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6cma
add_dependencies_for_generate_hdf5_files
backtest_improve
bump_version
chage_img_url
dependabot/pip/examples/benchmarks/TFT/tensorflow-gpu-2.12.0
dependabot/pip/scripts/data_collector/br_index/certifi-2023.7.22
dependabot/pip/scripts/data_collector/br_index/cryptography-41.0.3
dependabot/pip/scripts/data_collector/br_index/requests-2.31.0
download_orderbook_data
extra_df_dataloader
finco
fix_docs
fix_document
fix_gen_training_orders_bug
fix_get_data_error
fix_get_weight_data_error
fix_hs_symbol_url
fix_issue_1729
fix_logo_display_error
fix_pip_install_CI
high-freq-execution
main
migrate_gym
mini_project
neutrader
optimize_workflow_and_output
ptnn4both
qlib_monitor
release-please--branches--main
set_up_publish
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update_publish
update_readme
xuyang1/add_idea_task
xuyang1/finetune_prompts
xuyang1/support_multi_task
you-n-g-patch-1
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mini_projectV01
v0.5.0
v0.5.1
v0.6.0
v0.6.1
v0.6.2
v0.6.3
v0.7.0
v0.7.1
v0.7.2
v0.8.0
v0.8.0a1
v0.8.1
v0.8.2
v0.8.3
v0.8.4
v0.8.5
v0.8.6
v0.9.0
v0.9.1
v0.9.2
v0.9.3
v0.9.4
v0.9.5
v0.9.6
v0.9.7
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6cma
add_dependencies_for_generate_hdf5_files
backtest_improve
bump_version
chage_img_url
dependabot/pip/examples/benchmarks/TFT/tensorflow-gpu-2.12.0
dependabot/pip/scripts/data_collector/br_index/certifi-2023.7.22
dependabot/pip/scripts/data_collector/br_index/cryptography-41.0.3
dependabot/pip/scripts/data_collector/br_index/requests-2.31.0
download_orderbook_data
extra_df_dataloader
finco
fix_docs
fix_document
fix_gen_training_orders_bug
fix_get_data_error
fix_get_weight_data_error
fix_hs_symbol_url
fix_issue_1729
fix_logo_display_error
fix_pip_install_CI
high-freq-execution
main
migrate_gym
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neutrader
optimize_workflow_and_output
ptnn4both
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update_publish
update_readme
xuyang1/add_idea_task
xuyang1/finetune_prompts
xuyang1/support_multi_task
you-n-g-patch-1
you-n-g-patch-2
you-n-g-patch-3
you-n-g-patch-4
you-n-g-patch-5
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mini_projectV01
v0.5.0
v0.5.1
v0.6.0
v0.6.1
v0.6.2
v0.6.3
v0.7.0
v0.7.1
v0.7.2
v0.8.0
v0.8.0a1
v0.8.1
v0.8.2
v0.8.3
v0.8.4
v0.8.5
v0.8.6
v0.9.0
v0.9.1
v0.9.2
v0.9.3
v0.9.4
v0.9.5
v0.9.6
v0.9.7
-
2f9d45e03a
Reformat code with black.
Charles Young
2021-02-22 10:29:29 +08:00 -
b8647c13c7
Reformat code to follow PEP 8.
Charles Young
2021-02-22 10:20:51 +08:00 -
164687d54b
Add scikit-learn to dependencies.
Charles Young
2021-02-22 10:13:08 +08:00 -
58f74cfd84
Reformat code to follow PEP 8.
Charles Young
2021-02-22 10:07:03 +08:00 -
f7d3e56561
Merge optimization related portfolio construction back to portfolio/optimizer.
Charles Young
2021-02-22 09:57:41 +08:00 -
42f882504e
Reformat code to follow PEP 8.
Charles Young
2021-02-22 09:25:48 +08:00 -
9448a6e2c7
Add a abstract class as the base class for all optimization related portfolio constructions.
Charles Young
2021-02-22 09:23:48 +08:00 -
2cc057e438
Fix minor mismatches of type hints.
Charles Young
2021-02-22 09:09:03 +08:00 -
b2e2142594
Applied slight modification to follow PEP 8.
Charles Young
2021-02-22 09:00:12 +08:00 -
4000518698
Separate specific implementation of Portfolio Optimizer to folder.
