Commit Graph

  • a3679e6758 simplify the code and prevent float when shifting Young 2021-06-20 08:03:00 +00:00
  • b6c31540e8 add function to automatically update daily frequency data zhupr 2021-06-17 23:01:08 +08:00
  • a4f6e04199 modify dump_update starts with the last end date of each symbol zhupr 2021-06-17 22:33:31 +08:00
  • 0aee46ee79 Merge pull request #466 from you-n-g/online_hotfix you-n-g 2021-06-17 11:38:44 +08:00
  • 9c8d423a86 fix ModelUpdater Young 2021-06-16 14:10:51 +00:00
  • b4efbd53b2 Fix 'report' compatibility with matplotlib versions zhupr 2021-06-16 22:00:43 +08:00
  • 5a50d7c952 Merge pull request #471 from Derek-Wds/main you-n-g 2021-06-16 17:46:31 +08:00
  • 0fe8b281ba Update R wrapper logic Jactus 2021-06-16 12:28:20 +08:00
  • 5331ab93f8 Update TCTS README. lewwang 2021-06-16 12:18:16 +08:00
  • 64582e9d46 Add QlibException Jactus 2021-06-15 15:02:11 +08:00
  • 9e0e2ff736 Update QlibRecorder wrapper Jactus 2021-06-15 14:46:31 +08:00
  • 9e45528165 update backtest time range bxdd 2021-06-14 22:31:31 +08:00
  • f78e90171b fix comments & add VAStrategy & add trade indicator bxdd 2021-06-14 21:32:18 +08:00
  • 973c4137e4 fix mlflow & task bug Young 2021-06-12 13:54:26 +00:00
  • 730f6258d6 add warning and * Young 2021-06-11 10:40:56 +00:00
  • 5850490b24 simplify the code and add docs Young 2021-06-11 08:23:57 +00:00
  • d4b36bdab4 Online fix Young 2021-06-11 01:58:04 +00:00
  • 40416d8c30 Merge pull request #464 from lwwang1995/main you-n-g 2021-06-10 10:18:20 +08:00
  • 567e42840c asdf lewwang 2021-06-09 18:37:25 +08:00
  • 65ddca133f asdf lewwang 2021-06-09 18:36:12 +08:00
  • d199256d34 asdf lewwang 2021-06-09 18:35:14 +08:00
  • 073fe4668e asdf lewwang 2021-06-09 18:34:31 +08:00
  • 89d53853e5 asdf lewwang 2021-06-09 18:30:42 +08:00
  • bb6c1572ca asdf lewwang 2021-06-09 18:29:55 +08:00
  • 4c4e77b11f asdf lewwang 2021-06-09 18:28:31 +08:00
  • 38c7b7303a dsaf lewwang 2021-06-09 18:26:50 +08:00
  • 02d0eedd68 update lewwang 2021-06-09 18:21:16 +08:00
  • 5a3dde93a8 update lewwang 2021-06-09 18:15:06 +08:00
  • 177f6a59d2 asdf lewwang 2021-06-09 17:47:24 +08:00
  • 492a62a569 tcts demo page lewwang 2021-06-09 17:32:24 +08:00
  • 9a44fbf9c1 fix PEP8: qlib/scripts/data_collector/fund/collector.py zhupr 2021-06-08 22:52:31 +08:00
  • 03eb0882de fix YahooNormalizeCN1minOffline bugs zhupr 2021-06-08 22:23:05 +08:00
  • a845a2271b add normalize 1min to use local data && change the default parameters for collecting 1min zhupr 2021-06-08 14:45:20 +08:00
  • ba021f6007 Merge pull request #462 from arisliang/patch-1 you-n-g 2021-06-08 13:03:43 +08:00
  • 7d9544fb91 Remove non-existing parameter from doc al 2021-06-08 09:35:36 +08:00
  • 12b7be333d Merge pull request #461 from Derek-Wds/main you-n-g 2021-06-07 21:07:33 +08:00
  • ed54f1213c Fix exception hook bug Jactus 2021-06-07 17:13:36 +08:00
  • 76be5d50e5 Refine example Yuge Zhang 2021-06-07 10:56:12 +08:00
  • 77ba7b4e91 Add analyser example and finetune example qlib_monitor Young 2021-04-22 05:54:43 +00:00
  • 7a639eeea7 add IC and rank IC Young 2021-02-19 09:22:25 +00:00
  • cddaf90ef5 monitor initial version Young 2021-01-25 13:58:48 +00:00
  • 554b9c7826 fix YahooCollector getting 1min data occasionally missing zhupr 2021-06-05 16:01:01 +08:00
  • 6f150f3fd6 Add YahooCollector support for extend data zhupr 2021-06-04 22:28:42 +08:00
  • a06fa2bc44 Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy Yuge Zhang 2021-06-04 15:06:00 +08:00
  • 46d253b457 update Exchange.deal_order bxdd 2021-06-04 14:41:38 +08:00
  • 1581ef12ac Update impl for robustness Yuge Zhang 2021-06-04 13:01:49 +08:00
  • c43805eff6 Update end-to-end example and requirements Yuge Zhang 2021-06-04 12:20:27 +08:00
  • 8aee853a11 update Exchange bxdd 2021-06-04 00:55:10 +08:00
  • 2a0d991d9b Merge pull request #459 from you-n-g/online_srv you-n-g 2021-06-03 15:55:11 +08:00
  • 1320e53f81 fix DelayTrainerRM lzh222333 2021-06-03 03:23:48 +00:00
  • bf02fc23f8 Add RL strategy demo Yuge Zhang 2021-06-02 23:20:27 +08:00
  • f5ac6230e1 Refactor for strategy Yuge Zhang 2021-06-02 22:04:54 +08:00
