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2,340 Commits 9 Branches 46 Tags 193 MiB
3ba6a0767f
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Author SHA1 Message Date
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
530023307d fixed Performance::values() 2024-03-09 01:41:12 +08:00
fasiondog
9cf6152a76 修正 low_precision 下python部分测试用例 2024-03-08 16:27:36 +08:00
fasiondog
efb2bc1a19
Merge pull request #190 from fasiondog/feature/analysis 
fixed SignalBase clone 缺失成员；清理 serialization 头文件包含
 2024-03-08 15:38:20 +08:00
fasiondog
acb8cd1476 清理 serialization 头文件包含 2024-03-08 14:54:54 +08:00
fasiondog
a897477361 fixed SignalBase clone 缺失成员 2024-03-08 13:52:22 +08:00
fasiondog
61ec0d0c1b 添加 concat_to_df, 将指标列表合并为DataFrame, 以便使用其他依赖于 pandas 的工具 2024-03-08 02:37:41 +08:00
fasiondog
54672455d8
Merge pull request #189 from fasiondog/feature/analysis 
优化 ALIGN，增加 use_null 参数控制对齐填充
 2024-03-07 18:27:25 +08:00
fasiondog
6ced97dc84 update ALIGN 2024-03-07 15:20:07 +08:00
fasiondog
e214cd8271 Merge branch 'master' of github.com:fasiondog/hikyuu into feature/analysis 2024-03-07 02:56:59 +08:00
fasiondog
2108f34118
!11 fix bug: 通达信lc5导入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 !11 from Jet/fix-strategy
 2024-03-06 18:55:27 +00:00
fasiondog
8146db707e 优化 ALIGN，增加 use_null 参数控制对齐填充(continue) 2024-03-07 02:52:04 +08:00
Jet
6d8f7d65fc fix bug: 通达信lc5导入时候文件数据解析的时间计算错误导致导入不了数据(时间早了32年导致find_pos的时候和lastdatetime比较没有需要导入的数据). 2024-03-06 21:58:18 +08:00
fasiondog
a0844ffd88
Merge pull request #188 from fasiondog/feature/analysis 
fixed sys_performance 除0
 2024-03-06 01:35:25 +08:00
fasiondog
a688b514ec fixed sys_performance 除0 2024-03-06 01:34:16 +08:00
fasiondog
568f756e46 Merge branch 'master' of gitee.com:fasiondog/hikyuu 2024-03-06 00:16:50 +08:00
fasiondog
a984b64dff
Merge pull request #187 from fasiondog/feature/analysis 
Feature/analysis sys_performance 系统性能绘图支持 nbagg
 2024-03-06 00:15:09 +08:00
fasiondog
9fdcbc3296 add python version feedback 2024-03-05 23:04:16 +08:00
fasiondog
0e6c9745bf update sys_performance 系统性能绘图支持 nbagg 2024-03-05 20:58:57 +08:00
fasiondog
92b6b1ac04
!10 fix bug: 通达信导入数据后stock.db中的stock的startdate 使用了带时分的datetime数字，导致py中 from hikyuu.interactive import *导入数据时候Loading KData卡很久 
Merge pull request !10 from Jet/fix-strategy
 2024-03-04 19:28:10 +00:00
Jet
69355ff934 fix bug: 通达信导入数据后stock.db中的stock的startdate 使用了带时分的datetime数字，导致py中 from hikyuu.interactive import *导入数据时候Loading KData卡很久 2024-03-05 01:13:58 +08:00
fasiondog
2c2287b983
!9 新建的stock.db不包括已经退市的股票，导致历史数据没有导入 
Merge pull request !9 from Jet/fix-strategy
 2024-03-04 08:31:10 +00:00
Jet
ef3cba3881 修正：建stock.db时候没包括历史退市的股票 2024-03-04 15:36:38 +08:00
fasiondog
fbc1a1d545
Merge pull request #186 from fasiondog/feature/analysis 
fixed AllocateFundsBase，调整未执行系统时，判断是否有实际的信号产生
 2024-03-04 15:36:13 +08:00
fasiondog
af91e100c4 fixed AllocateFundsBase，调整未执行系统时，判断是否有实际的信号产生 2024-03-04 15:35:04 +08:00
fasiondog
4757ada985
Merge pull request #185 from fasiondog/feature/analysis 
增加 sys.performance 绘制系统性能，增加sharp比率最大回撤等简化的绩效显示
 2024-03-04 02:35:41 +08:00
fasiondog
f3f118e9c4 增加 sys.performance，系统运行后绘制性能图 2024-03-04 02:28:30 +08:00
fasiondog
690f0f43c3
Merge pull request #184 from fasiondog/feature/rankic 
Feature/rankic add spearman indicator
 2024-03-03 22:47:18 +08:00
fasiondog
251db25e8a spearman 2024-03-03 22:17:10 +08:00
fasiondog
b3f476562f update spearman 2024-03-03 22:00:09 +08:00
fasiondog
00a2dfb37c spearman(continue) 2024-03-03 18:03:50 +08:00
fasiondog
8cbb5ac918 spearman (continue) 2024-03-03 14:58:13 +08:00
fasiondog
8e92c959d2 修正 test_ZHBOND10 low_precision 下报错 2024-03-03 14:57:00 +08:00
fasiondog
acfe3cada2 spearman (continue) 2024-03-03 02:19:59 +08:00
fasiondog
1ebb229de5
Merge pull request #183 from fasiondog/feature/analysis 
Performance 恢复按顺序输出
 2024-03-02 10:04:36 +08:00
fasiondog
0f94c9efee Performance 恢复按顺序输出 2024-03-02 09:27:43 +08:00
fasiondog
66eeba0af2
Merge pull request #182 from fasiondog/feature/analysis 
Feature/analysis 增加 ZHBOND10 中国国债10年期收益率
 2024-03-02 07:14:23 +08:00
fasiondog
c7a51f5555 fixed compile error on ubuntu 2024-03-02 06:44:48 +08:00
fasiondog
1a6d23cde1 更新 ZHBOND10 文档说明 2024-03-02 03:56:46 +08:00
fasiondog
b658b501fc 添加 ZHBOND10 指标 2024-03-02 03:42:14 +08:00
fasiondog
d5f1a68ebb 10年期国债收益率数据下载 2024-03-01 18:33:55 +08:00
fasiondog
275c028117 支持中国10年期国债收益率 2024-03-01 17:41:51 +08:00
fasiondog
97031a2c2a 下载10年期国债收益率 2024-03-01 14:58:02 +08:00
fasiondog
c4f8a34733 下载10年期国债收益率 2024-03-01 03:10:43 +08:00
fasiondog
90962c43cc
Merge pull request #181 from fasiondog/release 
Release 1.3.5
 2024-02-29 23:40:15 +08:00
fasiondog
63f6c8bd76 update 2024-02-29 23:38:53 +08:00