Commit Graph

  • 0b607da690 Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy v-mingzhehan 2021-07-27 14:32:36 +00:00
  • 0d41ca26ab fix data format bug & twap peeking strategy Young 2021-07-27 14:16:18 +00:00
  • ba1c575aa9 doc and black for indicator wangwenxi.handsome 2021-07-27 12:14:43 +00:00
  • 66971d5f0d fix indicator wangwenxi.handsome 2021-07-27 09:06:13 +00:00
  • fcca242807 add cash settlement mechanism Young 2021-07-26 17:05:33 +00:00
  • 4924717276 fix black wangwenxi.handsome 2021-07-26 11:25:14 +00:00
  • c202a4b1e6 fix _get_base_vol_pri clip_time_range wangwenxi.handsome 2021-07-26 11:21:05 +00:00
  • dc6859bdd9 Fix docs of QlibRecorder you-n-g 2021-07-26 19:00:47 +08:00
  • a6f9dde006 Update README.md you-n-g 2021-07-26 18:36:09 +08:00
  • bdebe12cf2 support empty benchmark Young 2021-07-26 06:14:57 +00:00
  • 1d22ee56d3 recorder support upload both raw file and directory Young 2021-07-25 16:35:16 +00:00
  • e88c45e13c update position wangwenxi.handsome 2021-07-25 12:38:54 +00:00
  • 103d3034bf Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into nested_decision_exe wangwenxi.handsome 2021-07-25 12:37:04 +00:00
  • 4ffb05ae59 Update Action wangwenxi-handsome 2021-07-23 18:25:24 +08:00
  • 6dcbf51298 update action wangwenxi.handsome 2021-07-24 11:36:12 +00:00
  • 9d732e9646 Update Action wangwenxi-handsome 2021-07-23 18:25:24 +08:00
  • a8ea66b83e black wangwenxi.handsome 2021-07-23 09:33:04 +00:00
  • 9e6f4ec578 Merge pull request #520 from wangwenxi-handsome/nested_decision_exe you-n-g 2021-07-23 14:36:36 +08:00
  • 301e0477ec Merge branch 'nested_decision_exe' of https://github.com/wangwenxi-handsome/qlib into nested_decision_exe wangwenxi.handsome 2021-07-23 05:52:09 +00:00
  • 0ec6b87d39 fix little bug wangwenxi.handsome 2021-07-23 05:50:41 +00:00
  • d445f28e5f Merge branch 'main' into nested_decision_exe you-n-g 2021-07-23 12:38:20 +08:00
  • bbba9600a1 Merge branch 'nested_decision_exe' into nested_decision_exe you-n-g 2021-07-23 12:15:45 +08:00
  • 2c8a3ded08 high_performance_data_structure wangwenxi.handsome 2021-07-22 15:20:03 +00:00
  • 3810a4cd33 Update data.rst panshuaiyin 2021-07-22 13:21:54 +08:00
  • 48af7126b6 Update news about models you-n-g 2021-07-22 11:07:09 +08:00
  • 025b1dcff9 Add two new models in model zoo Ying-Tao Luo 2021-07-20 15:00:59 +08:00
  • 29e66b2dea Add two new model in zoo Ying-Tao Luo 2021-07-20 15:00:15 +08:00
  • 698e59ac72 Add performance of two new models Ying-Tao Luo 2021-07-20 14:55:03 +08:00
  • e006ef40ad Update pytorch_localformer_ts.py Ying-Tao Luo 2021-07-18 22:37:41 +08:00
  • 59d4bc9394 update run_all_model and black format Young 2021-07-18 12:09:57 +08:00
  • b07e0bffb1 Add files via upload Ying-Tao Luo 2021-07-16 18:35:50 +08:00
  • 161343018f Add files via upload Ying-Tao Luo 2021-07-16 18:35:00 +08:00
  • bee031af68 Add files via upload Ying-Tao Luo 2021-07-16 18:33:11 +08:00
  • 35840606a8 Update pytorch_localformer.py Ying-Tao Luo 2021-07-16 15:05:32 +08:00
