wangwenxi.handsome
f295497e2c
Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into nested_decision_exe
2021-07-15 13:38:38 +00:00
wangwenxi.handsome
aae4b02ab8
*tuple
2021-07-15 13:34:39 +00:00
Young
d907817ce9
unify variable names
2021-07-15 13:17:26 +00:00
Young
94b456714d
refactor index_range to trade_range
2021-07-15 08:02:09 +00:00
Young
571d27cba7
exchange support expression buy sell limit
2021-07-14 13:07:14 +00:00
wangwenxi.handsome
7b9e338a0d
add docs
2021-07-14 09:45:09 +08:00
wangwenxi.handsome
0646e53d24
fix spell error
2021-07-14 09:45:09 +08:00
wangwenxi.handsome
ca14e36f7a
initial account by position
2021-07-14 09:45:09 +08:00
Young
9b38e62f21
Add more friendly index range by timing
2021-07-13 14:46:53 +00:00
wangwenxi.handsome
4c4b30ebec
fix base price and volumn
2021-07-13 16:15:52 +08:00
Young
45bde7527e
move the pa sign from last step to first
2021-07-11 01:53:21 +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
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
03d6facbd2
fix TWAP strategy
2021-07-06 10:02:20 +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
xiaowuhu
dafef0ac08
Update workflow.rst
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should be China instead of china
2021-07-06 09:22:11 +08:00
xiaowuhu
1cb43ea69b
Update workflow.rst
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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
you-n-g
35f090a6e4
Update what's new
2021-07-04 16:47:33 +08:00
Lewen Wang
ace7484304
Update TCTS. ( #495 )
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* Update TCTS Model.
Co-authored-by: lewwang <lwwang@microsoft.com >
2021-07-04 16:45:05 +08:00
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
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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
Young
a401f1eafe
improve the docstring
2021-06-30 08:50:03 +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