Charles Young
2021-02-22 08:41:35 +08:00 -
fa8f1cba06
Update filter.py
you-n-g
2021-02-19 20:41:27 +08:00 -
a72911e4f8
Update filter.py
you-n-g
2021-02-19 20:12:03 +08:00 -
cd5b721bc6
Update
meng-ustc
2021-02-19 11:56:50 +09:00 -
42590972e4
Modify run_all_model.py
meng-ustc
2021-02-18 19:15:02 +09:00 -
d27dc8bab8
Add A New Baseline: DoubleEnsemble
meng-ustc
2021-02-18 19:02:33 +09:00 -
50d5fcf61e
yml afe load
Young
2021-02-17 05:17:18 +00:00 -
77830a546e
safe yaml loader
Young
2021-02-16 15:07:14 +00:00 -
83237ba4ed
yml afe load
Young
2021-02-17 05:17:18 +00:00 -
04b916c8ae
safe yaml loader
Young
2021-02-16 15:07:14 +00:00 -
b90bd66ac6
Merge branch 'main' into Fix_collector_doc
Kenneth Tang
2021-02-16 14:16:53 +08:00 -
63d05e4a1a
Fix typo
Kenneth Tang
2021-02-16 14:08:58 +08:00 -
0b11dc5167
Update workflow.rst
lbaiao
2021-02-10 22:17:01 -03:00 -
9c2653f125
Add an implementation of Enhanced Indexing to optimizer.py
Charles Young
2021-02-09 20:31:00 +08:00 -
7b01c5cae7
Add an implementation of Enhanced Indexing to optimizer.py
Charles Young
2021-02-09 20:30:26 +08:00 -
988b42e159
Add Structured Covariance Estimator to riskmodel.py
Charles Young
2021-02-09 20:28:42 +08:00 -
12c8bfa545
Fix typo in Data Layer
Miae Kim
2021-02-07 16:08:34 -08:00 -
c948385e76
Add model saving for qrun and workflow example
Jactus
2021-02-07 10:06:33 +08:00 -
07b905c153
update
bxdd
2021-02-05 06:01:47 +00:00 -
0192f28bf4
add docstring & fix code
bxdd
2021-02-05 05:01:00 +00:00 -
cbf97f56a4
fix market
bxdd
2021-01-29 07:13:57 +00:00 -
d702c8bcb1
add Cut ops
bxdd
2021-01-29 07:09:45 +00:00 -
b84686b215
Update models to enable save/load
Jactus
2021-02-04 17:23:10 +08:00 -
6a670828a5
Update serial.rst
bxdd
2021-02-05 12:17:03 +08:00 -
ca6c2ffc27
Update serial.rst
bxdd
2021-02-05 12:15:55 +08:00 -
914637b3ef
update index
bxdd
2021-02-03 15:50:45 +00:00 -
d8da94de10
update docs
bxdd
2021-02-03 15:46:54 +00:00 -
477a548fe9
update data.rst docs
bxdd
2021-02-03 14:55:03 +00:00 -
35af9ad954
update docs
bxdd
2021-02-03 09:02:32 +00:00 -
8a91e7d34d
black format
bxdd
2021-02-03 09:00:41 +00:00 -
4ed8b8e233
add docs & fix reinit of datatset
bxdd
2021-02-03 08:57:31 +00:00 -
c71b645777
Update docs about record-temp
Jactus
2021-02-05 10:32:27 +08:00 -
f2ffb80a0b
Update workflow_by_code.py
HUAN-PING SU
2021-02-04 00:36:50 -08:00 -
cda1d4be40
Update workflow_by_code.py
HUAN-PING SU
2021-02-03 22:14:54 -08:00 -
fc1431cd4e
update 1min docs
zhupr
2021-02-02 17:25:31 +08:00 -
06158fb621
Update readme and setup.py
Jactus
2021-02-04 12:14:31 +08:00 -
1e2e02368c
Update readme
Jactus
2021-02-03 14:19:16 +08:00 -
d87d29aca9
Update Windows CI
Jactus
2021-02-02 19:11:20 +08:00 -
005da6306c
Update CI
Jactus
2021-02-02 18:48:42 +08:00 -
090b68e44e
Update workflow.py
bxdd
2021-02-03 13:05:31 +08:00 -
bf748ba4b7
update version number to dev
Young
2021-02-03 05:11:39 +00:00 -
0da9b909f6
update version number
v0.6.3
Young
2021-02-02 09:48:41 +00:00 -
5f87fc32ad
Fix CI
Jactus
2021-02-02 15:34:36 +08:00 -
97d354fa73
update version for releasing
v0.6.2
Young
2021-02-02 09:24:33 +00:00 -
a87fb5a68c
fix contrib data freq
Young
2021-02-02 08:48:50 +00:00 -
835b47a7e7
simplify parameters
