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1,110 Commits 46 Branches 26 Tags
cc8339acd925a2df0027ae64bb0b8a4a360ed504
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1110 Commits

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Author SHA1 Message Date
Yuge Zhang
cc8339acd9 Add a few comments 2021-06-02 16:49:52 +08:00
Yuge Zhang
d515efb46e Finish RL dummy example 2021-06-02 16:41:18 +08:00
Yuge Zhang
3200bb88c8 Update an initial version of RL 2021-06-02 15:11:38 +08:00
Yuge Zhang
83535bff6a Playground checkpoint 2021-06-01 18:08:11 +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
Yuge Zhang
449e3f40c8 Update init in backtest 2021-06-01 17:51:29 +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
bxdd
a46d99a2be black format 2021-06-01 16:20:21 +08:00
bxdd
bf16e1ab47 update Order with dataclass 2021-06-01 16:19:01 +08:00
Yuge Zhang
cdc59a78f0 Merge branch 'nested_decision_exe' into rl-dummy 2021-06-01 11:34:45 +08:00
Yuge Zhang
d3dac068df Update simple playground 2021-06-01 11:33:44 +08:00
bxdd
60e082e446 add infra interface & fix no KeyboardInterpret bug 2021-05-31 20:40:11 +08:00
you-n-g
4ff0c4fb0f Update strategy.rst 2021-05-31 08:52:41 +08:00
you-n-g
b3eece155f Merge pull request #452 from arisliang/patch-1 
Add import stock pool in doc
 2021-05-30 09:44:47 +08:00
al
02e34eb9e9 Add import stock pool (csi300) in documentation 2021-05-30 08:27:21 +08:00
bxdd
bf3b757294 fix bugs 2021-05-29 00:31:40 +08:00
bxdd
96e393b599 del DEBUG log 2021-05-28 22:32:33 +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
you-n-g
3033fdf4b7 Merge pull request #444 from zhupr/feature_importance 
add get_feature_importance to model interpret
 2021-05-28 16:23:53 +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
you-n-g
43cad1ec27 Merge pull request #442 from arisliang/patch-3 
Update 1min demo data in CSV format
 2021-05-28 11:22:10 +08:00
you-n-g
e7aa7ffcdd Merge pull request #447 from arisliang/patch-2 
Remove repeated package from requirements
 2021-05-28 10:46:58 +08:00
you-n-g
ed3c9d9212 Merge pull request #448 from arisliang/patch-4 
Update integration.rst
 2021-05-28 10:46:25 +08:00
you-n-g
2f3fbae73b Merge pull request #450 from arisliang/patch-5 
Update report.rst
 2021-05-28 10:45:52 +08:00
al
e409bee9b9 Update report.rst 
typo
 2021-05-28 07:54:45 +08:00
al
7ceec37848 Update integration.rst 
Fix typo
 2021-05-27 22:35:43 +08:00
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
al
c12c861b7a Remove repeated package from requirements 2021-05-27 19:37:57 +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
al
5a382d7e99 Update data.rst 
Update csv format according to feedback
 2021-05-27 12:40:55 +08:00
al
9b431bc503 Update 1min demo data in CSV format 2021-05-26 22:01:15 +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