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Author	SHA1	Message	Date
Young	dd8231edeb	simplify the portfolio-based report	2021-07-06 11:10:13 +00:00
v-mingzhehan	354f7e68c2	Constrain TWAP trade step	2021-07-06 08:47:55 +00:00
v-mingzhehan	e214557e3a	Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy	2021-07-06 06:43:34 +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
v-mingzhehan	82645233e7	Support order dataframe	2021-07-06 03:50:34 +00:00
v-mingzhehan	e063d3536c	Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy	2021-07-05 09:37:22 +00:00
Young	7048bef7c6	fix ffr and order amount	2021-07-04 08:11:17 +00:00
Young	50c0e99f98	fix ffr and order amount	2021-07-04 08:08:03 +00:00
bxdd	9b74a19b14	Merge pull request #493 from bxdd/optimize_resam_data ... optimize performance of resam data in rule_strategy & exchange	2021-07-04 02:44:53 +08:00
bxdd	ecf2f24d59	fix comments	2021-07-03 18:42:40 +00:00
Young	ef7fe8aa75	support parallel HF trading	2021-07-03 09:22:23 +00:00
bxdd	8dd5788bac	fix comments & update resam ts_last method	2021-07-01 16:31:58 +00:00
bxdd	8b85b9eee7	optimize performance of resam data in rule_strategy & exchange	2021-07-01 14:35:49 +00:00
v-mingzhehan	2b4a493617	Order patch	2021-07-01 09:41:08 +00:00
Young	a401f1eafe	improve the docstring	2021-06-30 08:50:03 +00:00
v-mingzhehan	24d5a3127b	Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy	2021-06-30 08:30:33 +00:00
Young	bbf5d1bbbb	add file order strategy	2021-06-30 07:34:23 +00:00
bxdd	b242d6e1e1	delMiniTimer in haandler storage test	2021-06-30 11:34:08 +08:00
bxdd	8d1b1979d9	update handler_storage test	2021-06-30 11:34:08 +08:00
bxdd	9985befe69	update HashingStockStorage	2021-06-30 11:34:08 +08:00
you-n-g	90bbf2b7c6	Fix account update bar_count bug	2021-06-30 08:29:47 +08:00
bxdd	e1b6f310c9	add Handler Storage	2021-06-28 20:06:15 +00:00
Yuge Zhang	20d566ceee	Merge branch 'rl-dummy' of github.com:ultmaster/qlib into rl-dummy	2021-06-28 18:01:41 +08:00
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	27f0db669f	black format & add comments & add randStrategy direction	2021-06-28 17:47:30 +08:00
Young	72c9593aa7	adapting strategies to latest interfaces.	2021-06-28 17:47:30 +08:00
Young	c907d8deb4	fix bugs of random strategy	2021-06-28 17:47:30 +08:00
Young	e78cdd4a08	return the detailed order indicator	2021-06-28 17:47:30 +08:00
Young	9b91758aed	performance optimization for cal_sam_minute	2021-06-28 17:47:30 +08:00
Young	b41267fa59	successful run random order gen in day script	2021-06-28 17:47:30 +08:00
Young	b68294da93	add InfPosition	2021-06-28 17:47:30 +08:00
Young	4f384d37ce	API enhancement	2021-06-28 17:47:30 +08:00
bxdd	284d96761b	fix bug in resam feature	2021-06-27 17:49:49 +00:00
bxdd	b6564cd760	support trade decision update	2021-06-24 19:09:36 +00:00
bxdd	1517a9eb91	add default executor config & update bug in indicator	2021-06-24 13:59:10 +00:00
v-mingzhehan	583fbbef3c	Resolve init conflict	2021-06-22 07:07:19 +00:00
v-mingzhehan	d226ac8c32	Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy	2021-06-22 07:07:07 +00:00
bxdd	ab97e82484	fix bug in Exchange	2021-06-22 15:03:05 +08:00
v-mingzhehan	7525854bed	Add shortcut in init	2021-06-22 03:47:39 +00:00
v-mingzhehan	56cf43da44	Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy	2021-06-22 03:27:34 +00:00
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