Commit Graph

Select branches

Hide Pull Requests

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_nor_bug

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

test_ci

update-CI-ubuntu-version

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

you-n-g-patch-6

you-n-g-patch-7

yx/docs_for_hd

#1

#10

#1000

#1001

#1003

#1005

#1008

#1012

#1013

#1014

#1015

#1022

#1023

#1031

#1032

#1037

#1038

#1039

#1040

#1041

#1042

#1043

#1044

#1046

#1047

#1048

#1049

#1050

#1052

#1053

#1054

#1055

#1057

#106

#1068

#1070

#1072

#1073

#1074

#1076

#1077

#1078

#1080

#1081

#1082

#1084

#1086

#1088

#1089

#1090

#1091

#1092

#1094

#1095

#1096

#1097

#11

#1102

#1103

#1104

#1107

#1108

#1109

#1110

#1111

#1113

#1116

#1118

#1119

#1120

#1123

#1125

#1126

#1127

#1128

#1129

#113

#1130

#1131

#1132

#1134

#1135

#1141

#1142

#1144

#1145

#1146

#1147

#1148

#1149

#1150

#1151

#1152

#1153

#1154

#1155

#1156

#1157

#1158

#1159

#1160

#1161

#1162

#1163

#1164

#1167

#1169

#1170

#1171

#1173

#1177

#1178

#1179

#118

#1183

#1185

#1186

#1188

#119

#1192

#1197

#1199

#12

#1201

#1202

#1203

#1204

#1205

#1207

#1209

#1210

#1211

#1212

#1213

#1214

#1215

#1216

#1217

#1219

#122

#1220

#1221

#1222

#1223

#1225

#1226

#1227

#1228

#1229

#123

#1230

#1234

#1239

#124

#1244

#1246

#1247

#1248

#125

#1250

#1251

#1252

#1253

#1254

#1257

#1262

#1263

#1264

#1267

#1270

#1271

#1273

#1275

#1279

#1283

#1285

#1287

#129

#1291

#1294

#1299

#13

#130

#1302

#1308

#1310

#1312

#1314

#1316

#1318

#1321

#1322

#1325

#1326

#1327

#1327

#1329

#1330

#1332

#1333

#1334

#1335

#1336

#1337

#1338

#1339

#134

#1342

#1347

#1348

#1349

#135

#1351

#1352

#1353

#1354

#1355

#1357

#1358

#1360

#1362

#1363

#1364

#1365

#1366

#1367

#1368

#1372

#1373

#1375

#138

#1381

#1382

#1384

#1386

#1387

#1388

#1389

#1390

#1391

#1392

#1393

#1394

#1395

#1398

#1402

#1405

#1406

#1407

#1409

#1410

#1411

#1413

#1413

#1414

#1415

#1417

#1418

#1419

#1420

#1421

#1422

#1423

#1424

#1425

#1426

#143

#1430

#1430

#1433

#1434

#1435

#1435

#1437

#1437

#1438

#1439

#1445

#1447

#1449

#145

#1451

#1454

#1454

#146

#1461

#1461

#1463

#1464

#1469

#1470

#1472

#1473

#1474

#1475

#1476

#1476

#1479

#1479

#148

#1480

#1481

#1485

#1486

#1486

#1488

#1492

#1495

#1498

#1499

#1500

#1502

#1503

#1504

#1507

#1508

#1509

#1513

#1515

#1516

#1517

#1518

#1519

#1519

#152

#1520

#1521

#1522

#1524

#1526

#1526

#1527

#1528

#1529

#1530

#1531

#1531

#1532

#1533

#1534

#1535

#1536

#1537

#1538

#1539

#1540

#1542

#1546

#1548

#1549

#1550

#1552

#1553

#1556

#1556

#1558

#1560

#1560

#1566

#1568

#1569

#1570

#1573

#1574

#1575

#1575

#1576

#1577

#1578

#1579

#1580

#1581

#1582

#1584

#1585

#1587

#1587

#1588

#1589

#1591

#1592

#1593

#1594

#1596

#1598

#1599

#16

#1601

#1602

#1603

#1604

#1605

#1606

#1608

#1609

#1612

#1614

#1614

#1617

#1617

#1618

#1627

#1637

#164

#1641

#1642

#1642

#1643

#1643

#165

#1656

#1661

#1666

#1666

#1667

#1669

#1673

#1673

#1674

#1674

#1675

#1676

#1677

#1679

#1680

#1698

#17

#1707

#1709

#1710

#1711

#1712

#1721

#1723

#1724

