Commit Graph

2385 Commits

Author SHA1 Message Date
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