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Author	SHA1	Message	Date
v-mingzhehan	ece7b662e2	Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy	2021-07-09 09:32:15 +00:00
Young	80f5426693	update docsting	2021-07-09 08:29:19 +00:00
Young	cbd52b7905	align range limit	2021-07-09 08:17:10 +00:00
Young	17d8b8a7cc	fix calculating base_price	2021-07-09 08:16:01 +00:00
Young	eada8640b9	align range limit	2021-07-09 08:12:13 +00:00
Young	32ae6e4259	fix calculating base_price	2021-07-08 05:54:36 +00:00
v-mingzhehan	5c5379e09d	Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy	2021-07-07 12:26:43 +00:00
Young	e8f5a1e491	black format	2021-07-07 10:52:52 +00:00
Young	0c946cffd6	add supporting setting trade unit in exchange	2021-07-07 10:47:54 +00:00
you-n-g	1fb50d521b	Merge branch 'main' into nested_decision_exe	2021-07-07 17:30:31 +08:00
wangwenxi.handsome	8c743a46c7	use init_instance_by_config	2021-07-07 17:27:29 +08:00
wangwenxi.handsome	93796bdcef	add exchange kwargs	2021-07-07 17:27:29 +08:00
wangwenxi.handsome	267ee3555d	fix all example	2021-07-07 17:27:29 +08:00
wangwenxi.handsome	8b28575dad	fill placehorder dict and list	2021-07-07 17:27:29 +08:00
wangwenxi.handsome	4488c3b625	code optimization	2021-07-07 17:27:29 +08:00
wangwenxi.handsome	bd6080b8f5	yaml update	2021-07-07 17:27:29 +08:00
wangwenxi.handsome	cbe7c5285a	high_fre_yaml	2021-07-07 17:27:29 +08:00
Wenxi Wang (FA Talent)	85c75a6639	config_extend	2021-07-07 17:27:29 +08:00
xixi	d1b8ed9613	fix qrun	2021-07-07 17:27:29 +08:00
xixi	d6984a3f2d	fill_placehorder	2021-07-07 17:27:29 +08:00
Young	e42aa67f52	Supporting skip empty decisions	2021-07-06 12:27:07 +00:00
Young	4e41e9c8f2	simplify the portfolio-based report	2021-07-06 12:27:01 +00:00
Young	6fd50a5bfa	Supporting skip empty decisions	2021-07-06 12:08:53 +00:00
Young	dd8231edeb	simplify the portfolio-based report	2021-07-06 11:10:13 +00:00
Young	03d6facbd2	fix TWAP strategy	2021-07-06 10:02:20 +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
xiaowuhu	dafef0ac08	Update workflow.rst ... should be China instead of china	2021-07-06 09:22:11 +08:00
xiaowuhu	1cb43ea69b	Update workflow.rst ... remove 空格 before module_path, kwargs, etc, otherwise, yaml parser will report error: ruamel.yaml.scanner.ScannerError: mapping values are not allowed here	2021-07-06 09:21:14 +08:00
you-n-g	7ca9cf79f7	Update README.md	2021-07-05 19:47:49 +08:00
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
you-n-g	35f090a6e4	Update what's new	2021-07-04 16:47:33 +08:00
Lewen Wang	ace7484304	Update TCTS. (#495) ... * Update TCTS Model. Co-authored-by: lewwang <lwwang@microsoft.com>	2021-07-04 16:45:05 +08:00
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	2d4f0e80f9	black format	2021-07-02 08:47:52 +08:00
bxdd	946c9392a1	support check_transform_proc module_path	2021-07-02 08:47:52 +08:00
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