code Activity
1,077 Commits 46 Branches 26 Tags
6a636546c46f5afeedd7f04bb4055bbe613bdde2
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Author SHA1 Message Date
bxdd
6a636546c4 Merge github.com:microsoft/qlib into bxdd-qlib_highfreq_backtest 2021-05-27 21:16:35 +08:00
bxdd
4085b447aa move backtest to core, fix calendar bugs, add some docstring 2021-05-27 21:14:39 +08:00
bxdd
2ad61f12b3 rename var in backtest 2021-05-27 17:03:53 +08:00
you-n-g
cbbf6cd822 Merge pull request #441 from zhupr/fix_yahoo_collector 
Fix YahooCollector can't download 1min data
 2021-05-26 21:41:14 +08:00
you-n-g
928bae08f4 Merge pull request #440 from arisliang/patch-2 
Update collector.py
 2021-05-26 21:40:23 +08:00
you-n-g
c65fc226bd Merge pull request #439 from arisliang/patch-1 
Update README.md
 2021-05-26 21:39:53 +08:00
zhupr
114162693f Fix YahooCollector can't download 1min data 2021-05-26 18:29:41 +08:00
al
b884c8c571 Update collector.py 
fix typo
 2021-05-26 18:00:23 +08:00
al
6222940b9c Update README.md 
fix typo
 2021-05-26 17:50:49 +08:00
you-n-g
bb0c555803 Merge pull request #372 from zhupr/data_storage 
add data storage
 2021-05-26 14:30:46 +08:00
zhupr
5da33562dd remove uri parameter from storage && modify file_storage 2021-05-26 12:33:57 +08:00
bxdd
ee74489c37 solve the conflict 2021-05-25 02:53:44 +08:00
bxdd
75fcb3800d Merge branch 'qlib_highfreq_backtest' of github.com:bxdd/qlib into bxdd-qlib_highfreq_backtest 2021-05-25 02:40:34 +08:00
bxdd
0c6e505455 fix comments 2021-05-25 02:38:34 +08:00
you-n-g
db3aa8b887 Merge pull request #433 from arisliang/patch-1 
Update README.md
 2021-05-23 23:53:49 +08:00
al
ae32d79549 Update README.md 
fix typo
 2021-05-23 16:54:14 +08:00
you-n-g
a80369b80a Update README.md 2021-05-22 19:00:43 +08:00
you-n-g
369177acf9 Update README.md 2021-05-22 19:00:14 +08:00
you-n-g
2ac5ceb4de Update README.md 2021-05-22 17:58:21 +08:00
zhupr
602f78b568 add documentation on which storage methods are used in qlib 2021-05-22 08:30:12 +08:00
zhupr
669f6bd6f5 modify exception message hint for storage.py && fix FileFeatureStorage[:] bug 2021-05-22 02:06:15 +08:00
you-n-g
3d71fd1966 Merge pull request #431 from evanzd/fix_get_module 
Fix `get_module_by_module_path` to support pickle module loaded from arbitrage source file
 2021-05-21 12:53:14 +08:00
zhupr
b887d2ec32 code for formatting storage.py using black(v21.5) 2021-05-21 10:29:39 +08:00
zhupr
8e6c744a1b Merge remote-tracking branch 'microsoft/main' into data_storage 2021-05-21 09:49:29 +08:00
zhupr
9e296a8a4e replace the type of numpy deprecated 2021-05-21 08:56:44 +08:00
zhupr
4ba4512619 add write method to FeatureStorage && remove extend 2021-05-21 08:45:11 +08:00
you-n-g
26d75b71b0 Update sample.py 2021-05-19 15:06:47 +08:00
you-n-g
dda509da0b Update record_temp.py 2021-05-19 15:02:04 +08:00
Dong Zhou
2fa7ef32fb fix picker error on importlib loaded module 2021-05-18 22:37:31 +08:00
Dong Zhou
c72ee9091e fix picker error on importlib loaded module 2021-05-18 22:12:41 +08:00
you-n-g
19eda8f4f0 Update README.md 2021-05-17 17:45:31 +08:00
you-n-g
d08146c30f Merge pull request #290 from you-n-g/online_srv 
init version of online serving and rolling
 2021-05-17 17:35:29 +08:00
lzh222333
8c3a08b18d Finally! 2021-05-17 07:27:55 +00:00
you-n-g
142a9dca3c Merge pull request #423 from ChengYen-Tang/LightGBM-Hyperparameter 
LightGBM hyperparameter
 2021-05-16 19:43:59 +08:00
Kenneth Tang
41ab130807 Fix CI lint with black 2021-05-18 00:01:45 +08:00
Kenneth Tang
8f67010b58 Fix CI lint with black 2021-05-17 23:09:42 +08:00
lzh222333
a986379deb bug fixed 2021-05-14 11:31:50 +00:00
bxdd
eaa719df17 optimize rule_strategy performance 2021-05-14 15:50:27 +08:00
lzh222333
aef3f186c1 format code 2021-05-14 06:58:02 +00:00
lzh222333
ebd01e0de5 Online Serving V11 2021-05-14 06:44:16 +00:00
bxdd
ea60e608ba update rule_startegy & add README, notebook for multi-level trading 2021-05-14 01:51:43 +08:00
Kenneth Tang
f51e04a1cc LightGBM hyperparameter 2021-05-13 23:12:29 +08:00
bxdd
de2658a8db fix rule_strategy bug 2021-05-13 22:39:19 +08:00
lzh222333
d71a666904 Online serving V11 2021-05-13 09:43:42 +00:00
you-n-g
8b15ffc027 Merge pull request #419 from Derek-Wds/main 
Fix bug and update doc
 2021-05-13 16:38:22 +08:00
you-n-g
f15ca39df8 Merge pull request #418 from zhupr/set_global_logger_level 
Modify set_global_logger_level use of contextmanager
 2021-05-13 16:36:40 +08:00
Jactus
bd37f5d953 Fix bug and update doc 2021-05-13 14:21:54 +08:00
bxdd
c703dabcc7 fix rule_strategy reset method 2021-05-13 00:46:17 +08:00
bxdd
07eaada31e fix comments 2021-05-13 00:33:57 +08:00
zhupr
76c5c5d1b6 Add docstrings to set_global_logger_level 2021-05-12 22:38:50 +08:00