fasiondog
|
2efcc6577c
|
MultiFactor (continue)
|
2024-03-15 21:19:56 +08:00 |
|
fasiondog
|
7e40666f1b
|
MultiFactor (continue)
|
2024-03-15 03:16:55 +08:00 |
|
fasiondog
|
f7b80fb446
|
MultiFactor (continue)
|
2024-03-15 02:31:58 +08:00 |
|
fasiondog
|
cf22c8517f
|
update
|
2024-03-14 18:21:32 +08:00 |
|
fasiondog
|
1f8af1d828
|
Merge branch 'master' of https://github.com/fasiondog/hikyuu into feature/factor
|
2024-03-14 17:47:48 +08:00 |
|
fasiondog
|
33c252cabd
|
fixed get_trans_list 数据错误
|
2024-03-14 17:43:15 +08:00 |
|
fasiondog
|
085d82e6f9
|
update
|
2024-03-14 17:38:14 +08:00 |
|
fasiondog
|
e668c651fa
|
Merge branch 'master' of https://github.com/fasiondog/hikyuu into feature/factor
|
2024-03-14 14:34:24 +08:00 |
|
fasiondog
|
ba2849f291
|
fixed python 日志目录创建
|
2024-03-14 14:33:45 +08:00 |
|
fasiondog
|
97c24af203
|
update
|
2024-03-14 14:32:27 +08:00 |
|
fasiondog
|
7fa63b00d9
|
update
|
2024-03-14 03:51:55 +08:00 |
|
fasiondog
|
e74065a7d0
|
MultiFactor (continue)
|
2024-03-14 03:38:01 +08:00 |
|
fasiondog
|
29fa234ba5
|
Indicator 增加 equal/isSame 方法,简化一些测试代码
|
2024-03-14 02:07:24 +08:00 |
|
fasiondog
|
145c1bf211
|
指标计算时,如果缺失需要上下文的叶子节点,给出告警
|
2024-03-13 23:51:01 +08:00 |
|
fasiondog
|
4cfeba4d35
|
fixed compile errors on ubuntu
|
2024-03-13 16:40:13 +08:00 |
|
fasiondog
|
c82d438639
|
MultiFactor (continue)
|
2024-03-13 16:03:55 +08:00 |
|
fasiondog
|
a68d5548a0
|
update test_IC
|
2024-03-13 02:39:32 +08:00 |
|
fasiondog
|
980e38afff
|
MultiFactor (continue)
|
2024-03-13 02:35:42 +08:00 |
|
fasiondog
|
929a71ed88
|
fixed IC 因子IC计算
|
2024-03-13 02:06:08 +08:00 |
|
fasiondog
|
5d99e37dd1
|
Merge branch 'master' of https://github.com/fasiondog/hikyuu into feature/factor
|
2024-03-12 18:42:49 +08:00 |
|
fasiondog
|
c2bec899c7
|
add Multifactor
|
2024-03-12 18:40:29 +08:00 |
|
fasiondog
|
824ab038d1
|
add SingleFactor
|
2024-03-12 14:23:37 +08:00 |
|
fasiondog
|
bcf028533a
|
!12 fix bug: 通达信lc5导入mysql时候文件数据解析的时间计算错误导致导入不了数据
Merge pull request !12 from Jet/fix-strategy
|
2024-03-12 06:23:04 +00:00 |
|
Jet
|
e92ed832d2
|
fix bug: 通达信lc5导入mysql时候文件数据解析的时间计算错误导致导入不了数据
|
2024-03-12 14:05:36 +08:00 |
|
fasiondog
|
40d53eeba9
|
Merge pull request #193 from fasiondog/feature/factor
优化日志在不同环境下输出; 优化系统部件reset和clone操作
|
2024-03-12 02:37:09 +08:00 |
|
fasiondog
|
4711e25a76
|
fixed compile errors on ubuntu
|
2024-03-12 01:55:48 +08:00 |
|
fasiondog
|
b15738b5d0
|
优化系统策略clone与reset操作
|
2024-03-12 01:12:06 +08:00 |
|
fasiondog
|
6766107499
|
优化Python交互日志输出
|
2024-03-11 23:05:45 +08:00 |
|
fasiondog
|
f57627f2c1
|
fixed 不知何时被误修改
|
2024-03-11 21:15:58 +08:00 |
|
fasiondog
|
3c79ccdf6a
|
优化 python log 输出
|
2024-03-11 19:40:40 +08:00 |
|
fasiondog
|
435b030906
|
system reset/clone 改为依据部件共享属性进行实际操作
|
2024-03-11 13:59:28 +08:00 |
|
fasiondog
|
debee37ebe
|
Merge pull request #192 from fasiondog/feature/factor
add IC/IR/ICIR/ZSCORE 指标; 调整 CORR/SPEARMN 实现
|
2024-03-11 03:02:26 +08:00 |
|
fasiondog
|
eb029b964a
|
fixed compile errors on ubuntu
|
2024-03-11 02:28:37 +08:00 |
|
fasiondog
|
56be0baa13
|
补充测试及文档
|
2024-03-11 01:39:31 +08:00 |
|
fasiondog
|
5b37786f76
|
add ZSCORE 数据标准化
|
2024-03-11 01:03:11 +08:00 |
|
fasiondog
|
4263aab2fd
|
update
|
2024-03-10 23:11:40 +08:00 |
|
fasiondog
|
c716da4483
|
add IR/ICIR, update docs
|
2024-03-10 23:06:52 +08:00 |
|
fasiondog
|
6c6085a8a5
|
add IC
|
2024-03-10 20:34:51 +08:00 |
|
fasiondog
|
3ecb3fd644
|
IC 修正
|
2024-03-10 17:11:09 +08:00 |
|
fasiondog
|
df028e212b
|
ALIGN参数 use_null 改名为 fill_null
|
2024-03-10 17:04:39 +08:00 |
|
fasiondog
|
5c0f2e283a
|
add IC
|
2024-03-10 03:50:13 +08:00 |
|
fasiondog
|
a9b64b973d
|
调整 CORR 实现
|
2024-03-10 03:19:37 +08:00 |
|
fasiondog
|
58178ec575
|
Merge branch 'master' of https://github.com/fasiondog/hikyuu into feature/factor
|
2024-03-10 02:06:04 +08:00 |
|
fasiondog
|
3ba6a0767f
|
调整 SPEARMAN 实现
|
2024-03-10 02:03:08 +08:00 |
|
fasiondog
|
e46c2044df
|
调整 SPEARMAN 实现
|
2024-03-10 01:18:32 +08:00 |
|
fasiondog
|
3ff9cc4a13
|
add IC
|
2024-03-10 01:18:19 +08:00 |
|
fasiondog
|
d63cb48ce7
|
PRICELIST 允许discard后,存在 nan 值
|
2024-03-09 22:39:16 +08:00 |
|
fasiondog
|
f844ce7e1c
|
IC (continue)
|
2024-03-09 18:23:23 +08:00 |
|
fasiondog
|
d51bfa6aae
|
Merge pull request #191 from fasiondog/feature/performance
Performance 优化
|
2024-03-09 10:32:18 +08:00 |
|
fasiondog
|
8540924f87
|
Performance 优化
|
2024-03-09 01:52:35 +08:00 |
|