  • 2df9b6e076 Add files via upload Ying-Tao Luo 2021-07-14 16:24:01 +08:00
  • 0c3eaf3f16 Add files via upload Ying-Tao Luo 2021-07-14 16:18:35 +08:00
  • 2eee064eb8 Add files via upload Ying-Tao Luo 2021-07-14 16:11:51 +08:00
  • 096ef5a62b Update pytorch_transformer.py Ying-Tao Luo 2021-07-14 15:50:33 +08:00
  • dd0eebed53 Update pytorch_localformer.py Ying-Tao Luo 2021-07-14 15:49:17 +08:00
  • 7b20abeda1 Add files via upload Ying-Tao Luo 2021-07-13 12:12:45 +08:00
  • 10c182e2b0 add order_indicator doc wangwenxi.handsome 2021-07-21 14:09:12 +00:00
  • 83d4387e9f pandas_order_indicator wangwenxi.handsome 2021-07-21 12:47:31 +00:00
  • 5519420efd Update test_macos.yml you-n-g 2021-07-21 18:30:25 +08:00
  • eb3c5b3088 macos-test-ci split out separately zhupr 2021-07-21 13:16:34 +08:00
  • f03df874bf fix macos-test-ci zhupr 2021-07-21 01:04:01 +08:00
  • 8fa22bd2e1 added 1min for IN and also updated readme 2796gaurav 2021-07-21 14:16:22 +05:30
  • d1c8d885aa cleaned the code Gaurav 2021-07-21 17:59:50 +05:30
  • bf7732e284 fix df_features.index conține np.nan zhupr 2021-07-21 00:02:33 +08:00
  • 9bf8c999e6 type checking update v-mingzhehan 2021-07-20 06:14:40 +00:00
  • 4e862f7d1f add print cash in verbose mode and code format Young 2021-07-20 05:12:22 +00:00
  • 3f5334ab39 Update qrun to automaticly save the config to the artifacts uri wuzhe1234 2021-07-19 09:29:37 +08:00
  • 62583ea6ec Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy v-mingzhehan 2021-07-19 04:18:17 +00:00
  • 92f2891664 fix order factor setting issue Young 2021-07-19 01:57:22 +00:00
  • c97a96363d Add a check if change is mutated to YahooNormalize1d zhupr 2021-07-15 22:12:53 +08:00
  • 25ff62f542 Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy v-mingzhehan 2021-07-18 09:00:47 +00:00
  • 2023f714c9 [fixed] lgtm issue : unused imported module of 'signal' and change to PEP8 style code imported module slowy07 2021-07-18 09:08:43 +07:00
  • f8a2b0533b lgtm issue: fixing unused import of 'time' slowy07 2021-07-18 09:01:45 +07:00
  • 3183a232df update doc str chaosyu 2021-07-16 19:48:46 +08:00
  • 8b715268bd use list_kwargs instead filter_string chaosyu 2021-07-16 19:44:06 +08:00
  • 28cb827a23 fix lint issue chaosyu 2021-07-15 11:46:10 +08:00
  • b723f14619 apply filter string to recorder collector chaosyu 2021-07-14 19:04:10 +08:00
  • 47535ba530 add mlflow filter string support to limit too much run number chaosyu 2021-07-14 18:55:58 +08:00
  • 4a62e02fca add get_data_cal_avail_range method Young 2021-07-18 07:05:10 +00:00
  • 572181ef5d Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy v-mingzhehan 2021-07-18 03:55:39 +00:00
  • ed12c7fca3 add common_infra warning and fix time bug Young 2021-07-18 03:13:15 +00:00
  • 5f50614dbc Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy v-mingzhehan 2021-07-17 16:31:31 +00:00
  • 7738f39546 filter zero base price Young 2021-07-17 06:53:51 +00:00
