Commit Graph

1091 Commits

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
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
6ced97dc84 update ALIGN 2024-03-07 15:20:07 +08:00
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
fasiondog
9fdcbc3296 add python version feedback 2024-03-05 23:04:16 +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
690f0f43c3
Merge pull request #184 from fasiondog/feature/rankic
Feature/rankic add spearman indicator
2024-03-03 22:47:18 +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
0f94c9efee Performance 恢复按顺序输出 2024-03-02 09:27:43 +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
275c028117 支持中国10年期国债收益率 2024-03-01 17:41:51 +08:00
fasiondog
3db2a52c77 update IndicatorImp low_precision 输出编译失败 2024-02-29 20:05:16 +08:00
fasiondog
0cd464bbca fixed IndicatorImp.alike 并优化 2024-02-29 14:57:01 +08:00
fasiondog
a157d265d4 IndicatorImp.alike 优化,使用 typeid 2024-02-29 02:42:03 +08:00
fasiondog
4659e84f28 增加日志文件 2024-02-28 16:10:03 +08:00
fasiondog
92f7430818 round系列改为模板;清除cppcheck风格告警 2024-02-28 02:47:10 +08:00
fasiondog
ef345ef7a1 update 2024-02-28 01:40:44 +08:00
fasiondog
97f86f0b51 add some testcases 2024-02-28 00:54:55 +08:00
fasiondog
4d12141836 移除多余无效代码 2024-02-28 00:29:35 +08:00
fasiondog
66bb3dbe59 Indicator::value_type 更改为 value_t 2024-02-28 00:19:21 +08:00
fasiondog
bbbe5e4e5f fixed IndicatorImp::getResultAsPriceList 崩溃 2024-02-27 18:18:41 +08:00
fasiondog
f6bf3982b7 fixed ubuntu compile failed 2024-02-27 17:17:38 +08:00
fasiondog
a59dfcd863 增加编译参数 low_precision, 支持 Indicator 以 float 的较低精度方式执行 2024-02-27 16:38:12 +08:00
fasiondog
1e9ff068f6 去除多余变量 2024-02-26 23:30:23 +08:00
fasiondog
3e2dfd0995 调整 Indicator 逻辑运算 2024-02-26 22:52:22 +08:00
fasiondog
cd3d70f225 update 2024-02-26 18:48:19 +08:00
fasiondog
2e0f8f5e90 update 2024-02-26 18:48:00 +08:00
fasiondog
6c529ee2e7 清理 cppcheck 风格告警 2024-02-26 17:34:02 +08:00
fasiondog
56d22accf4 fxied Condition getDatetimeList 2024-02-26 16:45:16 +08:00
fasiondog
47a8e2fccf 修正 NOT 逻辑,改为 <=0 时为 true 2024-02-26 14:29:03 +08:00
fasiondog
b05c9c1504 优化部分系统部件 2024-02-26 02:23:54 +08:00
fasiondog
4d99c97a85 update IndicatorImp get/_set 中的边界检测 2024-02-26 01:37:48 +08:00
fasiondog
546556faeb fixed 无效变量 2024-02-26 00:52:44 +08:00
fasiondog
4fb999520b fixed readUUID 2024-02-26 00:31:35 +08:00
fasiondog
89df411692 优化 KData 2024-02-25 22:53:44 +08:00
fasiondog
73a6189e9d KData 优化 (continue) 2024-02-25 21:03:21 +08:00
fasiondog
70aa0ad3aa 优化 Indicator 实现 2024-02-25 19:39:22 +08:00
fasiondog
2a74b75d5b 优化 Indicator 实现 2024-02-25 18:50:15 +08:00