#1725

#1726

#1727

#1728

#1728

#1730

#1732

#1733

#1736

#1737

#1738

#174

#1744

#1744

#1745

#175

#1751

#1754

#1758

#1759

#1766

#1767

#177

#1770

#1776

#1777

#178

#1783

#1784

#1788

#179

#1790

#1790

#1793

#1800

#1803

#1804

#1809

#1810

#1811

#1812

#1813

#1814

#1816

#1817

#182

#1822

#1823

#1824

#1827

#1829

#183

#1839

#1840

#1841

#1842

#1847

#1847

#1848

#1853

#1855

#1855

#1863

#1863

#1865

#1866

#1868

#1869

#1870

#1871

#1872

#1873

#1876

#1877

#188

#1881

#1883

#189

#1894

#1895

#1896

#1897

#1898

#1899

#1901

#1902

#1904

#1907

#1907

#191

#1912

#1913

#1914

#1916

#1917

#1918

#192

#1921

#1924

#1928

#1929

#193

#1931

#1935

#1935

#1936

#1938

#1939

#1939

#194

#1940

#1941

#1943

#1944

#1944

#1945

#1945

#1954

#1955

#1958

#1959

#1959

#196

#1960

#1962

#1966

#1967

#197

#1970

#1971

#1971

#1975

#1977

#1979

#198

#1980

#1985

#1986

#1986

#1987

#1989

#1989

#1990

#1991

#1991

#1992

#1996

#1997

#1998

#20

#200

#2000

#2000

#2001

#2003

#2007

#2008

#2009

#201

#2010

#2011

#2015

#2015

#2023

#2023

#2024

#2024

#2025

#2025

#203

#2032

#2033

#2034

#2035

#2037

#2040

#2040

#2043

#2046

#2047

#2049

#205

#2051

#2052

#2055

#2056

#2056

#2057

#2062

#2062

#2065

#2067

#2067

#2068

#207

#2070

#2070

#2072

#2075

#2075

#2076

#2077

#2078

#2078

#2079

#2079

#2082

#2083

#2085

#2085

#2086

#2086

#2087

#2089

#2089

#2091

#2093

#2094

#2095

#2096

#2099

#21

#2100

#2100

#2101

#2101

#2102

#2102

#2103

#2103

#2104

#2104

#2105

#2105

#2106

#2106

#2107

#2107

#2108

#2108

#2109

#2109

#2110

#2110

#2111

#2111

#2112

#2112

#2113

#2113

#2114

#2114

#2115

#2115

#2116

#2116

#2117

#2117

#2118

#2118

#2119

#2119

#2120

#2120

#2121

#2121

#2123

#2124

#2124

#2125

#2125

#2127

#213

#2131

#2131

#2132

#2132

#2133

#2133

#2134

#2134

#2135

#2135

#2136

#2138

#2138

#2140

#2141

#2141

#2142

#2142

#2143

#2143

#2144

#2145

#2145

#2147

#2147

#2148

#2148

#2150

#2150

#2151

#2153

#2155

#2155

#2156

#2156

#2160

#2161

#2161

#2164

#2164

#2166

#2166

#2168

#2168

#2169

#2169

#2170

#2170

#2171

#2171

#2172

#2172

#2173

#2173

#2174

#2174

#2175

#2175

#2176

#2176

#2177

#2177

#2178

#2178

#2179

#2179

#2180

#2180

#2183

#22

#220

#221

#222

#224

#226

#227

#228

#23

#234

#236

#24

#241

#242

#243

#244

#245

#246

#247

#248

#250

#251

#252

#253

#254

#256

#257

#258

#259

#26

#260

#261

#264

#265

#266

#268

#27

#272

#273

#275

#277

#28

#280

#284

#286

#29

#290

#291

#292

#297

#298

#3

#30

#300

#302

#306

#31

#310

#311

#314

#318

#319

#32

#322

#324

#325

#328

#329

#33

#331

#332

#333

#337

#34

#340

#343

#345

#347

#348

#35

#350

#351

#353

#357

#358

#359

#362

#365

#37

#371

#372

#373

#374

#378

#379

#38

#380

#381

#39

#393

#397

#398

#399

#40

#401

#404

#405

#406

#407

#408

#41

#412

#413

#416

#418

#419

#42

#423

#431

#433

#435

#438

#439

#44

#440

#441

#442

#443

#444

#447

#448

#45

#450

#452

#456

#457

#459

#461

#462

#463

#464

#466

#468

#470

#471

#472

#473

#474

#475

#476

#477

#478

#479

#48

#480

#481

#482

#483

#484

#485

#487

#489

