90 Commits

Author	SHA1	Message	Date
Young	5003e49197	fix metric calculation error	2021-09-02 09:56:38 +08:00
Young	5f0ee6ce68	fix bugs	2021-09-02 09:56:38 +08:00
Young	9a74471ab6	Pass basic tests	2021-09-02 09:56:38 +08:00
Young	d39c8de800	draft design	2021-09-02 09:56:38 +08:00
wangwenxi.handsome	f67b99a30e	update exchange	2021-09-02 09:56:38 +08:00
Young	309dfa36cc	Add a example to collecting all the decisions	2021-08-15 15:22:48 +00:00
wangwenxi-handsome	735153a50d	Cash Update (#559) ... * fix negative cash * update order test * fix bug * update file_order_test	2021-08-12 23:44:22 +08:00
wangwenxi.handsome	7c858803f0	add position test	2021-08-08 14:32:33 +00:00
Young	0c946cffd6	add supporting setting trade unit in exchange	2021-07-07 10:47:54 +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
Young	9b91758aed	performance optimization for cal_sam_minute	2021-06-28 17:47:30 +08:00
bxdd	4d48c96d30	fix CI	2021-06-01 18:50:50 +08:00
zhupr	ef11a9d95c	modify the default value of exists_skip in the GetData.qlib_data parameter to False	2021-05-28 14:57:06 +08:00
zhupr	98eacf8f88	add test/config.py	2021-05-28 13:24:47 +08:00
zhupr	5da33562dd	remove uri parameter from storage && modify file_storage	2021-05-26 12:33:57 +08:00
zhupr	669f6bd6f5	modify exception message hint for storage.py && fix FileFeatureStorage[:] bug	2021-05-22 02:06:15 +08:00
zhupr	8e6c744a1b	Merge remote-tracking branch 'microsoft/main' into data_storage	2021-05-21 09:49:29 +08:00
zhupr	4ba4512619	add write method to FeatureStorage && remove extend	2021-05-21 08:45:11 +08:00
zhupr	317357b50d	Modify data.storage	2021-04-13 10:47:01 +08:00
D-X-Y	0386df7b16	Collect all contrib models in __init__ and add unit tests for init	2021-03-28 10:39:28 +00:00
D-X-Y	8a2e7b62af	Add segment args for pred and refine MultiSegRecord	2021-03-28 08:30:16 +00:00
D-X-Y	9d04ae4676	Add MultiSegRecord in contrib.workflow and decouple its tests from test_all_pipeline	2021-03-28 00:33:59 -07:00
zhupr	9b8acd9a82	Fix FileStorage	2021-03-27 01:15:33 +08:00
zhupr	8264033a72	add data-storage	2021-03-25 17:22:05 +08:00
you-n-g	023c1fedfe	Merge pull request #280 from yongzhengqi/main ... Implement Enhanced Indexing as a Portfolio Optimizer	2021-03-17 12:07:39 +08:00
D-X-Y	88b0871c12	Add RMSE for contrib.workflow.record_temp and unit tests	2021-03-16 22:55:28 +08:00
D-X-Y	b0fd0d2395	Add tests for SigAnaRecord	2021-03-16 08:30:46 +00:00
D-X-Y	6559d44c7d	Add tests for SigAnaRecord	2021-03-16 08:17:13 +00:00
D-X-Y	9f57681032	Fix errors when SignalRecord is not called before SigAna/PortAna	2021-03-16 08:11:05 +00:00
D-X-Y	f6ed175070	Remove set_log_basic_config, refine count_parameters, rename root_uri as get_local_dir	2021-03-11 02:33:00 +00:00
Charles Young	53cf89d7c2	Reformat with black.	2021-03-08 19:43:03 +08:00
Charles Young	8b9065c166	Reformat with black.	2021-03-08 19:32:13 +08:00
Charles Young	351d598c9f	Resolve https://github.com/microsoft/qlib/pull/280\#discussion_r589165409	2021-03-08 17:49:59 +08:00
Charles Young	81b86f8022	Update test to cover changes in structured_cov_estimator	2021-03-08 17:18:07 +08:00
D-X-Y	e327f404e3	Fix pylint issues	2021-03-04 22:37:58 -08:00
D-X-Y	c4d6e00470	Fix logic of uri in ExpM and add test	2021-03-04 21:04:01 -08:00
Charles Young	83c6e74783	Reindex files.	2021-03-04 22:30:38 +08:00
Charles Young	2bff6eb781	Split classes in riskmodel.py & optimizer.py into seperate files.	2021-03-04 22:08:11 +08:00
D-X-Y	592db903b3	Update repr for Experiment & Recorder	2021-03-04 05:02:56 +00:00
Charles Young	527718a440	Allow enhanced indexing to generate portfolio without industry related restriction.	2021-02-22 19:04:31 +08:00
Charles Young	d3caea60ee	Add unittest for TestStructuredCovEstimator.	2021-02-22 17:32:03 +08:00
Jactus	dc4aa67503	Black format	2021-02-22 11:42:36 +08:00
Charles Young	2f9d45e03a	Reformat code with black.	2021-02-22 10:29:29 +08:00
bxdd	ffa68fd010	update	2021-01-28 14:25:55 +00:00
bxdd	2a5f06ee9e	update dataset test	2021-01-27 06:25:40 +00:00
zhupr	ae45711e2b	Merge remote-tracking branch 'qlib/main' into save_inst	2021-01-26 19:42:59 +08:00
bxdd	ee94634b23	black	2021-01-26 08:47:53 +00:00