Commit Graph

511 Commits

Author SHA1 Message Date
fasiondog
4e61548020 并行优化调整 2024-03-29 02:49:38 +08:00
fasiondog
cca73f1bff 改进 python crt系列自定义组件 clone 2024-03-29 01:10:05 +08:00
fasiondog
8b14868199 pf 优化 2024-03-27 22:39:38 +08:00
fasiondog
81f11ae2e7 update 2024-03-27 17:48:06 +08:00
fasiondog
c6bd2e5e7c 调整 python 运行状态接口 2024-03-27 16:18:41 +08:00
fasiondog
ff9494f6e7 优化 ostream 重定向至 python,C++多线程可能引起 jupyter 执行崩溃 2024-03-26 15:43:30 +08:00
fasiondog
2ea1e88203 调整Indicator参数检查与更新机制 2024-03-25 23:17:25 +08:00
fasiondog
1c29630d0f MF增加归一与标准化 2024-03-24 03:21:48 +08:00
fasiondog
204ca376ce update 2024-03-23 16:09:38 +08:00
fasiondog
2754ea87ee update 2024-03-23 05:00:02 +08:00
fasiondog
526bc05893 update 2024-03-21 18:01:45 +08:00
fasiondog
112500aaa3 update 2024-03-20 18:22:30 +08:00
fasiondog
8aa4671856 调整 selector 2024-03-19 22:05:13 +08:00
fasiondog
a8bdb556ac 优化 PF/AF 2024-03-19 19:16:31 +08:00
fasiondog
cc66922e21 debug pf 2024-03-19 05:02:00 +08:00
fasiondog
4bd3660bd4 调整对应的 python 部分 2024-03-18 04:25:14 +08:00
fasiondog
fc73f5899b update docs 2024-03-18 00:48:19 +08:00
fasiondog
c05a559d0c MultiFactor接口命名调整 2024-03-17 23:30:24 +08:00
fasiondog
517e1b5db0 update 2024-03-17 18:57:14 +08:00
fasiondog
3385d40b1b 复权指标引出到python 2024-03-17 15:51:27 +08:00
fasiondog
2d94414f9f fixed Fatal Python error: bool_dealloc: deallocating True or False 2024-03-17 01:04:16 +08:00
fasiondog
fa19200b62 update 2024-03-16 19:12:01 +08:00
fasiondog
19e3d6280f MultiFactor 增加属性方法 2024-03-16 16:57:09 +08:00
fasiondog
d62e2fb8d7 update 2024-03-16 04:24:31 +08:00
fasiondog
f7c238b54f MultiFactor 2024-03-16 03:08:09 +08:00
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
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
c82d438639 MultiFactor (continue) 2024-03-13 16:03:55 +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
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
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
c716da4483 add IR/ICIR, update docs 2024-03-10 23:06:52 +08:00
fasiondog
df028e212b ALIGN参数 use_null 改名为 fill_null 2024-03-10 17:04:39 +08:00
fasiondog
a9b64b973d 调整 CORR 实现 2024-03-10 03:19:37 +08:00
fasiondog
3ba6a0767f 调整 SPEARMAN 实现 2024-03-10 02:03:08 +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
251db25e8a spearman 2024-03-03 22:17:10 +08:00
fasiondog
0f94c9efee Performance 恢复按顺序输出 2024-03-02 09:27:43 +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
8f3839fab1 简化_System.cpp 代码,pybind11已经支持赋值 None 2024-02-29 15:24:04 +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
66bb3dbe59 Indicator::value_type 更改为 value_t 2024-02-28 00:19:21 +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