#49

#490

#491

#493

#494

#495

#496

#497

#498

#500

#504

#508

#51

#510

#512

#513

#514

#520

#523

#524

#525

#527

#528

#529

#530

#531

#532

#534

#538

#539

#540

#541

#542

#545

#546

#549

#55

#550

#552

#553

#554

#555

#556

#557

#558

#559

#56

#560

#562

#565

#566

#569

#57

#571

#574

#575

#576

#578

#580

#582

#585

#586

#587

#588

#589

#59

#591

#592

#595

#596

#597

#598

#599

#60

#600

#604

#605

#606

#609

#611

#615

#616

#619

#62

#620

#622

#623

#624

#626

#627

#628

#629

#630

#632

#633

#634

#635

#639

#642

#643

#645

#646

#647

#649

#65

#650

#654

#655

#659

#66

#660

#661

#668

#669

#67

#673

#677

#678

#679

#68

#683

#685

#688

#689

#69

#694

#695

#697

#70

#700

#702

#703

#704

#707

#709

#71

#711

#718

#719

#72

#723

#73

#730

#732

#733

#734

#74

#740

#741

#742

#743

#744

#75

#751

#753

#754

#756

#76

#766

#768

#77

#771

#773

#774

#775

#777

#778

#779

#78

#780

#781

#782

#783

#784

#79

#790

#791

#792

#793

#795

#797

#801

#802

#805

#806

#81

#811

#812

#815

#829

#83

#830

#831

#832

#833

#834

#835

#836

#837

#838

#84

#841

#843

#844

#846

#848

#850

#852

#853

#858

#859

#860

#863

#864

#865

#866

#867

#868

#869

#870

#871

#875

#876

#877

#878

#879

#880

#882

#884

#885

#886

#887

#888

#89

#890

#890

#891

#891

#893

#895

#896

#897

#898

#899

#900

#907

#908

#912

#915

#917

#918

#92

#920

#921

#922

#932

#933

#935

#936

#937

#937

#938

#94

#941

#946

#947

#95

#950

#953

#955

#957

#958

#959

#960

#961

#962

#963

#965

#966

#967

#969

#97

#970

#971

#972

#973

#974

#977

#979

#980

#981

#982

#984

#986

#987

#99

#990

#992

#995

#999

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

Mono Color

• 215f7e0d22 update version for release 0.7.0 v0.7.0 Young 2021-07-11 14:34:44 +00:00
• 45bde7527e move the pa sign from last step to first Young 2021-07-09 10:33:41 +00:00
• 155019ba35 move the pa sign from last step to first Young 2021-07-09 10:33:41 +00:00
• ece7b662e2 Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy v-mingzhehan 2021-07-09 09:32:15 +00:00
• 80f5426693 update docsting Young 2021-07-09 08:29:19 +00:00
• cbd52b7905 align range limit Young 2021-07-08 13:37:20 +00:00
• 17d8b8a7cc fix calculating base_price Young 2021-07-08 05:54:36 +00:00
• eada8640b9 align range limit Young 2021-07-08 13:37:20 +00:00
• 32ae6e4259 fix calculating base_price Young 2021-07-08 05:54:36 +00:00
• 5c5379e09d Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy v-mingzhehan 2021-07-07 12:26:43 +00:00
• e8f5a1e491 black format Young 2021-07-07 10:52:52 +00:00
• 0c946cffd6 add supporting setting trade unit in exchange Young 2021-07-07 10:47:54 +00:00
• 1fb50d521b Merge branch 'main' into nested_decision_exe you-n-g 2021-07-07 17:30:31 +08:00
• 8c743a46c7 use init_instance_by_config wangwenxi.handsome 2021-07-04 20:25:35 +08:00
• 93796bdcef add exchange kwargs wangwenxi.handsome 2021-06-29 21:34:36 +08:00
• 267ee3555d fix all example wangwenxi.handsome 2021-06-28 21:29:12 +08:00
• 8b28575dad fill placehorder dict and list wangwenxi.handsome 2021-06-24 20:46:20 +08:00
• 4488c3b625 code optimization wangwenxi.handsome 2021-06-23 17:37:39 +08:00
