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Commit Graph

82 Commits

Author SHA1 Message Date
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
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
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
26d75b71b0 Update sample.py 2021-05-19 15:06:47 +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
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
lzh222333
d71a666904 Online serving V11 2021-05-13 09:43:42 +00:00
bxdd
621cb243c2 fix some comments and add docstring 2021-05-12 02:17:39 +08:00
lzh222333
9dfd001f6f online serving v10 2021-05-07 09:59:15 +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
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
8979d786a9 update report & account 2021-04-22 02:04:40 +08:00
bxdd
971d6a2847 update strategy 2021-04-21 16:42:16 +08:00
Young
b15e5e33fd Fix the multi-processing bug 2021-04-12 06:33:31 +00:00
Young
cca43cf102 Refactor update & modification when running NN 2021-04-11 14:39:19 +00:00
Young
a366c11d67 Update features for hyb nn 2021-04-09 13:48:01 +00:00
lzh222333
c20eb5c8a6 format code 2021-04-08 03:30:24 +00:00
Young
71605794a2 Merge branch 'online_srv_wd' into online_srv 2021-04-07 05:17:07 +00:00
Young
1dbb561744 Fix some API(for lb nn) 2021-04-07 03:53:56 +00:00
bxdd
d3a1e03a11 add sample & base class 2021-03-20 00:11:19 +08:00
Shubhendra Singh Chauhan
5f8d0e0436 Merge branch 'main' into main 2021-03-12 13:08:45 +05:30
D-X-Y
e626264d5a Merge branch 'main' of github.com:microsoft/qlib into fshare 2021-03-11 12:54:04 +00:00
D-X-Y
b99de068f8 Move save_path to get_or_create_path, and fix bugs in sfm / tabnet 2021-03-11 12:52:26 +00:00
Jactus
105fe1d3ed Remove deprecated warning for numpy>=1.20.0 2021-03-10 10:38:43 +08:00
shubhendra
a62d1a1b36 Use literal syntax to create data structure
Signed-off-by: shubhendra <withshubh@gmail.com>
2021-03-06 13:01:34 +05:30
D-X-Y
dbc8ca7379 Fix pylint by black -l 120 2021-03-02 22:15:30 +08:00
D-X-Y
c48b4c9971 Make Wrapper with a informative str repr. 2021-03-02 21:06:32 +08:00
Young
50d5fcf61e yml afe load 2021-02-18 08:43:12 +08:00
Young
77830a546e safe yaml loader 2021-02-18 08:43:12 +08:00
zhupr
ae45711e2b Merge remote-tracking branch 'qlib/main' into save_inst 2021-01-26 19:42:59 +08:00
you-n-g
bcc47aa4cb Merge pull request #92 from bxdd/qlib_register_ops
Support Register of Custom Feature Operators Easily
2021-01-26 18:53:43 +08:00
zhupr
7579f4b4c0 Merge remote-tracking branch 'qlib/main' into save_inst 2021-01-26 16:14:11 +08:00
zhupr
1a1c45981c US stock code supports Windows 2021-01-26 16:06:38 +08:00
zhupr
3f9f295a87 add register in config 2021-01-24 11:22:02 +08:00
you-n-g
afdf58b4fa Update serial.py 2021-01-24 10:36:56 +08:00
bxdd
6daaa79519 add register ops config 2021-01-20 18:44:53 +09:00
zhupr
3dda2cb379 Merge remote-tracking branch 'qlib/main' into qlib_register_ops 2021-01-20 15:16:06 +08:00
zhupr
4fcfde7cfb Initialization is split into: set_config and config_based_on_C 2021-01-20 15:06:18 +08:00
zhupr
a0f32036a6 Fix the first trading day of the calendar extra in report_df 2020-12-24 11:22:48 +08:00