  • 8222795ac4 fix format with black Young 2021-06-02 09:16:46 +00:00
  • 616a742db7 Merge pull request #435 from you-n-g/online_srv you-n-g 2021-06-02 17:12:19 +08:00
  • 811d2c975e update & fix lzh222333 2021-06-02 08:56:15 +00:00
  • 2314405613 Rename files Yuge Zhang 2021-06-02 16:53:39 +08:00
  • cc8339acd9 Add a few comments Yuge Zhang 2021-06-02 16:49:52 +08:00
  • d515efb46e Finish RL dummy example Yuge Zhang 2021-06-02 16:41:18 +08:00
  • 6272ce108f Merge remote-tracking branch 'microsoft/main' into online_srv lzh222333 2021-06-02 08:32:12 +00:00
  • 64896745d0 Merge pull request #457 from zhupr/fix_XGBoost_predict_error you-n-g 2021-06-02 16:14:18 +08:00
  • 3200bb88c8 Update an initial version of RL Yuge Zhang 2021-06-02 15:11:38 +08:00
  • b2fe2385d5 fix XGBoost predict error zhupr 2021-06-01 21:02:32 +08:00
  • 4d48c96d30 fix CI bxdd 2021-06-01 18:50:50 +08:00
  • 83535bff6a Playground checkpoint Yuge Zhang 2021-06-01 18:08:11 +08:00
  • a8e96e59f8 Merge branch 'nested_decision_exe' of https://github.com/microsoft/qlib into rl-dummy Yuge Zhang 2021-06-01 17:51:39 +08:00
  • 449e3f40c8 Update init in backtest Yuge Zhang 2021-06-01 17:51:29 +08:00
  • 04fff8ca36 solve conflict bxdd 2021-06-01 17:46:47 +08:00
  • a183d8a631 update workflow_by_code & update executor bxdd 2021-06-01 17:44:22 +08:00
  • 8d05cd2daf modify tests.config.py lzh222333 2021-06-01 09:40:53 +00:00
  • 231bdf8608 Merge remote-tracking branch 'microsoft/main' into online_srv lzh222333 2021-06-01 08:29:02 +00:00
  • a46d99a2be black format bxdd 2021-06-01 16:20:21 +08:00
  • bf16e1ab47 update Order with dataclass bxdd 2021-06-01 16:19:01 +08:00
  • ab6b88ce14 delete useless import lzh222333 2021-06-01 07:48:14 +00:00
  • 94ab4bbf3f add docs lzh222333 2021-06-01 07:45:39 +00:00
  • cdc59a78f0 Merge branch 'nested_decision_exe' into rl-dummy Yuge Zhang 2021-06-01 11:34:45 +08:00
  • d3dac068df Update simple playground Yuge Zhang 2021-06-01 11:33:44 +08:00
  • 60e082e446 add infra interface & fix no KeyboardInterpret bug bxdd 2021-05-31 20:40:11 +08:00
  • 4ff0c4fb0f Update strategy.rst you-n-g 2021-05-31 08:52:41 +08:00
  • b3eece155f Merge pull request #452 from arisliang/patch-1 you-n-g 2021-05-30 09:44:47 +08:00
  • 02e34eb9e9 Add import stock pool (csi300) in documentation al 2021-05-30 08:27:21 +08:00
  • bf3b757294 fix bugs bxdd 2021-05-29 00:31:40 +08:00
  • 96e393b599 del DEBUG log bxdd 2021-05-28 22:32:33 +08:00
  • 029b63c9dd fix bugs & add highfreq backtest example bxdd 2021-05-28 22:29:21 +08:00
  • c26bee126b Support loading for backtest Yuge Zhang 2021-05-28 17:31:08 +08:00
  • 3033fdf4b7 Merge pull request #444 from zhupr/feature_importance you-n-g 2021-05-28 16:23:53 +08:00
  • ef11a9d95c modify the default value of exists_skip in the GetData.qlib_data parameter to False zhupr 2021-05-28 14:57:06 +08:00
  • 98eacf8f88 add test/config.py zhupr 2021-05-28 13:24:47 +08:00
  • 43cad1ec27 Merge pull request #442 from arisliang/patch-3 you-n-g 2021-05-28 11:22:10 +08:00
  • e7aa7ffcdd Merge pull request #447 from arisliang/patch-2 you-n-g 2021-05-28 10:46:58 +08:00
  • ed3c9d9212 Merge pull request #448 from arisliang/patch-4 you-n-g 2021-05-28 10:46:25 +08:00
  • 2f3fbae73b Merge pull request #450 from arisliang/patch-5 you-n-g 2021-05-28 10:45:52 +08:00
  • e409bee9b9 Update report.rst al 2021-05-28 07:54:45 +08:00
  • 7ceec37848 Update integration.rst al 2021-05-27 22:35:43 +08:00
  • 6a636546c4 Merge github.com:microsoft/qlib into bxdd-qlib_highfreq_backtest bxdd 2021-05-27 21:16:35 +08:00
  • 4085b447aa move backtest to core, fix calendar bugs, add some docstring bxdd 2021-05-27 21:14:39 +08:00
  • c12c861b7a Remove repeated package from requirements al 2021-05-27 19:37:57 +08:00
  • 2ad61f12b3 rename var in backtest bxdd 2021-05-27 17:03:53 +08:00
  • 0a4e241608 add get_feature_importance to model interpret zhupr 2021-05-27 14:18:17 +08:00
  • ca0363ded8 update trainer and manage lzh222333 2021-05-27 06:04:46 +00:00
  • 5a382d7e99 Update data.rst al 2021-05-27 12:40:55 +08:00