295 Commits

Author	SHA1	Message	Date
bxdd	e1b6f310c9	add Handler Storage	2021-06-28 20:06:15 +00:00
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	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	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
bxdd	4ac6e6e246	fix account bug & update indicator_analysis & fix some comments	2021-06-22 02:42:09 +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
al	7d9544fb91	Remove non-existing parameter from doc ... Remove non-existing TradeExchange parameter from generate_target_weight_position doc	2021-06-08 09:35:36 +08:00
zhupr	b2fe2385d5	fix XGBoost predict error	2021-06-01 21:02:32 +08:00
bxdd	4d48c96d30	fix CI	2021-06-01 18:50:50 +08:00
bxdd	04fff8ca36	solve conflict	2021-06-01 17:46:47 +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	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
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
zhupr	8e6c744a1b	Merge remote-tracking branch 'microsoft/main' into data_storage	2021-05-21 09:49:29 +08:00
zhupr	9e296a8a4e	replace the type of numpy deprecated	2021-05-21 08:56:44 +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
bxdd	eaa719df17	optimize rule_strategy performance	2021-05-14 15:50:27 +08:00
bxdd	ea60e608ba	update rule_startegy & add README, notebook for multi-level trading	2021-05-14 01:51:43 +08:00
bxdd	de2658a8db	fix rule_strategy bug	2021-05-13 22:39:19 +08:00
Jactus	bd37f5d953	Fix bug and update doc	2021-05-13 14:21:54 +08:00
bxdd	c703dabcc7	fix rule_strategy reset method	2021-05-13 00:46:17 +08:00
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
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
bxdd	ae339506b3	del old strategy	2021-04-30 23:35:28 +08:00
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
bxdd	f404a031f3	black format	2021-04-29 02:29:29 +08:00
bxdd	49cdaf8f5d	update port_ana_record	2021-04-29 02:28:22 +08:00
bxdd	86a6f565e8	trade_account support multi bar report	2021-04-29 02:15:34 +08:00
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
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