  • d70e5a4f88 add YahooNormalizeIN and YahooNormalizeIN1d Gaurav 2021-07-17 10:40:16 +05:30
  • 2b8d4dc3c2 callable wangwenxi.handsome 2021-07-16 14:09:36 +00:00
  • 6ad52e8cf5 black and doc wangwenxi.handsome 2021-07-16 13:55:49 +00:00
  • 567841e1c6 get qlib data in exchange wangwenxi.handsome 2021-07-16 12:56:49 +00:00
  • 110141ddac add doc wangwenxi.handsome 2021-07-16 09:17:29 +00:00
  • 65b44349cd add PandasQuote wangwenxi.handsome 2021-07-16 08:29:32 +00:00
  • 3b8087677c Update online.rst you-n-g 2021-07-16 12:24:33 +08:00
  • 5241b2f918 Merge branch 'nested_decision_exe' of github.com:microsoft/qlib into nested_decision_exe Young 2021-07-16 03:12:09 +00:00
  • 344f4f69d2 add data calendar API and refine order cal api Young 2021-07-16 03:11:07 +00:00
  • f295497e2c Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into nested_decision_exe wangwenxi.handsome 2021-07-15 13:38:38 +00:00
  • aae4b02ab8 *tuple wangwenxi.handsome 2021-07-15 13:34:39 +00:00
  • d907817ce9 unify variable names Young 2021-07-15 13:17:26 +00:00
  • 4ec41ea0e7 Add a check if change is mutated to YahooNormalize1d zhupr 2021-07-14 23:23:04 +08:00
  • 870f834577 Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy v-mingzhehan 2021-07-15 08:31:39 +00:00
  • 94b456714d refactor index_range to trade_range Young 2021-07-15 07:54:27 +00:00
  • cfcd9fb1f8 cleaned with black Gaurav 2021-07-15 11:24:41 +05:30
  • 457dcaa466 cleaned with black Gaurav 2021-07-14 20:12:00 +05:30
  • 3c740fc2de MVP for Indian Stocks in qlib using yahooquery Gaurav 2021-07-14 19:54:55 +05:30
  • 571d27cba7 exchange support expression buy sell limit Young 2021-07-14 13:05:36 +00:00
  • 831773a0d6 Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy v-mingzhehan 2021-07-14 09:12:54 +00:00
  • 6d91f28474 Update README.md you-n-g 2021-07-14 10:07:02 +08:00
  • be8653c505 Update contributing section you-n-g 2021-07-14 09:56:12 +08:00
  • 7b9e338a0d add docs wangwenxi.handsome 2021-07-13 22:01:40 +08:00
  • 0646e53d24 fix spell error wangwenxi.handsome 2021-07-13 21:07:38 +08:00
  • ca14e36f7a initial account by position wangwenxi.handsome 2021-07-13 20:54:58 +08:00
  • 9b38e62f21 Add more friendly index range by timing Young 2021-07-13 14:46:53 +00:00
  • 4c4b30ebec fix base price and volumn wangwenxi.handsome 2021-07-13 16:15:52 +08:00
  • a8974ce535 bug fix: ClientProvider cannot set connection to calendar and instrument providers chaosyu 2021-07-07 15:14:05 +08:00
  • 79026e5390 fix bug that duplicate rows will cause reindex failed when dumping with csv files chaosyu 2021-06-25 09:38:49 +08:00
  • 4610e16ac2 updated readme of yahoo collector where region parameter was incorrect (#504) Gaurav Chauhan 2021-07-13 07:16:13 +05:30
  • b504cc6ac8 update readme and rst wangwenxi.handsome 2021-07-12 21:51:08 +08:00
  • c29e5b2621 Fix circular import v-mingzhehan 2021-07-12 13:50:13 +00:00
  • d5059e609f change to dev version Young 2021-07-12 02:49:25 +00:00