• bd6080b8f5 yaml update wangwenxi.handsome 2021-06-23 11:54:05 +08:00
• cbe7c5285a high_fre_yaml wangwenxi.handsome 2021-06-23 11:52:21 +08:00
• 85c75a6639 config_extend Wenxi Wang (FA Talent) 2021-06-22 17:11:00 +08:00
• d1b8ed9613 fix qrun xixi 2021-06-22 10:04:38 +08:00
• d6984a3f2d fill_placehorder xixi 2021-06-19 17:32:28 +08:00
• e42aa67f52 Supporting skip empty decisions Young 2021-07-06 12:08:53 +00:00
• 4e41e9c8f2 simplify the portfolio-based report Young 2021-07-06 11:09:25 +00:00
• 6fd50a5bfa Supporting skip empty decisions Young 2021-07-06 12:08:53 +00:00
• dd8231edeb simplify the portfolio-based report Young 2021-07-06 11:09:25 +00:00
• 03d6facbd2 fix TWAP strategy Young 2021-07-06 10:02:20 +00:00
• 354f7e68c2 Constrain TWAP trade step v-mingzhehan 2021-07-06 08:47:55 +00:00
• e214557e3a Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy v-mingzhehan 2021-07-06 06:43:34 +00:00
• bdac9f4dda supporting seperated buy and sell price Young 2021-07-06 06:28:14 +00:00
• cb72857710 fix annotation recursive error Young 2021-07-06 05:20:53 +00:00
• 82645233e7 Support order dataframe v-mingzhehan 2021-07-06 03:50:34 +00:00
• dafef0ac08 Update workflow.rst xiaowuhu 2021-07-05 17:25:53 +08:00
• 1cb43ea69b Update workflow.rst xiaowuhu 2021-07-05 14:43:09 +08:00
• 7ca9cf79f7 Update README.md you-n-g 2021-07-05 19:47:49 +08:00
• e063d3536c Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy v-mingzhehan 2021-07-05 09:37:22 +00:00
• 35f090a6e4 Update what's new you-n-g 2021-07-04 16:47:33 +08:00
• ace7484304 Update TCTS. (#495) Lewen Wang 2021-07-04 16:45:05 +08:00
• 7048bef7c6 fix ffr and order amount Young 2021-07-04 06:41:34 +00:00
• 50c0e99f98 fix ffr and order amount Young 2021-07-04 06:41:34 +00:00
• 9b74a19b14 Merge pull request #493 from bxdd/optimize_resam_data bxdd 2021-07-04 02:44:53 +08:00
• ecf2f24d59 fix comments bxdd 2021-07-03 18:42:40 +00:00
• ef7fe8aa75 support parallel HF trading Young 2021-07-03 08:46:09 +00:00
• 2d4f0e80f9 black format bxdd 2021-07-01 18:13:17 +00:00
• 946c9392a1 support check_transform_proc module_path bxdd 2021-07-01 18:01:42 +00:00
• 8dd5788bac fix comments & update resam ts_last method bxdd 2021-07-01 16:31:58 +00:00
• 8b85b9eee7 optimize performance of resam data in rule_strategy & exchange bxdd 2021-07-01 14:35:49 +00:00
• 2b4a493617 Order patch v-mingzhehan 2021-07-01 09:41:08 +00:00
• a401f1eafe improve the docstring Young 2021-06-30 08:50:03 +00:00
• 24d5a3127b Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy v-mingzhehan 2021-06-30 08:30:33 +00:00
• bbf5d1bbbb add file order strategy Young 2021-06-30 07:34:23 +00:00
• b242d6e1e1 delMiniTimer in haandler storage test bxdd 2021-06-29 15:54:20 +00:00
• 8d1b1979d9 update handler_storage test bxdd 2021-06-29 15:51:41 +00:00
• 9985befe69 update HashingStockStorage bxdd 2021-06-29 12:02:27 +00:00
• b523b27d5a add docstring lzh222333 2021-06-29 10:37:09 +00:00
• 0b83fb3564 more general exception lzh222333 2021-06-28 05:23:45 +00:00
• d96f7a67c6 bug & docs fixed lzh222333 2021-06-23 08:46:21 +00:00
• a7862387a2 fixed update bugs lzh222333 2021-06-22 08:18:32 +00:00
• c4c438249c modify OnlineToolR lzh222333 2021-06-22 02:50:41 +00:00
• 90bbf2b7c6 Fix account update bar_count bug you-n-g 2021-06-30 08:29:47 +08:00
• e1b6f310c9 add Handler Storage bxdd 2021-06-28 20:06:15 +00:00
