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mirror of https://github.com/microsoft/qlib.git synced 2026-07-01 01:51:18 +08:00
Commit Graph

1265 Commits

Author SHA1 Message Date
you-n-g
bbba9600a1 Merge branch 'nested_decision_exe' into nested_decision_exe 2021-07-23 12:15:45 +08:00
wangwenxi.handsome
2c8a3ded08 high_performance_data_structure 2021-07-22 15:20:03 +00:00
wangwenxi.handsome
10c182e2b0 add order_indicator doc 2021-07-21 14:09:12 +00:00
wangwenxi.handsome
83d4387e9f pandas_order_indicator 2021-07-21 12:47:31 +00:00
Young
4e862f7d1f add print cash in verbose mode and code format 2021-07-20 05:13:05 +00:00
Young
92f2891664 fix order factor setting issue
Move the factor setting from init phase to dealing phase.
2021-07-19 02:37:44 +00:00
Young
4a62e02fca add get_data_cal_avail_range method 2021-07-18 07:12:14 +00:00
Young
ed12c7fca3 add common_infra warning and fix time bug 2021-07-18 03:13:15 +00:00
Young
7738f39546 filter zero base price 2021-07-17 06:54:44 +00:00
wangwenxi.handsome
2b8d4dc3c2 callable 2021-07-16 14:09:36 +00:00
wangwenxi.handsome
6ad52e8cf5 black and doc 2021-07-16 13:55:49 +00:00
wangwenxi.handsome
567841e1c6 get qlib data in exchange 2021-07-16 12:56:49 +00:00
wangwenxi.handsome
110141ddac add doc 2021-07-16 09:17:29 +00:00
wangwenxi.handsome
65b44349cd add PandasQuote 2021-07-16 08:29:32 +00:00
Young
5241b2f918 Merge branch 'nested_decision_exe' of github.com:microsoft/qlib into nested_decision_exe 2021-07-16 03:17:54 +00:00
Young
344f4f69d2 add data calendar API and refine order cal api 2021-07-16 03:11:07 +00:00
wangwenxi.handsome
f295497e2c Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into nested_decision_exe 2021-07-15 13:38:38 +00:00
wangwenxi.handsome
aae4b02ab8 *tuple 2021-07-15 13:34:39 +00:00
Young
d907817ce9 unify variable names 2021-07-15 13:17:26 +00:00
Young
94b456714d refactor index_range to trade_range 2021-07-15 08:02:09 +00:00
Young
571d27cba7 exchange support expression buy sell limit 2021-07-14 13:07:14 +00:00
wangwenxi.handsome
7b9e338a0d add docs 2021-07-14 09:45:09 +08:00
wangwenxi.handsome
0646e53d24 fix spell error 2021-07-14 09:45:09 +08:00
wangwenxi.handsome
ca14e36f7a initial account by position 2021-07-14 09:45:09 +08:00
Young
9b38e62f21 Add more friendly index range by timing 2021-07-13 14:46:53 +00:00
wangwenxi.handsome
4c4b30ebec fix base price and volumn 2021-07-13 16:15:52 +08:00
Young
45bde7527e move the pa sign from last step to first 2021-07-11 01:53:21 +00:00
Young
80f5426693 update docsting 2021-07-09 08:29:19 +00:00
Young
cbd52b7905 align range limit 2021-07-09 08:17:10 +00:00
Young
17d8b8a7cc fix calculating base_price 2021-07-09 08:16:01 +00:00
Young
e8f5a1e491 black format 2021-07-07 10:52:52 +00:00
Young
0c946cffd6 add supporting setting trade unit in exchange 2021-07-07 10:47:54 +00:00
you-n-g
1fb50d521b Merge branch 'main' into nested_decision_exe 2021-07-07 17:30:31 +08:00
wangwenxi.handsome
8c743a46c7 use init_instance_by_config 2021-07-07 17:27:29 +08:00
wangwenxi.handsome
93796bdcef add exchange kwargs 2021-07-07 17:27:29 +08:00
wangwenxi.handsome
267ee3555d fix all example 2021-07-07 17:27:29 +08:00
wangwenxi.handsome
8b28575dad fill placehorder dict and list 2021-07-07 17:27:29 +08:00
wangwenxi.handsome
4488c3b625 code optimization 2021-07-07 17:27:29 +08:00
wangwenxi.handsome
bd6080b8f5 yaml update 2021-07-07 17:27:29 +08:00
wangwenxi.handsome
cbe7c5285a high_fre_yaml 2021-07-07 17:27:29 +08:00
Wenxi Wang (FA Talent)
85c75a6639 config_extend 2021-07-07 17:27:29 +08:00
xixi
d1b8ed9613 fix qrun 2021-07-07 17:27:29 +08:00
xixi
d6984a3f2d fill_placehorder 2021-07-07 17:27:29 +08:00
Young
e42aa67f52 Supporting skip empty decisions 2021-07-06 12:27:07 +00:00
Young
4e41e9c8f2 simplify the portfolio-based report 2021-07-06 12:27:01 +00:00
Young
03d6facbd2 fix TWAP strategy 2021-07-06 10:02:20 +00:00
Young
bdac9f4dda supporting seperated buy and sell price 2021-07-06 06:35:10 +00:00
Young
cb72857710 fix annotation recursive error 2021-07-06 05:23:13 +00:00
xiaowuhu
dafef0ac08 Update workflow.rst
should be China instead of china
2021-07-06 09:22:11 +08:00
xiaowuhu
1cb43ea69b Update workflow.rst
remove 空格 before module_path, kwargs, etc, otherwise, yaml parser will report error: ruamel.yaml.scanner.ScannerError: mapping values are not allowed here
2021-07-06 09:21:14 +08:00