376 Commits

Author	SHA1	Message	Date
Yuge Zhang	8e8bba1a96	Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy	2021-06-28 18:01:02 +08:00
Young	b41267fa59	successful run random order gen in day script	2021-06-28 17:47:30 +08:00
bxdd	1517a9eb91	add default executor config & update bug in indicator	2021-06-24 13:59:10 +00:00
bxdd	ab97e82484	fix bug in Exchange	2021-06-22 15:03:05 +08:00
bxdd	4ac6e6e246	fix account bug & update indicator_analysis & fix some comments	2021-06-22 02:42:09 +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
you-n-g	40416d8c30	Merge pull request #464 from lwwang1995/main ... Add TCTS baseline.	2021-06-10 10:18:20 +08:00
lewwang	567e42840c	asdf	2021-06-09 18:37:25 +08:00
lewwang	65ddca133f	asdf	2021-06-09 18:36:12 +08:00
lewwang	d199256d34	asdf	2021-06-09 18:35:14 +08:00
lewwang	073fe4668e	asdf	2021-06-09 18:34:31 +08:00
lewwang	89d53853e5	asdf	2021-06-09 18:30:42 +08:00
lewwang	bb6c1572ca	asdf	2021-06-09 18:29:55 +08:00
lewwang	4c4e77b11f	asdf	2021-06-09 18:28:31 +08:00
lewwang	38c7b7303a	dsaf	2021-06-09 18:26:50 +08:00
lewwang	02d0eedd68	update	2021-06-09 18:21:16 +08:00
lewwang	5a3dde93a8	update	2021-06-09 18:15:06 +08:00
lewwang	177f6a59d2	asdf	2021-06-09 17:47:24 +08:00
lewwang	492a62a569	tcts demo page	2021-06-09 17:32:24 +08:00
Yuge Zhang	76be5d50e5	Refine example	2021-06-07 10:56:12 +08:00
Yuge Zhang	a06fa2bc44	Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy	2021-06-04 15:06:00 +08:00
Yuge Zhang	1581ef12ac	Update impl for robustness	2021-06-04 13:01:49 +08:00
Yuge Zhang	c43805eff6	Update end-to-end example and requirements	2021-06-04 12:20:27 +08:00
Yuge Zhang	bf02fc23f8	Add RL strategy demo	2021-06-02 23:20:27 +08:00
Yuge Zhang	f5ac6230e1	Refactor for strategy	2021-06-02 22:04:54 +08:00
lzh222333	811d2c975e	update & fix	2021-06-02 08:56:15 +00:00
Yuge Zhang	2314405613	Rename files	2021-06-02 16:53:39 +08:00
bxdd	4d48c96d30	fix CI	2021-06-01 18:50:50 +08:00
Yuge Zhang	a8e96e59f8	Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy	2021-06-01 17:51:39 +08:00
bxdd	04fff8ca36	solve conflict	2021-06-01 17:46:47 +08:00
bxdd	a183d8a631	update workflow_by_code & update executor	2021-06-01 17:44:22 +08:00
lzh222333	8d05cd2daf	modify tests.config.py	2021-06-01 09:40:53 +00:00
lzh222333	231bdf8608	Merge remote-tracking branch 'microsoft/main' into online_srv	2021-06-01 08:29:02 +00:00
Yuge Zhang	cdc59a78f0	Merge branch 'nested_decision_exe' into rl-dummy	2021-06-01 11:34:45 +08:00
bxdd	60e082e446	add infra interface & fix no KeyboardInterpret bug	2021-05-31 20:40:11 +08:00
bxdd	bf3b757294	fix bugs	2021-05-29 00:31:40 +08:00
bxdd	029b63c9dd	fix bugs & add highfreq backtest example	2021-05-28 22:29:21 +08:00
Yuge Zhang	c26bee126b	Support loading for backtest	2021-05-28 17:31:08 +08:00
zhupr	ef11a9d95c	modify the default value of exists_skip in the GetData.qlib_data parameter to False	2021-05-28 14:57:06 +08:00
zhupr	98eacf8f88	add test/config.py	2021-05-28 13:24:47 +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
zhupr	0a4e241608	add get_feature_importance to model interpret	2021-05-27 14:19:10 +08:00
bxdd	ee74489c37	solve the conflict	2021-05-25 02:53:44 +08:00
bxdd	0c6e505455	fix comments	2021-05-25 02:38:34 +08:00
lzh222333	6dfbf00a23	Merge branch 'microsoft_main' into online_srv	2021-05-24 05:07:53 +00:00
lzh222333	b24af7fff6	multiprocessing support	2021-05-24 05:07:38 +00:00
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
Kenneth Tang	41ab130807	Fix CI lint with black	2021-05-18 00:01:45 +08:00