Young
2021-02-01 10:40:45 +00:00 -
802dac81c9
move
freqparams to dataloader
Young
2021-01-31 13:34:57 +00:00 -
bdc70c192a
Update pytorch_nn.py
Wendi Li
2021-02-01 16:33:31 +00:00 -
213f809148
Update pytorch_alstm_ts.py
Wendi Li
2021-02-01 16:37:36 +00:00 -
f3fd5e0773
Update pytorch_gats.py
Wendi Li
2021-02-01 16:38:17 +00:00 -
decf74cbdf
Update pytorch_gru.py
Wendi Li
2021-02-01 16:40:16 +00:00 -
b4a92d55f8
Update pytorch_gru_ts.py
Wendi Li
2021-02-01 16:40:47 +00:00 -
ebc31b9bdb
Update pytorch_lstm.py
Wendi Li
2021-02-01 16:40:57 +00:00 -
56ebe9bf36
Update pytorch_lstm_ts.py
Wendi Li
2021-02-01 16:41:12 +00:00 -
ddd68fc761
Update pytorch_alstm.py
Wendi Li
2021-02-01 16:36:16 +00:00 -
fd5c68a7d1
Update workflow_config_doubleensemble_Alpha158.yaml
Meng Dong
2021-02-02 12:39:07 +08:00 -
8c3ec164ff
Add A New Baseline: DoubleEnsemble
meng-ustc
2021-02-02 11:46:37 +09:00 -
acdc469e39
Add A New Baseline: DoubleEnsemble
meng-ustc
2021-02-01 21:05:34 +09:00 -
f50463aca9
Fix bug in alpha360
bxdd
2021-01-31 23:59:59 +08:00 -
c0e7cbc983
Add filter_pipe API
Jactus
2021-01-26 12:33:36 +08:00 -
bcae4bb22e
Update README.md
Kan Ren
2021-01-29 00:11:02 +08:00 -
f680a564a0
Merge pull request #228 from microsoft/main
you-n-g
2021-01-29 00:09:22 +08:00 -
828993b397
Merge pull request #222 from bxdd/rl-highfreq-include-examples
you-n-g
2021-01-29 00:08:10 +08:00 -
8ef89b4fa8
update
bxdd
2021-01-28 15:01:07 +00:00 -
76cf9dad99
update
bxdd
2021-01-28 14:30:20 +00:00 -
f3eb02a0bd
update docstring
bxdd
2021-01-28 14:26:30 +00:00 -
ffa68fd010
update
bxdd
2021-01-28 14:25:55 +00:00 -
f6dd006c35
update
bxdd
2021-01-28 11:31:15 +00:00 -
9cd41e5a81
Merge pull request #227 from Arthur-Null/high-freq-execution
you-n-g
2021-01-28 16:27:05 +08:00 -
e23022e9d8
Update README.md: description about OE
Kan Ren
2021-01-28 16:24:25 +08:00 -
ebbbec2a6c
Merge branch 'high-freq-execution' into high-freq-execution
Yuchen Fang
2021-01-28 16:23:45 +08:00 -
13d39e6bbc
refine readme
Yuchen Fang
2021-01-28 16:11:58 +08:00 -
b96aab6bef
minor
Yuchen Fang
2021-01-28 14:30:54 +08:00 -
700eef4164
README
Yuchen Fang
2021-01-28 14:29:31 +08:00 -
31c7d72485
minor
Yuchen Fang
2021-01-28 14:22:55 +08:00 -
30ad1967a2
requirements
Yuchen Fang
2021-01-28 14:21:51 +08:00 -
0c6cad1d7b
rename
Yuchen Fang
2021-01-28 14:14:33 +08:00 -
a0f22571de
Update README.md
you-n-g
2021-01-28 09:44:03 +08:00 -
6835b2f67e
Update README.md
you-n-g
2021-01-28 09:40:42 +08:00 -
7c4971e566
minor
Yuchen Fang
2021-01-28 00:41:22 +08:00 -
70a9d42c7d
format
Yuchen Fang
2021-01-28 00:41:02 +08:00 -
bcadf47f32
trade
Yuchen Fang
2021-01-28 00:34:32 +08:00 -
4dc14a2489
minor
Yuchen Fang
2021-01-28 00:41:22 +08:00 -
a03b08bb4c
format
Yuchen Fang
2021-01-28 00:41:02 +08:00 -
98086e4fdc
trade
Yuchen Fang
2021-01-28 00:34:32 +08:00 -
8c29105bca
Update cache.py
you-n-g
2021-01-27 19:52:33 +08:00 -
948b829ff4
add get_data in highfreq
bxdd
2021-01-27 10:34:31 +00:00 -
304a0c3d7a
Add paper year
Jactus
2021-01-27 17:37:58 +08:00 -
02dea2aeb6
update paused
bxdd
2021-01-27 07:42:00 +00:00 -
6fc4f2b249
fix a bug
bxdd
2021-01-27 07:02:59 +00:00 -
2a5f06ee9e
update dataset test
bxdd
2021-01-27 06:25:40 +00:00