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

342 Commits

Author SHA1 Message Date
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
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
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
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
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
lzh222333
d71a666904 Online serving V11 2021-05-13 09:43:42 +00:00
bxdd
07eaada31e fix comments 2021-05-13 00:33:57 +08:00
bxdd
621cb243c2 fix some comments and add docstring 2021-05-12 02:17:39 +08:00
zhupr
9bd77bd89f Add configurable dataset to examples 2021-05-11 17:36:55 +08:00
lzh222333
370b6aad74 logger & doc 2021-05-09 11:58:06 +00:00
lzh222333
9dfd001f6f online serving v10 2021-05-07 09:59:15 +00:00
bxdd
f7d30960c1 update the internal bar strategy 2021-05-07 00:10:44 +08:00
bxdd
bc3eada02d black format 2021-05-06 21:34:31 +08:00
bxdd
7540ecde11 fix trade time bug 2021-05-06 21:33:33 +08:00
lzh222333
84c56f13bd docs and bug fixed 2021-05-06 04:18:55 +00:00
bxdd
e30df11a0b solve the conflict 2021-04-30 23:23:56 +08:00
bxdd
d297a493b8 fix bugs 2021-04-30 22:56:21 +08:00
bxdd
a109df3f46 fix bug in recorder 2021-04-30 01:06:05 +08:00
lzh222333
2b7ffa100f Merge remote-tracking branch 'microsoft/main' into online_srv 2021-04-29 05:23:42 +00:00
lzh222333
67c5740c83 OnlineServing V9 2021-04-29 04:30:09 +00:00
bxdd
f404a031f3 black format 2021-04-29 02:29:29 +08:00
bxdd
86a6f565e8 trade_account support multi bar report 2021-04-29 02:15:34 +08:00
lzh222333
40cf83e557 online serving V9 middle status 2021-04-28 09:23:07 +00:00
lzh222333
42f510024c update collector 2021-04-27 04:12:08 +00:00
Young
5a7eecabee black formating (black is upgraded in github) 2021-04-27 04:04:43 +00:00
bxdd
8920c1967f del outdate file 2021-04-26 20:54:10 +08:00
lzh222333
0058f7d0dc Online Serving V8 2021-04-26 09:31:47 +00:00
lzh222333
319396c815 online serving V8 2021-04-25 06:26:45 +00:00
bxdd
af0053eb17 fix bug 2021-04-24 22:37:36 +08:00
bxdd
b14efa1129 update trade calendar & backtest workflow 2021-04-24 02:29:42 +08:00
bxdd
39deb7d27f update env & strategy, add workflow 2021-04-22 22:28:01 +08:00
lzh222333
cec318fbfe online serving V7 2021-04-16 05:37:13 +00:00