• 20d566ceee Merge branch 'rl-dummy' of github.com:ultmaster/qlib into rl-dummy Yuge Zhang 2021-06-28 18:01:41 +08:00
• 8e8bba1a96 Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy Yuge Zhang 2021-06-28 18:01:02 +08:00
• 27f0db669f black format & add comments & add randStrategy direction Young 2021-06-28 08:16:51 +00:00
• 72c9593aa7 adapting strategies to latest interfaces. Young 2021-06-28 07:30:34 +00:00
• c907d8deb4 fix bugs of random strategy Young 2021-06-27 12:27:15 +00:00
• e78cdd4a08 return the detailed order indicator Young 2021-06-27 10:13:25 +00:00
• 9b91758aed performance optimization for cal_sam_minute Young 2021-06-27 09:24:55 +00:00
• b41267fa59 successful run random order gen in day script Young 2021-06-25 20:12:39 +00:00
• b68294da93 add InfPosition Young 2021-06-25 14:00:21 +00:00
• 4f384d37ce API enhancement Young 2021-06-25 05:48:21 +00:00
• 284d96761b fix bug in resam feature bxdd 2021-06-27 17:49:49 +00:00
• 8709dde65b Merge pull request #481 from ai4stocks/working_workflow_fix_ipynb you-n-g 2021-06-26 19:57:24 +08:00
• d66733c358 examples/workflow_by_code.ipynd: fix an error in R.get_recorder() parameters Guodong Xu 2021-06-26 18:25:47 +08:00
• 9cf574b697 Merge pull request #479 from linhx25/main Dong Zhou 2021-06-25 18:08:23 +08:00
• 107e40f3ee Add TRA Model linhx25 2021-06-25 16:12:50 +08:00
• b6564cd760 support trade decision update bxdd 2021-06-24 19:09:36 +00:00
• 1517a9eb91 add default executor config & update bug in indicator bxdd 2021-06-24 13:59:10 +00:00
• 4837ba8db3 Merge pull request #476 from bxdd/qlib_ops_config you-n-g 2021-06-24 20:41:48 +08:00
• 2ab4a9adb3 Set self.fitted = True instead of self._fitted. Qian Chen 2021-06-24 11:56:25 +08:00
• 8d0b673341 add custom_ops docstring bxdd 2021-06-24 15:00:45 +08:00
• 8ebdb1e873 Merge pull request #463 from zhupr/support_extend_data you-n-g 2021-06-24 13:53:30 +08:00
• 39340fbf06 fix: typo zhupr 2021-06-24 11:07:40 +08:00
• 0e277723a3 Merge remote-tracking branch 'qlib/main' into qlib_main zhupr 2021-06-24 00:09:54 +08:00
• 1418417034 fix automatic update of daily frequency data zhupr 2021-06-23 23:59:59 +08:00
• b261f7b501 Update README.md you-n-g 2021-06-23 20:51:21 +08:00
• bab50e8837 fix YahooNormalize1min && update docs zhupr 2021-06-23 16:13:26 +08:00
• 0eee4a0f2e support config custom_ops bxdd 2021-06-23 15:56:36 +08:00
• 21eb71d4a9 update framework for online serving Young 2021-06-23 02:05:38 +00:00
• 583fbbef3c Resolve init conflict v-mingzhehan 2021-06-22 07:07:19 +00:00
• d226ac8c32 Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy v-mingzhehan 2021-06-22 07:07:07 +00:00
• ab97e82484 fix bug in Exchange bxdd 2021-06-22 15:03:05 +08:00
• 7525854bed Add shortcut in init v-mingzhehan 2021-06-22 03:47:39 +00:00
• 56cf43da44 Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy v-mingzhehan 2021-06-22 03:27:34 +00:00
• 46714adf4c modify the YahooNormalize1min factor calculation zhupr 2021-06-22 11:15:09 +08:00
• 4ac6e6e246 fix account bug & update indicator_analysis & fix some comments bxdd 2021-06-22 02:42:09 +08:00
• 99fb49650a add end_date parameter to collector.normalize_data zhupr 2021-06-21 17:20:37 +08:00
• 985fd0816c Fix cn_index.collector network error zhupr 2021-06-21 17:18:04 +08:00
• d0f54343c7 support subclass of TSDatasetH Young 2021-06-20 12:00:24 +00:00